CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 13-Oct-2010

Day Change Summary
	Previous	Current
	12-Oct-2010	13-Oct-2010	Change	Change %	Previous Week
Open	0.9763	0.9787	0.0024	0.2%	0.9642
High	0.9805	0.9864	0.0059	0.6%	0.9841
Low	0.9695	0.9762	0.0067	0.7%	0.9464
Close	0.9789	0.9846	0.0057	0.6%	0.9787
Range	0.0110	0.0102	-0.0008	-7.3%	0.0377
ATR	0.0113	0.0113	-0.0001	-0.7%	0.0000
Volume	83,324	64,355	-18,969	-22.8%	488,122

Daily Pivots for day following 13-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0130	1.0090	0.9902
R3	1.0028	0.9988	0.9874
R2	0.9926	0.9926	0.9865
R1	0.9886	0.9886	0.9855	0.9906
PP	0.9824	0.9824	0.9824	0.9834
S1	0.9784	0.9784	0.9837	0.9804
S2	0.9722	0.9722	0.9827
S3	0.9620	0.9682	0.9818
S4	0.9518	0.9580	0.9790

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0828	1.0685	0.9994
R3	1.0451	1.0308	0.9891
R2	1.0074	1.0074	0.9856
R1	0.9931	0.9931	0.9822	1.0003
PP	0.9697	0.9697	0.9697	0.9733
S1	0.9554	0.9554	0.9752	0.9626
S2	0.9320	0.9320	0.9718
S3	0.8943	0.9177	0.9683
S4	0.8566	0.8800	0.9580

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9864	0.9633	0.0231	2.3%	0.0124	1.3%	92%	True	False	84,067
10	0.9864	0.9464	0.0400	4.1%	0.0120	1.2%	96%	True	False	88,286
20	0.9864	0.9232	0.0632	6.4%	0.0113	1.1%	97%	True	False	80,340
40	0.9864	0.8655	0.1209	12.3%	0.0107	1.1%	99%	True	False	50,467
60	0.9864	0.8597	0.1267	12.9%	0.0104	1.1%	99%	True	False	33,736
80	0.9864	0.8162	0.1702	17.3%	0.0108	1.1%	99%	True	False	25,334
100	0.9864	0.7950	0.1914	19.4%	0.0092	0.9%	99%	True	False	20,269
120	0.9864	0.7950	0.1914	19.4%	0.0079	0.8%	99%	True	False	16,898

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0298
2.618	1.0131
1.618	1.0029
1.000	0.9966
0.618	0.9927
HIGH	0.9864
0.618	0.9825
0.500	0.9813
0.382	0.9801
LOW	0.9762
0.618	0.9699
1.000	0.9660
1.618	0.9597
2.618	0.9495
4.250	0.9329

Fisher Pivots for day following 13-Oct-2010
Pivot	1 day	3 day
R1	0.9835	0.9824
PP	0.9824	0.9802
S1	0.9813	0.9780

Download as Excel Spreadsheet

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

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