CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 07-Oct-2010

Day Change Summary
	Previous	Current
	06-Oct-2010	07-Oct-2010	Change	Change %	Previous Week
Open	0.9635	0.9694	0.0059	0.6%	0.9513
High	0.9712	0.9841	0.0129	1.3%	0.9667
Low	0.9615	0.9683	0.0068	0.7%	0.9469
Close	0.9690	0.9736	0.0046	0.5%	0.9636
Range	0.0097	0.0158	0.0061	62.9%	0.0198
ATR	0.0109	0.0112	0.0004	3.2%	0.0000
Volume	75,117	105,404	30,287	40.3%	411,562

Daily Pivots for day following 07-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0227	1.0140	0.9823
R3	1.0069	0.9982	0.9779
R2	0.9911	0.9911	0.9765
R1	0.9824	0.9824	0.9750	0.9868
PP	0.9753	0.9753	0.9753	0.9775
S1	0.9666	0.9666	0.9722	0.9710
S2	0.9595	0.9595	0.9707
S3	0.9437	0.9508	0.9693
S4	0.9279	0.9350	0.9649

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	0.9841	0.9464	0.0377	3.9%	0.0125	1.3%	72%	True	False	91,027
10	0.9841	0.9373	0.0468	4.8%	0.0116	1.2%	78%	True	False	84,778
20	0.9841	0.9103	0.0738	7.6%	0.0108	1.1%	86%	True	False	78,041
40	0.9841	0.8655	0.1186	12.2%	0.0107	1.1%	91%	True	False	42,626
60	0.9841	0.8489	0.1352	13.9%	0.0103	1.1%	92%	True	False	28,495
80	0.9841	0.8162	0.1679	17.2%	0.0106	1.1%	94%	True	False	21,399
100	0.9841	0.7950	0.1891	19.4%	0.0089	0.9%	94%	True	False	17,128
120	0.9841	0.7950	0.1891	19.4%	0.0075	0.8%	94%	True	False	14,274

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	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0513
2.618	1.0255
1.618	1.0097
1.000	0.9999
0.618	0.9939
HIGH	0.9841
0.618	0.9781
0.500	0.9762
0.382	0.9743
LOW	0.9683
0.618	0.9585
1.000	0.9525
1.618	0.9427
2.618	0.9269
4.250	0.9012

Fisher Pivots for day following 07-Oct-2010
Pivot	1 day	3 day
R1	0.9762	0.9708
PP	0.9753	0.9680
S1	0.9745	0.9653

Download as Excel Spreadsheet

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

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