CME Australian Dollar Future March 2011

Trading Metrics calculated at close of trading on 10-Jan-2011

Day Change Summary
	Previous	Current
	07-Jan-2011	10-Jan-2011	Change	Change %	Previous Week
Open	0.9868	0.9870	0.0002	0.0%	1.0132
High	0.9915	0.9905	-0.0010	-0.1%	1.0137
Low	0.9828	0.9806	-0.0022	-0.2%	0.9828
Close	0.9874	0.9885	0.0011	0.1%	0.9874
Range	0.0087	0.0099	0.0012	13.8%	0.0309
ATR	0.0105	0.0105	0.0000	-0.4%	0.0000
Volume	112,229	88,192	-24,037	-21.4%	482,172

Daily Pivots for day following 10-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0162	1.0123	0.9939
R3	1.0063	1.0024	0.9912
R2	0.9964	0.9964	0.9903
R1	0.9925	0.9925	0.9894	0.9945
PP	0.9865	0.9865	0.9865	0.9875
S1	0.9826	0.9826	0.9876	0.9846
S2	0.9766	0.9766	0.9867
S3	0.9667	0.9727	0.9858
S4	0.9568	0.9628	0.9831

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0873	1.0683	1.0044
R3	1.0564	1.0374	0.9959
R2	1.0255	1.0255	0.9931
R1	1.0065	1.0065	0.9902	1.0006
PP	0.9946	0.9946	0.9946	0.9917
S1	0.9756	0.9756	0.9846	0.9697
S2	0.9637	0.9637	0.9817
S3	0.9328	0.9447	0.9789
S4	0.9019	0.9138	0.9704

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0084	0.9806	0.0278	2.8%	0.0105	1.1%	28%	False	True	102,448
10	1.0168	0.9806	0.0362	3.7%	0.0099	1.0%	22%	False	True	72,057
20	1.0168	0.9722	0.0446	4.5%	0.0097	1.0%	37%	False	False	66,415
40	1.0168	0.9415	0.0753	7.6%	0.0114	1.2%	62%	False	False	38,497
60	1.0168	0.9415	0.0753	7.6%	0.0120	1.2%	62%	False	False	25,737
80	1.0168	0.9164	0.1004	10.2%	0.0112	1.1%	72%	False	False	19,318

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	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0326
2.618	1.0164
1.618	1.0065
1.000	1.0004
0.618	0.9966
HIGH	0.9905
0.618	0.9867
0.500	0.9856
0.382	0.9844
LOW	0.9806
0.618	0.9745
1.000	0.9707
1.618	0.9646
2.618	0.9547
4.250	0.9385

Fisher Pivots for day following 10-Jan-2011
Pivot	1 day	3 day
R1	0.9875	0.9880
PP	0.9865	0.9875
S1	0.9856	0.9871

Download as Excel Spreadsheet

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

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