CME Australian Dollar Future March 2010

Trading Metrics calculated at close of trading on 01-Feb-2010

Day Change Summary
	Previous	Current
	29-Jan-2010	01-Feb-2010	Change	Change %	Previous Week
Open	0.8903	0.8791	-0.0112	-1.3%	0.8973
High	0.8922	0.8882	-0.0040	-0.4%	0.9049
Low	0.8793	0.8748	-0.0045	-0.5%	0.8793
Close	0.8815	0.8870	0.0055	0.6%	0.8815
Range	0.0129	0.0134	0.0005	3.9%	0.0256
ATR	0.0122	0.0123	0.0001	0.7%	0.0000
Volume	109,671	142,139	32,468	29.6%	531,000

Daily Pivots for day following 01-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9235	0.9187	0.8944
R3	0.9101	0.9053	0.8907
R2	0.8967	0.8967	0.8895
R1	0.8919	0.8919	0.8882	0.8943
PP	0.8833	0.8833	0.8833	0.8846
S1	0.8785	0.8785	0.8858	0.8809
S2	0.8699	0.8699	0.8845
S3	0.8565	0.8651	0.8833
S4	0.8431	0.8517	0.8796

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	0.9039	0.8748	0.0291	3.3%	0.0133	1.5%	42%	False	True	112,627
10	0.9225	0.8748	0.0477	5.4%	0.0127	1.4%	26%	False	True	110,218
20	0.9275	0.8748	0.0527	5.9%	0.0119	1.3%	23%	False	True	89,192
40	0.9275	0.8665	0.0610	6.9%	0.0118	1.3%	34%	False	False	63,513
60	0.9288	0.8665	0.0623	7.0%	0.0120	1.4%	33%	False	False	42,552
80	0.9288	0.8448	0.0840	9.5%	0.0117	1.3%	50%	False	False	31,948

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	0.0030
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9452
2.618	0.9233
1.618	0.9099
1.000	0.9016
0.618	0.8965
HIGH	0.8882
0.618	0.8831
0.500	0.8815
0.382	0.8799
LOW	0.8748
0.618	0.8665
1.000	0.8614
1.618	0.8531
2.618	0.8397
4.250	0.8179

Fisher Pivots for day following 01-Feb-2010
Pivot	1 day	3 day
R1	0.8852	0.8877
PP	0.8833	0.8875
S1	0.8815	0.8872

Download as Excel Spreadsheet

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

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