CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 29-Jul-2010

Day Change Summary
	Previous	Current
	28-Jul-2010	29-Jul-2010	Change	Change %	Previous Week
Open	0.8866	0.8776	-0.0090	-1.0%	0.8518
High	0.8866	0.8889	0.0023	0.3%	0.8813
Low	0.8765	0.8771	0.0006	0.1%	0.8489
Close	0.8774	0.8873	0.0099	1.1%	0.8808
Range	0.0101	0.0118	0.0017	16.8%	0.0324
ATR	0.0109	0.0110	0.0001	0.6%	0.0000
Volume	94	482	388	412.8%	1,003

Daily Pivots for day following 29-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9198	0.9154	0.8938
R3	0.9080	0.9036	0.8905
R2	0.8962	0.8962	0.8895
R1	0.8918	0.8918	0.8884	0.8940
PP	0.8844	0.8844	0.8844	0.8856
S1	0.8800	0.8800	0.8862	0.8822
S2	0.8726	0.8726	0.8851
S3	0.8608	0.8682	0.8841
S4	0.8490	0.8564	0.8808

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	0.8908	0.8745	0.0163	1.8%	0.0088	1.0%	79%	False	False	278
10	0.8908	0.8489	0.0419	4.7%	0.0108	1.2%	92%	False	False	209
20	0.8908	0.8162	0.0746	8.4%	0.0114	1.3%	95%	False	False	174
40	0.8908	0.7968	0.0940	10.6%	0.0088	1.0%	96%	False	False	108
60	0.8908	0.7950	0.0958	10.8%	0.0065	0.7%	96%	False	False	87
80	0.9086	0.7950	0.1136	12.8%	0.0048	0.5%	81%	False	False	66
100	0.9086	0.7950	0.1136	12.8%	0.0039	0.4%	81%	False	False	53
120	0.9086	0.7950	0.1136	12.8%	0.0032	0.4%	81%	False	False	45

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9391
2.618	0.9198
1.618	0.9080
1.000	0.9007
0.618	0.8962
HIGH	0.8889
0.618	0.8844
0.500	0.8830
0.382	0.8816
LOW	0.8771
0.618	0.8698
1.000	0.8653
1.618	0.8580
2.618	0.8462
4.250	0.8270

Fisher Pivots for day following 29-Jul-2010
Pivot	1 day	3 day
R1	0.8859	0.8861
PP	0.8844	0.8849
S1	0.8830	0.8837

Download as Excel Spreadsheet

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

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