CME Australian Dollar Future June 2011

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

Day Change Summary
	Previous	Current
	03-Mar-2011	04-Mar-2011	Change	Change %	Previous Week
Open	1.0038	1.0004	-0.0034	-0.3%	1.0013
High	1.0063	1.0024	-0.0039	-0.4%	1.0071
Low	1.0004	0.9953	-0.0051	-0.5%	0.9953
Close	1.0026	1.0006	-0.0020	-0.2%	1.0006
Range	0.0059	0.0071	0.0012	20.3%	0.0118
ATR	0.0088	0.0087	-0.0001	-1.2%	0.0000
Volume	1,866	1,929	63	3.4%	5,482

Daily Pivots for day following 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0207	1.0178	1.0045
R3	1.0136	1.0107	1.0026
R2	1.0065	1.0065	1.0019
R1	1.0036	1.0036	1.0013	1.0051
PP	0.9994	0.9994	0.9994	1.0002
S1	0.9965	0.9965	0.9999	0.9980
S2	0.9923	0.9923	0.9993
S3	0.9852	0.9894	0.9986
S4	0.9781	0.9823	0.9967

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0364	1.0303	1.0071
R3	1.0246	1.0185	1.0038
R2	1.0128	1.0128	1.0028
R1	1.0067	1.0067	1.0017	1.0039
PP	1.0010	1.0010	1.0010	0.9996
S1	0.9949	0.9949	0.9995	0.9921
S2	0.9892	0.9892	0.9984
S3	0.9774	0.9831	0.9974
S4	0.9656	0.9713	0.9941

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0071	0.9953	0.0118	1.2%	0.0074	0.7%	45%	False	True	1,096
10	1.0071	0.9834	0.0237	2.4%	0.0086	0.9%	73%	False	False	735
20	1.0071	0.9800	0.0271	2.7%	0.0081	0.8%	76%	False	False	456
40	1.0071	0.9625	0.0446	4.5%	0.0088	0.9%	85%	False	False	285

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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0326
2.618	1.0210
1.618	1.0139
1.000	1.0095
0.618	1.0068
HIGH	1.0024
0.618	0.9997
0.500	0.9989
0.382	0.9980
LOW	0.9953
0.618	0.9909
1.000	0.9882
1.618	0.9838
2.618	0.9767
4.250	0.9651

Fisher Pivots for day following 04-Mar-2011
Pivot	1 day	3 day
R1	1.0000	1.0008
PP	0.9994	1.0007
S1	0.9989	1.0007

Download as Excel Spreadsheet

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

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