CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 09-Sep-2010

Day Change Summary
	Previous	Current
	08-Sep-2010	09-Sep-2010	Change	Change %	Previous Week
Open	0.9004	0.9083	0.0079	0.9%	0.8907
High	0.9090	0.9180	0.0090	1.0%	0.9069
Low	0.8995	0.9052	0.0057	0.6%	0.8752
Close	0.9075	0.9142	0.0067	0.7%	0.9059
Range	0.0095	0.0128	0.0033	34.7%	0.0317
ATR	0.0104	0.0106	0.0002	1.6%	0.0000
Volume	48,096	60,523	12,427	25.8%	8,741

Daily Pivots for day following 09-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9509	0.9453	0.9212
R3	0.9381	0.9325	0.9177
R2	0.9253	0.9253	0.9165
R1	0.9197	0.9197	0.9154	0.9225
PP	0.9125	0.9125	0.9125	0.9139
S1	0.9069	0.9069	0.9130	0.9097
S2	0.8997	0.8997	0.9119
S3	0.8869	0.8941	0.9107
S4	0.8741	0.8813	0.9072

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	0.9180	0.8961	0.0219	2.4%	0.0091	1.0%	83%	True	False	26,783
10	0.9180	0.8739	0.0441	4.8%	0.0107	1.2%	91%	True	False	13,868
20	0.9180	0.8655	0.0525	5.7%	0.0106	1.2%	93%	True	False	7,212
40	0.9180	0.8489	0.0691	7.6%	0.0101	1.1%	95%	True	False	3,722
60	0.9180	0.8162	0.1018	11.1%	0.0105	1.1%	96%	True	False	2,518
80	0.9180	0.7950	0.1230	13.5%	0.0084	0.9%	97%	True	False	1,900
100	0.9180	0.7950	0.1230	13.5%	0.0068	0.7%	97%	True	False	1,520
120	0.9180	0.7950	0.1230	13.5%	0.0057	0.6%	97%	True	False	1,267

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9724
2.618	0.9515
1.618	0.9387
1.000	0.9308
0.618	0.9259
HIGH	0.9180
0.618	0.9131
0.500	0.9116
0.382	0.9101
LOW	0.9052
0.618	0.8973
1.000	0.8924
1.618	0.8845
2.618	0.8717
4.250	0.8508

Fisher Pivots for day following 09-Sep-2010
Pivot	1 day	3 day
R1	0.9133	0.9123
PP	0.9125	0.9103
S1	0.9116	0.9084

Download as Excel Spreadsheet

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

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