CME Australian Dollar Future September 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	0.8650	0.8688	0.0038	0.4%	0.8811
High	0.8650	0.8688	0.0038	0.4%	0.8811
Low	0.8650	0.8688	0.0038	0.4%	0.8650
Close	0.8632	0.8688	0.0056	0.6%	0.8632
Range
ATR
Volume	1	1	0	0.0%	5

Daily Pivots for day following 01-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8688	0.8688	0.8688
R3	0.8688	0.8688	0.8688
R2	0.8688	0.8688	0.8688
R1	0.8688	0.8688	0.8688	0.8688
PP	0.8688	0.8688	0.8688	0.8688
S1	0.8688	0.8688	0.8688	0.8688
S2	0.8688	0.8688	0.8688
S3	0.8688	0.8688	0.8688
S4	0.8688	0.8688	0.8688

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9181	0.9067	0.8721
R3	0.9020	0.8906	0.8676
R2	0.8859	0.8859	0.8662
R1	0.8745	0.8745	0.8647	0.8722
PP	0.8698	0.8698	0.8698	0.8686
S1	0.8584	0.8584	0.8617	0.8561
S2	0.8537	0.8537	0.8602
S3	0.8376	0.8423	0.8588
S4	0.8215	0.8262	0.8543

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8770	0.8650	0.0120	1.4%	0.0000	0.0%	32%	False	False	1
10	0.8991	0.8650	0.0341	3.9%	0.0000	0.0%	11%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.8688
2.618	0.8688
1.618	0.8688
1.000	0.8688
0.618	0.8688
HIGH	0.8688
0.618	0.8688
0.500	0.8688
0.382	0.8688
LOW	0.8688
0.618	0.8688
1.000	0.8688
1.618	0.8688
2.618	0.8688
4.250	0.8688

Fisher Pivots for day following 01-Feb-2010
Pivot	1 day	3 day
R1	0.8688	0.8687
PP	0.8688	0.8686
S1	0.8688	0.8685

Download as Excel Spreadsheet

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

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