CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 20-Jul-2010

Day Change Summary
	Previous	Current
	19-Jul-2010	20-Jul-2010	Change	Change %	Previous Week
Open	0.8518	0.8524	0.0006	0.1%	0.8603
High	0.8564	0.8682	0.0118	1.4%	0.8700
Low	0.8489	0.8520	0.0031	0.4%	0.8531
Close	0.8553	0.8668	0.0115	1.3%	0.8559
Range	0.0075	0.0162	0.0087	116.0%	0.0169
ATR	0.0112	0.0116	0.0004	3.2%	0.0000
Volume	53	115	62	117.0%	771

Daily Pivots for day following 20-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9109	0.9051	0.8757
R3	0.8947	0.8889	0.8713
R2	0.8785	0.8785	0.8698
R1	0.8727	0.8727	0.8683	0.8756
PP	0.8623	0.8623	0.8623	0.8638
S1	0.8565	0.8565	0.8653	0.8594
S2	0.8461	0.8461	0.8638
S3	0.8299	0.8403	0.8623
S4	0.8137	0.8241	0.8579

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9104	0.9000	0.8652
R3	0.8935	0.8831	0.8605
R2	0.8766	0.8766	0.8590
R1	0.8662	0.8662	0.8574	0.8630
PP	0.8597	0.8597	0.8597	0.8580
S1	0.8493	0.8493	0.8544	0.8461
S2	0.8428	0.8428	0.8528
S3	0.8259	0.8324	0.8513
S4	0.8090	0.8155	0.8466

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8700	0.8489	0.0211	2.4%	0.0105	1.2%	85%	False	False	138
10	0.8700	0.8306	0.0394	4.5%	0.0112	1.3%	92%	False	False	141
20	0.8700	0.8162	0.0538	6.2%	0.0122	1.4%	94%	False	False	123
40	0.8700	0.7950	0.0750	8.7%	0.0073	0.8%	96%	False	False	65
60	0.9033	0.7950	0.1083	12.5%	0.0053	0.6%	66%	False	False	57
80	0.9086	0.7950	0.1136	13.1%	0.0039	0.5%	63%	False	False	43
100	0.9086	0.7950	0.1136	13.1%	0.0032	0.4%	63%	False	False	35

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9371
2.618	0.9106
1.618	0.8944
1.000	0.8844
0.618	0.8782
HIGH	0.8682
0.618	0.8620
0.500	0.8601
0.382	0.8582
LOW	0.8520
0.618	0.8420
1.000	0.8358
1.618	0.8258
2.618	0.8096
4.250	0.7832

Fisher Pivots for day following 20-Jul-2010
Pivot	1 day	3 day
R1	0.8646	0.8641
PP	0.8623	0.8613
S1	0.8601	0.8586

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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