CME Australian Dollar Future March 2010

Trading Metrics calculated at close of trading on 26-Jan-2010

Day Change Summary
	Previous	Current
	25-Jan-2010	26-Jan-2010	Change	Change %	Previous Week
Open	0.8973	0.8993	0.0020	0.2%	0.9154
High	0.9049	0.9039	-0.0010	-0.1%	0.9225
Low	0.8971	0.8893	-0.0078	-0.9%	0.8935
Close	0.9003	0.8960	-0.0043	-0.5%	0.8971
Range	0.0078	0.0146	0.0068	87.2%	0.0290
ATR	0.0118	0.0120	0.0002	1.7%	0.0000
Volume	110,001	75,844	-34,157	-31.1%	429,049

Daily Pivots for day following 26-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9402	0.9327	0.9040
R3	0.9256	0.9181	0.9000
R2	0.9110	0.9110	0.8987
R1	0.9035	0.9035	0.8973	0.9000
PP	0.8964	0.8964	0.8964	0.8946
S1	0.8889	0.8889	0.8947	0.8854
S2	0.8818	0.8818	0.8933
S3	0.8672	0.8743	0.8920
S4	0.8526	0.8597	0.8880

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9914	0.9732	0.9131
R3	0.9624	0.9442	0.9051
R2	0.9334	0.9334	0.9024
R1	0.9152	0.9152	0.8998	0.9098
PP	0.9044	0.9044	0.9044	0.9017
S1	0.8862	0.8862	0.8944	0.8808
S2	0.8754	0.8754	0.8918
S3	0.8464	0.8572	0.8891
S4	0.8174	0.8282	0.8812

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9186	0.8893	0.0293	3.3%	0.0130	1.5%	23%	False	True	108,979
10	0.9275	0.8893	0.0382	4.3%	0.0118	1.3%	18%	False	True	91,444
20	0.9275	0.8665	0.0610	6.8%	0.0112	1.3%	48%	False	False	71,449
40	0.9275	0.8665	0.0610	6.8%	0.0122	1.4%	48%	False	False	51,409
60	0.9288	0.8665	0.0623	7.0%	0.0123	1.4%	47%	False	False	34,444
80	0.9288	0.8448	0.0840	9.4%	0.0116	1.3%	61%	False	False	25,859

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	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9660
2.618	0.9421
1.618	0.9275
1.000	0.9185
0.618	0.9129
HIGH	0.9039
0.618	0.8983
0.500	0.8966
0.382	0.8949
LOW	0.8893
0.618	0.8803
1.000	0.8747
1.618	0.8657
2.618	0.8511
4.250	0.8273

Fisher Pivots for day following 26-Jan-2010
Pivot	1 day	3 day
R1	0.8966	0.8971
PP	0.8964	0.8967
S1	0.8962	0.8964

Download as Excel Spreadsheet

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

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