CME Australian Dollar Future June 2011

Trading Metrics calculated at close of trading on 02-Mar-2011

Day Change Summary
	Previous	Current
	01-Mar-2011	02-Mar-2011	Change	Change %	Previous Week
Open	1.0057	1.0003	-0.0054	-0.5%	0.9995
High	1.0071	1.0050	-0.0021	-0.2%	1.0050
Low	0.9993	0.9955	-0.0038	-0.4%	0.9834
Close	1.0007	1.0037	0.0030	0.3%	1.0043
Range	0.0078	0.0095	0.0017	21.8%	0.0216
ATR	0.0090	0.0090	0.0000	0.4%	0.0000
Volume	422	876	454	107.6%	1,776

Daily Pivots for day following 02-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0299	1.0263	1.0089
R3	1.0204	1.0168	1.0063
R2	1.0109	1.0109	1.0054
R1	1.0073	1.0073	1.0046	1.0091
PP	1.0014	1.0014	1.0014	1.0023
S1	0.9978	0.9978	1.0028	0.9996
S2	0.9919	0.9919	1.0020
S3	0.9824	0.9883	1.0011
S4	0.9729	0.9788	0.9985

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	0.9871	0.0200	2.0%	0.0088	0.9%	83%	False	False	486
10	1.0071	0.9824	0.0247	2.5%	0.0092	0.9%	86%	False	False	429
20	1.0071	0.9800	0.0271	2.7%	0.0082	0.8%	87%	False	False	290
40	1.0071	0.9625	0.0446	4.4%	0.0089	0.9%	92%	False	False	193

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0454
2.618	1.0299
1.618	1.0204
1.000	1.0145
0.618	1.0109
HIGH	1.0050
0.618	1.0014
0.500	1.0003
0.382	0.9991
LOW	0.9955
0.618	0.9896
1.000	0.9860
1.618	0.9801
2.618	0.9706
4.250	0.9551

Fisher Pivots for day following 02-Mar-2011
Pivot	1 day	3 day
R1	1.0026	1.0029
PP	1.0014	1.0021
S1	1.0003	1.0013

Download as Excel Spreadsheet

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

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