CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 14-Sep-2010

Day Change Summary
	Previous	Current
	13-Sep-2010	14-Sep-2010	Change	Change %	Previous Week
Open	0.9193	0.9248	0.0055	0.6%	0.9056
High	0.9260	0.9356	0.0096	1.0%	0.9180
Low	0.9187	0.9213	0.0026	0.3%	0.8988
Close	0.9245	0.9343	0.0098	1.1%	0.9161
Range	0.0073	0.0143	0.0070	95.9%	0.0192
ATR	0.0103	0.0106	0.0003	2.8%	0.0000
Volume	54,744	79,901	25,157	46.0%	188,903

Daily Pivots for day following 14-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9733	0.9681	0.9422
R3	0.9590	0.9538	0.9382
R2	0.9447	0.9447	0.9369
R1	0.9395	0.9395	0.9356	0.9421
PP	0.9304	0.9304	0.9304	0.9317
S1	0.9252	0.9252	0.9330	0.9278
S2	0.9161	0.9161	0.9317
S3	0.9018	0.9109	0.9304
S4	0.8875	0.8966	0.9264

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9686	0.9615	0.9267
R3	0.9494	0.9423	0.9214
R2	0.9302	0.9302	0.9196
R1	0.9231	0.9231	0.9179	0.9267
PP	0.9110	0.9110	0.9110	0.9127
S1	0.9039	0.9039	0.9143	0.9075
S2	0.8918	0.8918	0.9126
S3	0.8726	0.8847	0.9108
S4	0.8534	0.8655	0.9055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9356	0.8995	0.0361	3.9%	0.0101	1.1%	96%	True	False	60,498
10	0.9356	0.8808	0.0548	5.9%	0.0099	1.1%	98%	True	False	33,128
20	0.9356	0.8655	0.0701	7.5%	0.0101	1.1%	98%	True	False	16,853
40	0.9356	0.8597	0.0759	8.1%	0.0099	1.1%	98%	True	False	8,562
60	0.9356	0.8162	0.1194	12.8%	0.0107	1.1%	99%	True	False	5,749
80	0.9356	0.7950	0.1406	15.0%	0.0086	0.9%	99%	True	False	4,313
100	0.9356	0.7950	0.1406	15.0%	0.0071	0.8%	99%	True	False	3,459
120	0.9356	0.7950	0.1406	15.0%	0.0059	0.6%	99%	True	False	2,883

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9964
2.618	0.9730
1.618	0.9587
1.000	0.9499
0.618	0.9444
HIGH	0.9356
0.618	0.9301
0.500	0.9285
0.382	0.9268
LOW	0.9213
0.618	0.9125
1.000	0.9070
1.618	0.8982
2.618	0.8839
4.250	0.8605

Fisher Pivots for day following 14-Sep-2010
Pivot	1 day	3 day
R1	0.9324	0.9305
PP	0.9304	0.9267
S1	0.9285	0.9230

Download as Excel Spreadsheet

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

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