CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 15-Sep-2010

Day Change Summary
	Previous	Current
	14-Sep-2010	15-Sep-2010	Change	Change %	Previous Week
Open	0.9248	0.9285	0.0037	0.4%	0.9056
High	0.9356	0.9330	-0.0026	-0.3%	0.9180
Low	0.9213	0.9243	0.0030	0.3%	0.8988
Close	0.9343	0.9286	-0.0057	-0.6%	0.9161
Range	0.0143	0.0087	-0.0056	-39.2%	0.0192
ATR	0.0106	0.0105	0.0000	-0.4%	0.0000
Volume	79,901	75,062	-4,839	-6.1%	188,903

Daily Pivots for day following 15-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9547	0.9504	0.9334
R3	0.9460	0.9417	0.9310
R2	0.9373	0.9373	0.9302
R1	0.9330	0.9330	0.9294	0.9352
PP	0.9286	0.9286	0.9286	0.9297
S1	0.9243	0.9243	0.9278	0.9265
S2	0.9199	0.9199	0.9270
S3	0.9112	0.9156	0.9262
S4	0.9025	0.9069	0.9238

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	0.9052	0.0304	3.3%	0.0099	1.1%	77%	False	False	65,892
10	0.9356	0.8950	0.0406	4.4%	0.0089	1.0%	83%	False	False	40,589
20	0.9356	0.8655	0.0701	7.5%	0.0102	1.1%	90%	False	False	20,593
40	0.9356	0.8597	0.0759	8.2%	0.0099	1.1%	91%	False	False	10,435
60	0.9356	0.8162	0.1194	12.9%	0.0106	1.1%	94%	False	False	6,998
80	0.9356	0.7950	0.1406	15.1%	0.0087	0.9%	95%	False	False	5,252
100	0.9356	0.7950	0.1406	15.1%	0.0072	0.8%	95%	False	False	4,210
120	0.9356	0.7950	0.1406	15.1%	0.0060	0.6%	95%	False	False	3,508

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

Fibonacci Retracements and Extensions
4.250	0.9700
2.618	0.9558
1.618	0.9471
1.000	0.9417
0.618	0.9384
HIGH	0.9330
0.618	0.9297
0.500	0.9287
0.382	0.9276
LOW	0.9243
0.618	0.9189
1.000	0.9156
1.618	0.9102
2.618	0.9015
4.250	0.8873

Fisher Pivots for day following 15-Sep-2010
Pivot	1 day	3 day
R1	0.9287	0.9281
PP	0.9286	0.9276
S1	0.9286	0.9272

Download as Excel Spreadsheet

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

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