CME Australian Dollar Future June 2011

Trading Metrics calculated at close of trading on 08-Mar-2011

Day Change Summary
	Previous	Current
	07-Mar-2011	08-Mar-2011	Change	Change %	Previous Week
Open	1.0028	0.9998	-0.0030	-0.3%	1.0013
High	1.0060	1.0012	-0.0048	-0.5%	1.0071
Low	0.9969	0.9933	-0.0036	-0.4%	0.9953
Close	0.9991	0.9985	-0.0006	-0.1%	1.0006
Range	0.0091	0.0079	-0.0012	-13.2%	0.0118
ATR	0.0087	0.0086	-0.0001	-0.7%	0.0000
Volume	22,300	26,203	3,903	17.5%	5,482

Daily Pivots for day following 08-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0214	1.0178	1.0028
R3	1.0135	1.0099	1.0007
R2	1.0056	1.0056	0.9999
R1	1.0020	1.0020	0.9992	0.9999
PP	0.9977	0.9977	0.9977	0.9966
S1	0.9941	0.9941	0.9978	0.9920
S2	0.9898	0.9898	0.9971
S3	0.9819	0.9862	0.9963
S4	0.9740	0.9783	0.9942

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	1.0063	0.9933	0.0130	1.3%	0.0079	0.8%	40%	False	True	10,634
10	1.0071	0.9846	0.0225	2.3%	0.0081	0.8%	62%	False	False	5,535
20	1.0071	0.9800	0.0271	2.7%	0.0083	0.8%	68%	False	False	2,871
40	1.0071	0.9625	0.0446	4.5%	0.0089	0.9%	81%	False	False	1,491

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0348
2.618	1.0219
1.618	1.0140
1.000	1.0091
0.618	1.0061
HIGH	1.0012
0.618	0.9982
0.500	0.9973
0.382	0.9963
LOW	0.9933
0.618	0.9884
1.000	0.9854
1.618	0.9805
2.618	0.9726
4.250	0.9597

Fisher Pivots for day following 08-Mar-2011
Pivot	1 day	3 day
R1	0.9981	0.9997
PP	0.9977	0.9993
S1	0.9973	0.9989

Download as Excel Spreadsheet

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

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