CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 14-Oct-2010

Day Change Summary
	Previous	Current
	13-Oct-2010	14-Oct-2010	Change	Change %	Previous Week
Open	0.9787	0.9831	0.0044	0.4%	0.9642
High	0.9864	0.9924	0.0060	0.6%	0.9841
Low	0.9762	0.9827	0.0065	0.7%	0.9464
Close	0.9846	0.9840	-0.0006	-0.1%	0.9787
Range	0.0102	0.0097	-0.0005	-4.9%	0.0377
ATR	0.0113	0.0111	-0.0001	-1.0%	0.0000
Volume	64,355	82,322	17,967	27.9%	488,122

Daily Pivots for day following 14-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0155	1.0094	0.9893
R3	1.0058	0.9997	0.9867
R2	0.9961	0.9961	0.9858
R1	0.9900	0.9900	0.9849	0.9931
PP	0.9864	0.9864	0.9864	0.9879
S1	0.9803	0.9803	0.9831	0.9834
S2	0.9767	0.9767	0.9822
S3	0.9670	0.9706	0.9813
S4	0.9573	0.9609	0.9787

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	0.9924	0.9633	0.0291	3.0%	0.0111	1.1%	71%	True	False	79,450
10	0.9924	0.9464	0.0460	4.7%	0.0118	1.2%	82%	True	False	85,238
20	0.9924	0.9256	0.0668	6.8%	0.0114	1.2%	87%	True	False	80,526
40	0.9924	0.8655	0.1269	12.9%	0.0107	1.1%	93%	True	False	52,509
60	0.9924	0.8655	0.1269	12.9%	0.0102	1.0%	93%	True	False	35,104
80	0.9924	0.8162	0.1762	17.9%	0.0108	1.1%	95%	True	False	26,362
100	0.9924	0.7968	0.1956	19.9%	0.0092	0.9%	96%	True	False	21,093
120	0.9924	0.7950	0.1974	20.1%	0.0080	0.8%	96%	True	False	17,584

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	0.0025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0336
2.618	1.0178
1.618	1.0081
1.000	1.0021
0.618	0.9984
HIGH	0.9924
0.618	0.9887
0.500	0.9876
0.382	0.9864
LOW	0.9827
0.618	0.9767
1.000	0.9730
1.618	0.9670
2.618	0.9573
4.250	0.9415

Fisher Pivots for day following 14-Oct-2010
Pivot	1 day	3 day
R1	0.9876	0.9830
PP	0.9864	0.9820
S1	0.9852	0.9810

Download as Excel Spreadsheet

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

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