CME Australian Dollar Future March 2010

Trading Metrics calculated at close of trading on 18-Feb-2010

Day Change Summary
	Previous	Current
	17-Feb-2010	18-Feb-2010	Change	Change %	Previous Week
Open	0.8988	0.8959	-0.0029	-0.3%	0.8650
High	0.9013	0.9006	-0.0007	-0.1%	0.8895
Low	0.8951	0.8903	-0.0048	-0.5%	0.8598
Close	0.8975	0.9004	0.0029	0.3%	0.8859
Range	0.0062	0.0103	0.0041	66.1%	0.0297
ATR	0.0128	0.0126	-0.0002	-1.4%	0.0000
Volume	106,068	81,236	-24,832	-23.4%	652,684

Daily Pivots for day following 18-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9280	0.9245	0.9061
R3	0.9177	0.9142	0.9032
R2	0.9074	0.9074	0.9023
R1	0.9039	0.9039	0.9013	0.9057
PP	0.8971	0.8971	0.8971	0.8980
S1	0.8936	0.8936	0.8995	0.8954
S2	0.8868	0.8868	0.8985
S3	0.8765	0.8833	0.8976
S4	0.8662	0.8730	0.8947

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9675	0.9564	0.9022
R3	0.9378	0.9267	0.8941
R2	0.9081	0.9081	0.8913
R1	0.8970	0.8970	0.8886	0.9026
PP	0.8784	0.8784	0.8784	0.8812
S1	0.8673	0.8673	0.8832	0.8729
S2	0.8487	0.8487	0.8805
S3	0.8190	0.8376	0.8777
S4	0.7893	0.8079	0.8696

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9013	0.8725	0.0288	3.2%	0.0129	1.4%	97%	False	False	117,834
10	0.9013	0.8547	0.0466	5.2%	0.0132	1.5%	98%	False	False	122,269
20	0.9096	0.8547	0.0549	6.1%	0.0129	1.4%	83%	False	False	118,569
40	0.9275	0.8547	0.0728	8.1%	0.0120	1.3%	63%	False	False	91,012
60	0.9275	0.8547	0.0728	8.1%	0.0123	1.4%	63%	False	False	66,371
80	0.9288	0.8547	0.0741	8.2%	0.0123	1.4%	62%	False	False	49,887
100	0.9288	0.8448	0.0840	9.3%	0.0117	1.3%	66%	False	False	39,929

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9444
2.618	0.9276
1.618	0.9173
1.000	0.9109
0.618	0.9070
HIGH	0.9006
0.618	0.8967
0.500	0.8955
0.382	0.8942
LOW	0.8903
0.618	0.8839
1.000	0.8800
1.618	0.8736
2.618	0.8633
4.250	0.8465

Fisher Pivots for day following 18-Feb-2010
Pivot	1 day	3 day
R1	0.8988	0.8976
PP	0.8971	0.8947
S1	0.8955	0.8919

Download as Excel Spreadsheet

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

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