CME Australian Dollar Future March 2010

Trading Metrics calculated at close of trading on 19-Feb-2010

Day Change Summary
	Previous	Current
	18-Feb-2010	19-Feb-2010	Change	Change %	Previous Week
Open	0.8959	0.8903	-0.0056	-0.6%	0.8850
High	0.9006	0.9004	-0.0002	0.0%	0.9013
Low	0.8903	0.8859	-0.0044	-0.5%	0.8824
Close	0.9004	0.8962	-0.0042	-0.5%	0.8962
Range	0.0103	0.0145	0.0042	40.8%	0.0189
ATR	0.0126	0.0127	0.0001	1.1%	0.0000
Volume	81,236	86,279	5,043	6.2%	410,072

Daily Pivots for day following 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9377	0.9314	0.9042
R3	0.9232	0.9169	0.9002
R2	0.9087	0.9087	0.8989
R1	0.9024	0.9024	0.8975	0.9056
PP	0.8942	0.8942	0.8942	0.8957
S1	0.8879	0.8879	0.8949	0.8911
S2	0.8797	0.8797	0.8935
S3	0.8652	0.8734	0.8922
S4	0.8507	0.8589	0.8882

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9500	0.9420	0.9066
R3	0.9311	0.9231	0.9014
R2	0.9122	0.9122	0.8997
R1	0.9042	0.9042	0.8979	0.9082
PP	0.8933	0.8933	0.8933	0.8953
S1	0.8853	0.8853	0.8945	0.8893
S2	0.8744	0.8744	0.8927
S3	0.8555	0.8664	0.8910
S4	0.8366	0.8475	0.8858

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9013	0.8759	0.0254	2.8%	0.0124	1.4%	80%	False	False	111,339
10	0.9013	0.8547	0.0466	5.2%	0.0125	1.4%	89%	False	False	121,795
20	0.9049	0.8547	0.0502	5.6%	0.0128	1.4%	83%	False	False	116,957
40	0.9275	0.8547	0.0728	8.1%	0.0121	1.3%	57%	False	False	91,533
60	0.9275	0.8547	0.0728	8.1%	0.0124	1.4%	57%	False	False	67,792
80	0.9288	0.8547	0.0741	8.3%	0.0124	1.4%	56%	False	False	50,964
100	0.9288	0.8448	0.0840	9.4%	0.0118	1.3%	61%	False	False	40,791

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9620
2.618	0.9384
1.618	0.9239
1.000	0.9149
0.618	0.9094
HIGH	0.9004
0.618	0.8949
0.500	0.8932
0.382	0.8914
LOW	0.8859
0.618	0.8769
1.000	0.8714
1.618	0.8624
2.618	0.8479
4.250	0.8243

Fisher Pivots for day following 19-Feb-2010
Pivot	1 day	3 day
R1	0.8952	0.8953
PP	0.8942	0.8945
S1	0.8932	0.8936

Download as Excel Spreadsheet

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

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