CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 17-Sep-2010

Day Change Summary
	Previous	Current
	16-Sep-2010	17-Sep-2010	Change	Change %	Previous Week
Open	0.9278	0.9266	-0.0012	-0.1%	0.9193
High	0.9300	0.9375	0.0075	0.8%	0.9375
Low	0.9232	0.9256	0.0024	0.3%	0.9187
Close	0.9258	0.9282	0.0024	0.3%	0.9282
Range	0.0068	0.0119	0.0051	75.0%	0.0188
ATR	0.0102	0.0104	0.0001	1.2%	0.0000
Volume	78,610	70,506	-8,104	-10.3%	358,823

Daily Pivots for day following 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9661	0.9591	0.9347
R3	0.9542	0.9472	0.9315
R2	0.9423	0.9423	0.9304
R1	0.9353	0.9353	0.9293	0.9388
PP	0.9304	0.9304	0.9304	0.9322
S1	0.9234	0.9234	0.9271	0.9269
S2	0.9185	0.9185	0.9260
S3	0.9066	0.9115	0.9249
S4	0.8947	0.8996	0.9217

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9845	0.9752	0.9385
R3	0.9657	0.9564	0.9334
R2	0.9469	0.9469	0.9316
R1	0.9376	0.9376	0.9299	0.9423
PP	0.9281	0.9281	0.9281	0.9305
S1	0.9188	0.9188	0.9265	0.9235
S2	0.9093	0.9093	0.9248
S3	0.8905	0.9000	0.9230
S4	0.8717	0.8812	0.9179

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9375	0.9187	0.0188	2.0%	0.0098	1.1%	51%	True	False	71,764
10	0.9375	0.8988	0.0387	4.2%	0.0090	1.0%	76%	True	False	54,772
20	0.9375	0.8655	0.0720	7.8%	0.0102	1.1%	87%	True	False	27,990
40	0.9375	0.8655	0.0720	7.8%	0.0097	1.0%	87%	True	False	14,146
60	0.9375	0.8162	0.1213	13.1%	0.0106	1.1%	92%	True	False	9,481
80	0.9375	0.7968	0.1407	15.2%	0.0088	0.9%	93%	True	False	7,115
100	0.9375	0.7950	0.1425	15.4%	0.0074	0.8%	93%	True	False	5,701
120	0.9375	0.7950	0.1425	15.4%	0.0061	0.7%	93%	True	False	4,751

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9881
2.618	0.9687
1.618	0.9568
1.000	0.9494
0.618	0.9449
HIGH	0.9375
0.618	0.9330
0.500	0.9316
0.382	0.9301
LOW	0.9256
0.618	0.9182
1.000	0.9137
1.618	0.9063
2.618	0.8944
4.250	0.8750

Fisher Pivots for day following 17-Sep-2010
Pivot	1 day	3 day
R1	0.9316	0.9304
PP	0.9304	0.9296
S1	0.9293	0.9289

Download as Excel Spreadsheet

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

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