CME Australian Dollar Future March 2010

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

Day Change Summary
	Previous	Current
	28-Jan-2010	29-Jan-2010	Change	Change %	Previous Week
Open	0.8920	0.8903	-0.0017	-0.2%	0.8973
High	0.9006	0.8922	-0.0084	-0.9%	0.9049
Low	0.8886	0.8793	-0.0093	-1.0%	0.8793
Close	0.8908	0.8815	-0.0093	-1.0%	0.8815
Range	0.0120	0.0129	0.0009	7.5%	0.0256
ATR	0.0121	0.0122	0.0001	0.5%	0.0000
Volume	124,418	109,671	-14,747	-11.9%	531,000

Daily Pivots for day following 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9230	0.9152	0.8886
R3	0.9101	0.9023	0.8850
R2	0.8972	0.8972	0.8839
R1	0.8894	0.8894	0.8827	0.8869
PP	0.8843	0.8843	0.8843	0.8831
S1	0.8765	0.8765	0.8803	0.8740
S2	0.8714	0.8714	0.8791
S3	0.8585	0.8636	0.8780
S4	0.8456	0.8507	0.8744

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9654	0.9490	0.8956
R3	0.9398	0.9234	0.8885
R2	0.9142	0.9142	0.8862
R1	0.8978	0.8978	0.8838	0.8932
PP	0.8886	0.8886	0.8886	0.8863
S1	0.8722	0.8722	0.8792	0.8676
S2	0.8630	0.8630	0.8768
S3	0.8374	0.8466	0.8745
S4	0.8118	0.8210	0.8674

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9049	0.8793	0.0256	2.9%	0.0122	1.4%	9%	False	True	106,200
10	0.9260	0.8793	0.0467	5.3%	0.0124	1.4%	5%	False	True	103,184
20	0.9275	0.8793	0.0482	5.5%	0.0117	1.3%	5%	False	True	83,730
40	0.9275	0.8665	0.0610	6.9%	0.0123	1.4%	25%	False	False	59,983
60	0.9288	0.8665	0.0623	7.1%	0.0122	1.4%	24%	False	False	40,192
80	0.9288	0.8448	0.0840	9.5%	0.0117	1.3%	44%	False	False	30,172

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	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9470
2.618	0.9260
1.618	0.9131
1.000	0.9051
0.618	0.9002
HIGH	0.8922
0.618	0.8873
0.500	0.8858
0.382	0.8842
LOW	0.8793
0.618	0.8713
1.000	0.8664
1.618	0.8584
2.618	0.8455
4.250	0.8245

Fisher Pivots for day following 29-Jan-2010
Pivot	1 day	3 day
R1	0.8858	0.8900
PP	0.8843	0.8871
S1	0.8829	0.8843

Download as Excel Spreadsheet

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

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