CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 09-Dec-2010

Day Change Summary
	Previous	Current
	08-Dec-2010	09-Dec-2010	Change	Change %	Previous Week
Open	0.9818	0.9793	-0.0025	-0.3%	0.9657
High	0.9849	0.9884	0.0035	0.4%	0.9931
Low	0.9746	0.9774	0.0028	0.3%	0.9521
Close	0.9793	0.9827	0.0034	0.3%	0.9897
Range	0.0103	0.0110	0.0007	6.8%	0.0410
ATR	0.0141	0.0139	-0.0002	-1.6%	0.0000
Volume	119,501	97,400	-22,101	-18.5%	580,390

Daily Pivots for day following 09-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0158	1.0103	0.9888
R3	1.0048	0.9993	0.9857
R2	0.9938	0.9938	0.9847
R1	0.9883	0.9883	0.9837	0.9911
PP	0.9828	0.9828	0.9828	0.9842
S1	0.9773	0.9773	0.9817	0.9801
S2	0.9718	0.9718	0.9807
S3	0.9608	0.9663	0.9797
S4	0.9498	0.9553	0.9767

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1013	1.0865	1.0123
R3	1.0603	1.0455	1.0010
R2	1.0193	1.0193	0.9972
R1	1.0045	1.0045	0.9935	1.0119
PP	0.9783	0.9783	0.9783	0.9820
S1	0.9635	0.9635	0.9859	0.9709
S2	0.9373	0.9373	0.9822
S3	0.8963	0.9225	0.9784
S4	0.8553	0.8815	0.9672

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9960	0.9730	0.0230	2.3%	0.0126	1.3%	42%	False	False	104,749
10	0.9960	0.9521	0.0439	4.5%	0.0144	1.5%	70%	False	False	108,989
20	1.0082	0.9521	0.0561	5.7%	0.0140	1.4%	55%	False	False	105,634
40	1.0137	0.9521	0.0616	6.3%	0.0145	1.5%	50%	False	False	102,078
60	1.0137	0.9232	0.0905	9.2%	0.0134	1.4%	66%	False	False	94,832
80	1.0137	0.8655	0.1482	15.1%	0.0126	1.3%	79%	False	False	76,272
100	1.0137	0.8597	0.1540	15.7%	0.0120	1.2%	80%	False	False	61,073
120	1.0137	0.8162	0.1975	20.1%	0.0120	1.2%	84%	False	False	50,915

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0352
2.618	1.0172
1.618	1.0062
1.000	0.9994
0.618	0.9952
HIGH	0.9884
0.618	0.9842
0.500	0.9829
0.382	0.9816
LOW	0.9774
0.618	0.9706
1.000	0.9664
1.618	0.9596
2.618	0.9486
4.250	0.9307

Fisher Pivots for day following 09-Dec-2010
Pivot	1 day	3 day
R1	0.9829	0.9853
PP	0.9828	0.9844
S1	0.9828	0.9836

Download as Excel Spreadsheet

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

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