CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 08-Sep-2010

Day Change Summary
	Previous	Current
	07-Sep-2010	08-Sep-2010	Change	Change %	Previous Week
Open	0.9056	0.9004	-0.0052	-0.6%	0.8907
High	0.9077	0.9090	0.0013	0.1%	0.9069
Low	0.8988	0.8995	0.0007	0.1%	0.8752
Close	0.9017	0.9075	0.0058	0.6%	0.9059
Range	0.0089	0.0095	0.0006	6.7%	0.0317
ATR	0.0105	0.0104	-0.0001	-0.7%	0.0000
Volume	10,527	48,096	37,569	356.9%	8,741

Daily Pivots for day following 08-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9338	0.9302	0.9127
R3	0.9243	0.9207	0.9101
R2	0.9148	0.9148	0.9092
R1	0.9112	0.9112	0.9084	0.9130
PP	0.9053	0.9053	0.9053	0.9063
S1	0.9017	0.9017	0.9066	0.9035
S2	0.8958	0.8958	0.9058
S3	0.8863	0.8922	0.9049
S4	0.8768	0.8827	0.9023

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9911	0.9802	0.9233
R3	0.9594	0.9485	0.9146
R2	0.9277	0.9277	0.9117
R1	0.9168	0.9168	0.9088	0.9223
PP	0.8960	0.8960	0.8960	0.8987
S1	0.8851	0.8851	0.9030	0.8906
S2	0.8643	0.8643	0.9001
S3	0.8326	0.8534	0.8972
S4	0.8009	0.8217	0.8885

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9090	0.8950	0.0140	1.5%	0.0078	0.9%	89%	True	False	15,287
10	0.9090	0.8727	0.0363	4.0%	0.0102	1.1%	96%	True	False	7,868
20	0.9090	0.8655	0.0435	4.8%	0.0104	1.1%	97%	True	False	4,205
40	0.9090	0.8489	0.0601	6.6%	0.0100	1.1%	98%	True	False	2,212
60	0.9090	0.8162	0.0928	10.2%	0.0103	1.1%	98%	True	False	1,509
80	0.9090	0.7950	0.1140	12.6%	0.0083	0.9%	99%	True	False	1,144
100	0.9090	0.7950	0.1140	12.6%	0.0067	0.7%	99%	True	False	915
120	0.9090	0.7950	0.1140	12.6%	0.0056	0.6%	99%	True	False	763

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9494
2.618	0.9339
1.618	0.9244
1.000	0.9185
0.618	0.9149
HIGH	0.9090
0.618	0.9054
0.500	0.9043
0.382	0.9031
LOW	0.8995
0.618	0.8936
1.000	0.8900
1.618	0.8841
2.618	0.8746
4.250	0.8591

Fisher Pivots for day following 08-Sep-2010
Pivot	1 day	3 day
R1	0.9064	0.9063
PP	0.9053	0.9051
S1	0.9043	0.9039

Download as Excel Spreadsheet

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

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