CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 05-Feb-2010

Day Change Summary
	Previous	Current
	04-Feb-2010	05-Feb-2010	Change	Change %	Previous Week
Open	0.8458	0.8441	-0.0017	-0.2%	0.8688
High	0.8458	0.8441	-0.0017	-0.2%	0.8688
Low	0.8458	0.8441	-0.0017	-0.2%	0.8441
Close	0.8458	0.8441	-0.0017	-0.2%	0.8441
Range
ATR	0.0051	0.0048	-0.0002	-4.7%	0.0000
Volume	22	22	0	0.0%	68

Daily Pivots for day following 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8441	0.8441	0.8441
R3	0.8441	0.8441	0.8441
R2	0.8441	0.8441	0.8441
R1	0.8441	0.8441	0.8441	0.8441
PP	0.8441	0.8441	0.8441	0.8441
S1	0.8441	0.8441	0.8441	0.8441
S2	0.8441	0.8441	0.8441
S3	0.8441	0.8441	0.8441
S4	0.8441	0.8441	0.8441

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9264	0.9100	0.8577
R3	0.9017	0.8853	0.8509
R2	0.8770	0.8770	0.8486
R1	0.8606	0.8606	0.8464	0.8565
PP	0.8523	0.8523	0.8523	0.8503
S1	0.8359	0.8359	0.8418	0.8318
S2	0.8276	0.8276	0.8396
S3	0.8029	0.8112	0.8373
S4	0.7782	0.7865	0.8305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8688	0.8441	0.0247	2.9%	0.0000	0.0%	0%	False	True	13
10	0.8811	0.8441	0.0370	4.4%	0.0000	0.0%	0%	False	True	7

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	0.8441
2.618	0.8441
1.618	0.8441
1.000	0.8441
0.618	0.8441
HIGH	0.8441
0.618	0.8441
0.500	0.8441
0.382	0.8441
LOW	0.8441
0.618	0.8441
1.000	0.8441
1.618	0.8441
2.618	0.8441
4.250	0.8441

Fisher Pivots for day following 05-Feb-2010
Pivot	1 day	3 day
R1	0.8441	0.8530
PP	0.8441	0.8500
S1	0.8441	0.8471

Download as Excel Spreadsheet

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

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