CME Australian Dollar Future December 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	0.8705	0.8735	0.0030	0.3%	0.8381
High	0.8705	0.8735	0.0030	0.3%	0.8618
Low	0.8705	0.8735	0.0030	0.3%	0.8381
Close	0.8705	0.8735	0.0030	0.3%	0.8593
Range
ATR
Volume	1	6	5	500.0%	14

Daily Pivots for day following 18-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8735	0.8735	0.8735
R3	0.8735	0.8735	0.8735
R2	0.8735	0.8735	0.8735
R1	0.8735	0.8735	0.8735	0.8735
PP	0.8735	0.8735	0.8735	0.8735
S1	0.8735	0.8735	0.8735	0.8735
S2	0.8735	0.8735	0.8735
S3	0.8735	0.8735	0.8735
S4	0.8735	0.8735	0.8735

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9242	0.9154	0.8723
R3	0.9005	0.8917	0.8658
R2	0.8768	0.8768	0.8636
R1	0.8680	0.8680	0.8615	0.8724
PP	0.8531	0.8531	0.8531	0.8553
S1	0.8443	0.8443	0.8571	0.8487
S2	0.8294	0.8294	0.8550
S3	0.8057	0.8206	0.8528
S4	0.7820	0.7969	0.8463

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8735	0.8593	0.0142	1.6%	0.0000	0.0%	100%	True	False	2
10	0.8735	0.8357	0.0378	4.3%	0.0000	0.0%	100%	True	False	3

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	0.8735
2.618	0.8735
1.618	0.8735
1.000	0.8735
0.618	0.8735
HIGH	0.8735
0.618	0.8735
0.500	0.8735
0.382	0.8735
LOW	0.8735
0.618	0.8735
1.000	0.8735
1.618	0.8735
2.618	0.8735
4.250	0.8735

Fisher Pivots for day following 18-Feb-2010
Pivot	1 day	3 day
R1	0.8735	0.8730
PP	0.8735	0.8725
S1	0.8735	0.8720

Download as Excel Spreadsheet

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

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