CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 04-Oct-2010

Day Change Summary
	Previous	Current
	01-Oct-2010	04-Oct-2010	Change	Change %	Previous Week
Open	0.9578	0.9642	0.0064	0.7%	0.9513
High	0.9667	0.9645	-0.0022	-0.2%	0.9667
Low	0.9554	0.9569	0.0015	0.2%	0.9469
Close	0.9636	0.9588	-0.0048	-0.5%	0.9636
Range	0.0113	0.0076	-0.0037	-32.7%	0.0198
ATR	0.0106	0.0104	-0.0002	-2.0%	0.0000
Volume	90,571	65,199	-25,372	-28.0%	411,562

Daily Pivots for day following 04-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9829	0.9784	0.9630
R3	0.9753	0.9708	0.9609
R2	0.9677	0.9677	0.9602
R1	0.9632	0.9632	0.9595	0.9617
PP	0.9601	0.9601	0.9601	0.9593
S1	0.9556	0.9556	0.9581	0.9541
S2	0.9525	0.9525	0.9574
S3	0.9449	0.9480	0.9567
S4	0.9373	0.9404	0.9546

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0185	1.0108	0.9745
R3	0.9987	0.9910	0.9690
R2	0.9789	0.9789	0.9672
R1	0.9712	0.9712	0.9654	0.9751
PP	0.9591	0.9591	0.9591	0.9610
S1	0.9514	0.9514	0.9618	0.9553
S2	0.9393	0.9393	0.9600
S3	0.9195	0.9316	0.9582
S4	0.8997	0.9118	0.9527

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9667	0.9469	0.0198	2.1%	0.0100	1.0%	60%	False	False	83,558
10	0.9667	0.9346	0.0321	3.3%	0.0104	1.1%	75%	False	False	77,942
20	0.9667	0.8988	0.0679	7.1%	0.0102	1.1%	88%	False	False	69,030
40	0.9667	0.8655	0.1012	10.6%	0.0105	1.1%	92%	False	False	35,159
60	0.9667	0.8489	0.1178	12.3%	0.0101	1.1%	93%	False	False	23,516
80	0.9667	0.8162	0.1505	15.7%	0.0102	1.1%	95%	False	False	17,657
100	0.9667	0.7950	0.1717	17.9%	0.0085	0.9%	95%	False	False	14,135
120	0.9667	0.7950	0.1717	17.9%	0.0071	0.7%	95%	False	False	11,779

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9968
2.618	0.9844
1.618	0.9768
1.000	0.9721
0.618	0.9692
HIGH	0.9645
0.618	0.9616
0.500	0.9607
0.382	0.9598
LOW	0.9569
0.618	0.9522
1.000	0.9493
1.618	0.9446
2.618	0.9370
4.250	0.9246

Fisher Pivots for day following 04-Oct-2010
Pivot	1 day	3 day
R1	0.9607	0.9604
PP	0.9601	0.9598
S1	0.9594	0.9593

Download as Excel Spreadsheet

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

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