CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 10-Dec-2010

Day Change Summary
	Previous	Current
	09-Dec-2010	10-Dec-2010	Change	Change %	Previous Week
Open	0.9793	0.9839	0.0046	0.5%	0.9915
High	0.9884	0.9895	0.0011	0.1%	0.9960
Low	0.9774	0.9827	0.0053	0.5%	0.9746
Close	0.9827	0.9851	0.0024	0.2%	0.9851
Range	0.0110	0.0068	-0.0042	-38.2%	0.0214
ATR	0.0139	0.0133	-0.0005	-3.6%	0.0000
Volume	97,400	17,169	-80,231	-82.4%	426,468

Daily Pivots for day following 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0062	1.0024	0.9888
R3	0.9994	0.9956	0.9870
R2	0.9926	0.9926	0.9863
R1	0.9888	0.9888	0.9857	0.9907
PP	0.9858	0.9858	0.9858	0.9867
S1	0.9820	0.9820	0.9845	0.9839
S2	0.9790	0.9790	0.9839
S3	0.9722	0.9752	0.9832
S4	0.9654	0.9684	0.9814

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0494	1.0387	0.9969
R3	1.0280	1.0173	0.9910
R2	1.0066	1.0066	0.9890
R1	0.9959	0.9959	0.9871	0.9906
PP	0.9852	0.9852	0.9852	0.9826
S1	0.9745	0.9745	0.9831	0.9692
S2	0.9638	0.9638	0.9812
S3	0.9424	0.9531	0.9792
S4	0.9210	0.9317	0.9733

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9960	0.9746	0.0214	2.2%	0.0099	1.0%	49%	False	False	85,293
10	0.9960	0.9521	0.0439	4.5%	0.0127	1.3%	75%	False	False	100,685
20	0.9969	0.9521	0.0448	4.5%	0.0135	1.4%	74%	False	False	101,830
40	1.0137	0.9521	0.0616	6.3%	0.0144	1.5%	54%	False	False	100,449
60	1.0137	0.9256	0.0881	8.9%	0.0134	1.4%	68%	False	False	93,808
80	1.0137	0.8655	0.1482	15.0%	0.0126	1.3%	81%	False	False	76,479
100	1.0137	0.8655	0.1482	15.0%	0.0119	1.2%	81%	False	False	61,242
120	1.0137	0.8162	0.1975	20.0%	0.0120	1.2%	86%	False	False	51,058

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0032
Narrowest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	1.0184
2.618	1.0073
1.618	1.0005
1.000	0.9963
0.618	0.9937
HIGH	0.9895
0.618	0.9869
0.500	0.9861
0.382	0.9853
LOW	0.9827
0.618	0.9785
1.000	0.9759
1.618	0.9717
2.618	0.9649
4.250	0.9538

Fisher Pivots for day following 10-Dec-2010
Pivot	1 day	3 day
R1	0.9861	0.9841
PP	0.9858	0.9831
S1	0.9854	0.9821

Download as Excel Spreadsheet

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

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