CME Australian Dollar Future December 2010


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Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 0.9441 0.9462 0.0021 0.2% 0.9193
High 0.9504 0.9481 -0.0023 -0.2% 0.9375
Low 0.9413 0.9375 -0.0038 -0.4% 0.9187
Close 0.9468 0.9429 -0.0039 -0.4% 0.9282
Range 0.0091 0.0106 0.0015 16.5% 0.0188
ATR 0.0106 0.0106 0.0000 0.0% 0.0000
Volume 78,750 80,764 2,014 2.6% 358,823
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9746 0.9694 0.9487
R3 0.9640 0.9588 0.9458
R2 0.9534 0.9534 0.9448
R1 0.9482 0.9482 0.9439 0.9455
PP 0.9428 0.9428 0.9428 0.9415
S1 0.9376 0.9376 0.9419 0.9349
S2 0.9322 0.9322 0.9410
S3 0.9216 0.9270 0.9400
S4 0.9110 0.9164 0.9371
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 0.9504 0.9256 0.0248 2.6% 0.0114 1.2% 70% False False 73,098
10 0.9504 0.9103 0.0401 4.3% 0.0100 1.1% 81% False False 71,304
20 0.9504 0.8739 0.0765 8.1% 0.0104 1.1% 90% False False 42,586
40 0.9504 0.8655 0.0849 9.0% 0.0099 1.0% 91% False False 21,496
60 0.9504 0.8162 0.1342 14.2% 0.0104 1.1% 94% False False 14,389
80 0.9504 0.7968 0.1536 16.3% 0.0094 1.0% 95% False False 10,802
100 0.9504 0.7950 0.1554 16.5% 0.0078 0.8% 95% False False 8,651
120 0.9504 0.7950 0.1554 16.5% 0.0065 0.7% 95% False False 7,209
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9932
2.618 0.9759
1.618 0.9653
1.000 0.9587
0.618 0.9547
HIGH 0.9481
0.618 0.9441
0.500 0.9428
0.382 0.9415
LOW 0.9375
0.618 0.9309
1.000 0.9269
1.618 0.9203
2.618 0.9097
4.250 0.8925
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 0.9429 0.9428
PP 0.9428 0.9426
S1 0.9428 0.9425

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

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