CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 15-Oct-2010

Day Change Summary
	Previous	Current
	14-Oct-2010	15-Oct-2010	Change	Change %	Previous Week
Open	0.9831	0.9865	0.0034	0.3%	0.9823
High	0.9924	0.9936	0.0012	0.1%	0.9936
Low	0.9827	0.9794	-0.0033	-0.3%	0.9695
Close	0.9840	0.9815	-0.0025	-0.3%	0.9815
Range	0.0097	0.0142	0.0045	46.4%	0.0241
ATR	0.0111	0.0114	0.0002	2.0%	0.0000
Volume	82,322	118,663	36,341	44.1%	392,359

Daily Pivots for day following 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0274	1.0187	0.9893
R3	1.0132	1.0045	0.9854
R2	0.9990	0.9990	0.9841
R1	0.9903	0.9903	0.9828	0.9876
PP	0.9848	0.9848	0.9848	0.9835
S1	0.9761	0.9761	0.9802	0.9734
S2	0.9706	0.9706	0.9789
S3	0.9564	0.9619	0.9776
S4	0.9422	0.9477	0.9737

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0538	1.0418	0.9948
R3	1.0297	1.0177	0.9881
R2	1.0056	1.0056	0.9859
R1	0.9936	0.9936	0.9837	0.9876
PP	0.9815	0.9815	0.9815	0.9785
S1	0.9695	0.9695	0.9793	0.9635
S2	0.9574	0.9574	0.9771
S3	0.9333	0.9454	0.9749
S4	0.9092	0.9213	0.9682

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9936	0.9695	0.0241	2.5%	0.0107	1.1%	50%	True	False	78,471
10	0.9936	0.9464	0.0472	4.8%	0.0121	1.2%	74%	True	False	88,048
20	0.9936	0.9267	0.0669	6.8%	0.0115	1.2%	82%	True	False	82,934
40	0.9936	0.8655	0.1281	13.1%	0.0108	1.1%	91%	True	False	55,462
60	0.9936	0.8655	0.1281	13.1%	0.0103	1.1%	91%	True	False	37,075
80	0.9936	0.8162	0.1774	18.1%	0.0108	1.1%	93%	True	False	27,844
100	0.9936	0.7968	0.1968	20.1%	0.0093	1.0%	94%	True	False	22,279
120	0.9936	0.7950	0.1986	20.2%	0.0081	0.8%	94%	True	False	18,573

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0540
2.618	1.0308
1.618	1.0166
1.000	1.0078
0.618	1.0024
HIGH	0.9936
0.618	0.9882
0.500	0.9865
0.382	0.9848
LOW	0.9794
0.618	0.9706
1.000	0.9652
1.618	0.9564
2.618	0.9422
4.250	0.9191

Fisher Pivots for day following 15-Oct-2010
Pivot	1 day	3 day
R1	0.9865	0.9849
PP	0.9848	0.9838
S1	0.9832	0.9826

Download as Excel Spreadsheet

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

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