CME Australian Dollar Future June 2011

Trading Metrics calculated at close of trading on 04-Feb-2011

Day Change Summary
	Previous	Current
	03-Feb-2011	04-Feb-2011	Change	Change %	Previous Week
Open	0.9945	1.0018	0.0073	0.7%	0.9700
High	1.0001	1.0040	0.0039	0.4%	1.0040
Low	0.9933	0.9955	0.0022	0.2%	0.9699
Close	0.9985	0.9976	-0.0009	-0.1%	0.9976
Range	0.0068	0.0085	0.0017	25.0%	0.0341
ATR	0.0095	0.0095	-0.0001	-0.8%	0.0000
Volume	301	67	-234	-77.7%	771

Daily Pivots for day following 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0245	1.0196	1.0023
R3	1.0160	1.0111	0.9999
R2	1.0075	1.0075	0.9992
R1	1.0026	1.0026	0.9984	1.0008
PP	0.9990	0.9990	0.9990	0.9982
S1	0.9941	0.9941	0.9968	0.9923
S2	0.9905	0.9905	0.9960
S3	0.9820	0.9856	0.9953
S4	0.9735	0.9771	0.9929

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0928	1.0793	1.0164
R3	1.0587	1.0452	1.0070
R2	1.0246	1.0246	1.0039
R1	1.0111	1.0111	1.0007	1.0179
PP	0.9905	0.9905	0.9905	0.9939
S1	0.9770	0.9770	0.9945	0.9838
S2	0.9564	0.9564	0.9913
S3	0.9223	0.9429	0.9882
S4	0.8882	0.9088	0.9788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0040	0.9699	0.0341	3.4%	0.0100	1.0%	81%	True	False	154
10	1.0040	0.9699	0.0341	3.4%	0.0097	1.0%	81%	True	False	112
20	1.0040	0.9625	0.0415	4.2%	0.0096	1.0%	85%	True	False	108

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0401
2.618	1.0263
1.618	1.0178
1.000	1.0125
0.618	1.0093
HIGH	1.0040
0.618	1.0008
0.500	0.9998
0.382	0.9987
LOW	0.9955
0.618	0.9902
1.000	0.9870
1.618	0.9817
2.618	0.9732
4.250	0.9594

Fisher Pivots for day following 04-Feb-2011
Pivot	1 day	3 day
R1	0.9998	0.9973
PP	0.9990	0.9971
S1	0.9983	0.9968

Download as Excel Spreadsheet

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

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