CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 29-Oct-2010

Day Change Summary
	Previous	Current
	28-Oct-2010	29-Oct-2010	Change	Change %	Previous Week
Open	0.9670	0.9732	0.0062	0.6%	0.9793
High	0.9769	0.9790	0.0021	0.2%	0.9916
Low	0.9669	0.9628	-0.0041	-0.4%	0.9595
Close	0.9729	0.9742	0.0013	0.1%	0.9742
Range	0.0100	0.0162	0.0062	62.0%	0.0321
ATR	0.0140	0.0141	0.0002	1.1%	0.0000
Volume	86,541	85,999	-542	-0.6%	462,246

Daily Pivots for day following 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0206	1.0136	0.9831
R3	1.0044	0.9974	0.9787
R2	0.9882	0.9882	0.9772
R1	0.9812	0.9812	0.9757	0.9847
PP	0.9720	0.9720	0.9720	0.9738
S1	0.9650	0.9650	0.9727	0.9685
S2	0.9558	0.9558	0.9712
S3	0.9396	0.9488	0.9697
S4	0.9234	0.9326	0.9653

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0714	1.0549	0.9919
R3	1.0393	1.0228	0.9830
R2	1.0072	1.0072	0.9801
R1	0.9907	0.9907	0.9771	0.9829
PP	0.9751	0.9751	0.9751	0.9712
S1	0.9586	0.9586	0.9713	0.9508
S2	0.9430	0.9430	0.9683
S3	0.9109	0.9265	0.9654
S4	0.8788	0.8944	0.9565

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9916	0.9595	0.0321	3.3%	0.0148	1.5%	46%	False	False	92,449
10	0.9916	0.9595	0.0321	3.3%	0.0166	1.7%	46%	False	False	102,067
20	0.9936	0.9464	0.0472	4.8%	0.0144	1.5%	59%	False	False	95,057
40	0.9936	0.8988	0.0948	9.7%	0.0122	1.2%	80%	False	False	80,677
60	0.9936	0.8655	0.1281	13.1%	0.0117	1.2%	85%	False	False	54,041
80	0.9936	0.8489	0.1447	14.9%	0.0112	1.1%	87%	False	False	40,587
100	0.9936	0.8162	0.1774	18.2%	0.0110	1.1%	89%	False	False	32,485
120	0.9936	0.7950	0.1986	20.4%	0.0095	1.0%	90%	False	False	27,079

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0479
2.618	1.0214
1.618	1.0052
1.000	0.9952
0.618	0.9890
HIGH	0.9790
0.618	0.9728
0.500	0.9709
0.382	0.9690
LOW	0.9628
0.618	0.9528
1.000	0.9466
1.618	0.9366
2.618	0.9204
4.250	0.8940

Fisher Pivots for day following 29-Oct-2010
Pivot	1 day	3 day
R1	0.9731	0.9729
PP	0.9720	0.9715
S1	0.9709	0.9702

Download as Excel Spreadsheet

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

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