CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 22-Feb-2010

Day Change Summary
	Previous	Current
	19-Feb-2010	22-Feb-2010	Change	Change %	Previous Week
Open	0.8718	0.8720	0.0002	0.0%	0.8715
High	0.8718	0.8720	0.0002	0.0%	0.8735
Low	0.8718	0.8720	0.0002	0.0%	0.8705
Close	0.8693	0.8720	0.0027	0.3%	0.8693
Range
ATR
Volume	6	10	4	66.7%	14

Daily Pivots for day following 22-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8720	0.8720	0.8720
R3	0.8720	0.8720	0.8720
R2	0.8720	0.8720	0.8720
R1	0.8720	0.8720	0.8720	0.8720
PP	0.8720	0.8720	0.8720	0.8720
S1	0.8720	0.8720	0.8720	0.8720
S2	0.8720	0.8720	0.8720
S3	0.8720	0.8720	0.8720
S4	0.8720	0.8720	0.8720

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8801	0.8777	0.8710
R3	0.8771	0.8747	0.8701
R2	0.8741	0.8741	0.8699
R1	0.8717	0.8717	0.8696	0.8714
PP	0.8711	0.8711	0.8711	0.8710
S1	0.8687	0.8687	0.8690	0.8684
S2	0.8681	0.8681	0.8688
S3	0.8651	0.8657	0.8685
S4	0.8621	0.8627	0.8677

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8735	0.8705	0.0030	0.3%	0.0000	0.0%	50%	False	False	4
10	0.8735	0.8381	0.0354	4.1%	0.0000	0.0%	96%	False	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	0.8720
2.618	0.8720
1.618	0.8720
1.000	0.8720
0.618	0.8720
HIGH	0.8720
0.618	0.8720
0.500	0.8720
0.382	0.8720
LOW	0.8720
0.618	0.8720
1.000	0.8720
1.618	0.8720
2.618	0.8720
4.250	0.8720

Fisher Pivots for day following 22-Feb-2010
Pivot	1 day	3 day
R1	0.8720	0.8727
PP	0.8720	0.8724
S1	0.8720	0.8722

Download as Excel Spreadsheet

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

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