CME Australian Dollar Future March 2010

Trading Metrics calculated at close of trading on 11-Feb-2010

Day Change Summary
	Previous	Current
	10-Feb-2010	11-Feb-2010	Change	Change %	Previous Week
Open	0.8755	0.8728	-0.0027	-0.3%	0.8791
High	0.8764	0.8895	0.0131	1.5%	0.8888
Low	0.8680	0.8725	0.0045	0.5%	0.8547
Close	0.8739	0.8889	0.0150	1.7%	0.8607
Range	0.0084	0.0170	0.0086	102.4%	0.0341
ATR	0.0126	0.0129	0.0003	2.5%	0.0000
Volume	131,847	118,754	-13,093	-9.9%	602,241

Daily Pivots for day following 11-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9346	0.9288	0.8983
R3	0.9176	0.9118	0.8936
R2	0.9006	0.9006	0.8920
R1	0.8948	0.8948	0.8905	0.8977
PP	0.8836	0.8836	0.8836	0.8851
S1	0.8778	0.8778	0.8873	0.8807
S2	0.8666	0.8666	0.8858
S3	0.8496	0.8608	0.8842
S4	0.8326	0.8438	0.8796

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9704	0.9496	0.8795
R3	0.9363	0.9155	0.8701
R2	0.9022	0.9022	0.8670
R1	0.8814	0.8814	0.8638	0.8748
PP	0.8681	0.8681	0.8681	0.8647
S1	0.8473	0.8473	0.8576	0.8407
S2	0.8340	0.8340	0.8544
S3	0.7999	0.8132	0.8513
S4	0.7658	0.7791	0.8419

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8895	0.8547	0.0348	3.9%	0.0127	1.4%	98%	True	False	132,252
10	0.8922	0.8547	0.0375	4.2%	0.0136	1.5%	91%	False	False	121,797
20	0.9275	0.8547	0.0728	8.2%	0.0129	1.5%	47%	False	False	111,032
40	0.9275	0.8547	0.0728	8.2%	0.0121	1.4%	47%	False	False	85,849
60	0.9288	0.8547	0.0741	8.3%	0.0122	1.4%	46%	False	False	58,634
80	0.9288	0.8547	0.0741	8.3%	0.0122	1.4%	46%	False	False	44,012
100	0.9288	0.8448	0.0840	9.4%	0.0114	1.3%	53%	False	False	35,226

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	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9618
2.618	0.9340
1.618	0.9170
1.000	0.9065
0.618	0.9000
HIGH	0.8895
0.618	0.8830
0.500	0.8810
0.382	0.8790
LOW	0.8725
0.618	0.8620
1.000	0.8555
1.618	0.8450
2.618	0.8280
4.250	0.8003

Fisher Pivots for day following 11-Feb-2010
Pivot	1 day	3 day
R1	0.8863	0.8842
PP	0.8836	0.8794
S1	0.8810	0.8747

Download as Excel Spreadsheet

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

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