CME Australian Dollar Future March 2011

Trading Metrics calculated at close of trading on 31-Jan-2011

Day Change Summary
	Previous	Current
	28-Jan-2011	31-Jan-2011	Change	Change %	Previous Week
Open	0.9864	0.9841	-0.0023	-0.2%	0.9827
High	0.9935	0.9938	0.0003	0.0%	0.9963
Low	0.9830	0.9812	-0.0018	-0.2%	0.9804
Close	0.9885	0.9922	0.0037	0.4%	0.9885
Range	0.0105	0.0126	0.0021	20.0%	0.0159
ATR	0.0114	0.0115	0.0001	0.7%	0.0000
Volume	112,355	87,040	-25,315	-22.5%	492,717

Daily Pivots for day following 31-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0269	1.0221	0.9991
R3	1.0143	1.0095	0.9957
R2	1.0017	1.0017	0.9945
R1	0.9969	0.9969	0.9934	0.9993
PP	0.9891	0.9891	0.9891	0.9903
S1	0.9843	0.9843	0.9910	0.9867
S2	0.9765	0.9765	0.9899
S3	0.9639	0.9717	0.9887
S4	0.9513	0.9591	0.9853

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0361	1.0282	0.9972
R3	1.0202	1.0123	0.9929
R2	1.0043	1.0043	0.9914
R1	0.9964	0.9964	0.9900	1.0004
PP	0.9884	0.9884	0.9884	0.9904
S1	0.9805	0.9805	0.9870	0.9845
S2	0.9725	0.9725	0.9856
S3	0.9566	0.9646	0.9841
S4	0.9407	0.9487	0.9798

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9947	0.9812	0.0135	1.4%	0.0106	1.1%	81%	False	True	100,067
10	1.0009	0.9769	0.0240	2.4%	0.0118	1.2%	64%	False	False	89,220
20	1.0137	0.9736	0.0401	4.0%	0.0116	1.2%	46%	False	False	94,234
40	1.0168	0.9620	0.0548	5.5%	0.0109	1.1%	55%	False	False	71,004
60	1.0168	0.9415	0.0753	7.6%	0.0116	1.2%	67%	False	False	47,600
80	1.0168	0.9415	0.0753	7.6%	0.0118	1.2%	67%	False	False	35,738
100	1.0168	0.9025	0.1143	11.5%	0.0109	1.1%	78%	False	False	28,598

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0474
2.618	1.0268
1.618	1.0142
1.000	1.0064
0.618	1.0016
HIGH	0.9938
0.618	0.9890
0.500	0.9875
0.382	0.9860
LOW	0.9812
0.618	0.9734
1.000	0.9686
1.618	0.9608
2.618	0.9482
4.250	0.9277

Fisher Pivots for day following 31-Jan-2011
Pivot	1 day	3 day
R1	0.9906	0.9908
PP	0.9891	0.9894
S1	0.9875	0.9880

Download as Excel Spreadsheet

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

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