CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 26-Jul-2010

Day Change Summary
	Previous	Current
	23-Jul-2010	26-Jul-2010	Change	Change %	Previous Week
Open	0.8783	0.8782	-0.0001	0.0%	0.8518
High	0.8813	0.8876	0.0063	0.7%	0.8813
Low	0.8745	0.8782	0.0037	0.4%	0.8489
Close	0.8808	0.8863	0.0055	0.6%	0.8808
Range	0.0068	0.0094	0.0026	38.2%	0.0324
ATR	0.0115	0.0114	-0.0002	-1.3%	0.0000
Volume	416	251	-165	-39.7%	1,003

Daily Pivots for day following 26-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9122	0.9087	0.8915
R3	0.9028	0.8993	0.8889
R2	0.8934	0.8934	0.8880
R1	0.8899	0.8899	0.8872	0.8917
PP	0.8840	0.8840	0.8840	0.8849
S1	0.8805	0.8805	0.8854	0.8823
S2	0.8746	0.8746	0.8846
S3	0.8652	0.8711	0.8837
S4	0.8558	0.8617	0.8811

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9675	0.9566	0.8986
R3	0.9351	0.9242	0.8897
R2	0.9027	0.9027	0.8867
R1	0.8918	0.8918	0.8838	0.8973
PP	0.8703	0.8703	0.8703	0.8731
S1	0.8594	0.8594	0.8778	0.8649
S2	0.8379	0.8379	0.8749
S3	0.8055	0.8270	0.8719
S4	0.7731	0.7946	0.8630

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8876	0.8520	0.0356	4.0%	0.0121	1.4%	96%	True	False	240
10	0.8876	0.8489	0.0387	4.4%	0.0113	1.3%	97%	True	False	200
20	0.8876	0.8162	0.0714	8.1%	0.0121	1.4%	98%	True	False	162
40	0.8876	0.7968	0.0908	10.2%	0.0081	0.9%	99%	True	False	91
60	0.9008	0.7950	0.1058	11.9%	0.0060	0.7%	86%	False	False	75
80	0.9086	0.7950	0.1136	12.8%	0.0045	0.5%	80%	False	False	57
100	0.9086	0.7950	0.1136	12.8%	0.0036	0.4%	80%	False	False	46
120	0.9086	0.7950	0.1136	12.8%	0.0030	0.3%	80%	False	False	39

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9276
2.618	0.9122
1.618	0.9028
1.000	0.8970
0.618	0.8934
HIGH	0.8876
0.618	0.8840
0.500	0.8829
0.382	0.8818
LOW	0.8782
0.618	0.8724
1.000	0.8688
1.618	0.8630
2.618	0.8536
4.250	0.8383

Fisher Pivots for day following 26-Jul-2010
Pivot	1 day	3 day
R1	0.8852	0.8821
PP	0.8840	0.8779
S1	0.8829	0.8737

Download as Excel Spreadsheet

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

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