CME Australian Dollar Future June 2011

Trading Metrics calculated at close of trading on 01-Mar-2011

Day Change Summary
	Previous	Current
	28-Feb-2011	01-Mar-2011	Change	Change %	Previous Week
Open	1.0013	1.0057	0.0044	0.4%	0.9995
High	1.0059	1.0071	0.0012	0.1%	1.0050
Low	0.9990	0.9993	0.0003	0.0%	0.9834
Close	1.0058	1.0007	-0.0051	-0.5%	1.0043
Range	0.0069	0.0078	0.0009	13.0%	0.0216
ATR	0.0090	0.0090	-0.0001	-1.0%	0.0000
Volume	389	422	33	8.5%	1,776

Daily Pivots for day following 01-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0258	1.0210	1.0050
R3	1.0180	1.0132	1.0028
R2	1.0102	1.0102	1.0021
R1	1.0054	1.0054	1.0014	1.0039
PP	1.0024	1.0024	1.0024	1.0016
S1	0.9976	0.9976	1.0000	0.9961
S2	0.9946	0.9946	0.9993
S3	0.9868	0.9898	0.9986
S4	0.9790	0.9820	0.9964

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0624	1.0549	1.0162
R3	1.0408	1.0333	1.0102
R2	1.0192	1.0192	1.0083
R1	1.0117	1.0117	1.0063	1.0155
PP	0.9976	0.9976	0.9976	0.9994
S1	0.9901	0.9901	1.0023	0.9939
S2	0.9760	0.9760	1.0003
S3	0.9544	0.9685	0.9984
S4	0.9328	0.9469	0.9924

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0071	0.9846	0.0225	2.2%	0.0083	0.8%	72%	True	False	436
10	1.0071	0.9800	0.0271	2.7%	0.0093	0.9%	76%	True	False	352
20	1.0071	0.9800	0.0271	2.7%	0.0085	0.8%	76%	True	False	248
40	1.0071	0.9625	0.0446	4.5%	0.0088	0.9%	86%	True	False	173

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0403
2.618	1.0275
1.618	1.0197
1.000	1.0149
0.618	1.0119
HIGH	1.0071
0.618	1.0041
0.500	1.0032
0.382	1.0023
LOW	0.9993
0.618	0.9945
1.000	0.9915
1.618	0.9867
2.618	0.9789
4.250	0.9662

Fisher Pivots for day following 01-Mar-2011
Pivot	1 day	3 day
R1	1.0032	1.0020
PP	1.0024	1.0016
S1	1.0015	1.0011

Download as Excel Spreadsheet

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

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