CME Australian Dollar Future June 2011

Trading Metrics calculated at close of trading on 22-Feb-2011

Day Change Summary
	Previous	Current
	18-Feb-2011	22-Feb-2011	Change	Change %	Previous Week
Open	0.9985	0.9995	0.0010	0.1%	0.9869
High	1.0008	0.9996	-0.0012	-0.1%	1.0008
Low	0.9952	0.9834	-0.0118	-1.2%	0.9800
Close	1.0002	0.9837	-0.0165	-1.6%	1.0002
Range	0.0056	0.0162	0.0106	189.3%	0.0208
ATR	0.0086	0.0092	0.0006	6.9%	0.0000
Volume	98	404	306	312.2%	1,089

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0375	1.0268	0.9926
R3	1.0213	1.0106	0.9882
R2	1.0051	1.0051	0.9867
R1	0.9944	0.9944	0.9852	0.9917
PP	0.9889	0.9889	0.9889	0.9875
S1	0.9782	0.9782	0.9822	0.9755
S2	0.9727	0.9727	0.9807
S3	0.9565	0.9620	0.9792
S4	0.9403	0.9458	0.9748

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0561	1.0489	1.0116
R3	1.0353	1.0281	1.0059
R2	1.0145	1.0145	1.0040
R1	1.0073	1.0073	1.0021	1.0109
PP	0.9937	0.9937	0.9937	0.9955
S1	0.9865	0.9865	0.9983	0.9901
S2	0.9729	0.9729	0.9964
S3	0.9521	0.9657	0.9945
S4	0.9313	0.9449	0.9888

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0008	0.9800	0.0208	2.1%	0.0102	1.0%	18%	False	False	269
10	1.0030	0.9800	0.0230	2.3%	0.0086	0.9%	16%	False	False	207
20	1.0040	0.9699	0.0341	3.5%	0.0087	0.9%	40%	False	False	164
40	1.0045	0.9625	0.0420	4.3%	0.0087	0.9%	50%	False	False	127

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 47 trading days

Fibonacci Retracements and Extensions
4.250	1.0685
2.618	1.0420
1.618	1.0258
1.000	1.0158
0.618	1.0096
HIGH	0.9996
0.618	0.9934
0.500	0.9915
0.382	0.9896
LOW	0.9834
0.618	0.9734
1.000	0.9672
1.618	0.9572
2.618	0.9410
4.250	0.9146

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	0.9915	0.9921
PP	0.9889	0.9893
S1	0.9863	0.9865

Download as Excel Spreadsheet

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

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