CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 02-Dec-2010

Day Change Summary
	Previous	Current
	01-Dec-2010	02-Dec-2010	Change	Change %	Previous Week
Open	0.9572	0.9660	0.0088	0.9%	0.9861
High	0.9684	0.9770	0.0086	0.9%	0.9929
Low	0.9521	0.9612	0.0091	1.0%	0.9594
Close	0.9670	0.9751	0.0081	0.8%	0.9624
Range	0.0163	0.0158	-0.0005	-3.1%	0.0335
ATR	0.0144	0.0145	0.0001	0.7%	0.0000
Volume	115,011	107,691	-7,320	-6.4%	411,784

Daily Pivots for day following 02-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0185	1.0126	0.9838
R3	1.0027	0.9968	0.9794
R2	0.9869	0.9869	0.9780
R1	0.9810	0.9810	0.9765	0.9840
PP	0.9711	0.9711	0.9711	0.9726
S1	0.9652	0.9652	0.9737	0.9682
S2	0.9553	0.9553	0.9722
S3	0.9395	0.9494	0.9708
S4	0.9237	0.9336	0.9664

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0721	1.0507	0.9808
R3	1.0386	1.0172	0.9716
R2	1.0051	1.0051	0.9685
R1	0.9837	0.9837	0.9655	0.9777
PP	0.9716	0.9716	0.9716	0.9685
S1	0.9502	0.9502	0.9593	0.9442
S2	0.9381	0.9381	0.9563
S3	0.9046	0.9167	0.9532
S4	0.8711	0.8832	0.9440

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9830	0.9521	0.0309	3.2%	0.0162	1.7%	74%	False	False	113,229
10	0.9929	0.9521	0.0408	4.2%	0.0145	1.5%	56%	False	False	103,517
20	1.0137	0.9521	0.0616	6.3%	0.0141	1.4%	37%	False	False	103,135
40	1.0137	0.9521	0.0616	6.3%	0.0145	1.5%	37%	False	False	99,493
60	1.0137	0.9052	0.1085	11.1%	0.0132	1.4%	64%	False	False	91,594
80	1.0137	0.8655	0.1482	15.2%	0.0125	1.3%	74%	False	False	69,747
100	1.0137	0.8489	0.1648	16.9%	0.0119	1.2%	77%	False	False	55,841
120	1.0137	0.8162	0.1975	20.3%	0.0118	1.2%	80%	False	False	46,552

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	0.0033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0442
2.618	1.0184
1.618	1.0026
1.000	0.9928
0.618	0.9868
HIGH	0.9770
0.618	0.9710
0.500	0.9691
0.382	0.9672
LOW	0.9612
0.618	0.9514
1.000	0.9454
1.618	0.9356
2.618	0.9198
4.250	0.8941

Fisher Pivots for day following 02-Dec-2010
Pivot	1 day	3 day
R1	0.9731	0.9716
PP	0.9711	0.9681
S1	0.9691	0.9646

Download as Excel Spreadsheet

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

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