CME Australian Dollar Future September 2011

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

Day Change Summary
	Previous	Current
	31-Mar-2011	01-Apr-2011	Change	Change %	Previous Week
Open	1.0101	1.0120	0.0019	0.2%	1.0034
High	1.0148	1.0146	-0.0002	0.0%	1.0148
Low	1.0101	1.0118	0.0017	0.2%	1.0012
Close	1.0149	1.0173	0.0024	0.2%	1.0173
Range	0.0047	0.0028	-0.0019	-40.4%	0.0136
ATR	0.0089	0.0085	-0.0004	-4.7%	0.0000
Volume	88	66	-22	-25.0%	217

Daily Pivots for day following 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0230	1.0229	1.0188
R3	1.0202	1.0201	1.0181
R2	1.0174	1.0174	1.0178
R1	1.0173	1.0173	1.0176	1.0174
PP	1.0146	1.0146	1.0146	1.0146
S1	1.0145	1.0145	1.0170	1.0146
S2	1.0118	1.0118	1.0168
S3	1.0090	1.0117	1.0165
S4	1.0062	1.0089	1.0158

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0519	1.0482	1.0248
R3	1.0383	1.0346	1.0210
R2	1.0247	1.0247	1.0198
R1	1.0210	1.0210	1.0185	1.0229
PP	1.0111	1.0111	1.0111	1.0120
S1	1.0074	1.0074	1.0161	1.0093
S2	0.9975	0.9975	1.0148
S3	0.9839	0.9938	1.0136
S4	0.9703	0.9802	1.0098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0148	1.0012	0.0136	1.3%	0.0044	0.4%	118%	False	False	43
10	1.0148	0.9760	0.0388	3.8%	0.0061	0.6%	106%	False	False	57

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.0265
2.618	1.0219
1.618	1.0191
1.000	1.0174
0.618	1.0163
HIGH	1.0146
0.618	1.0135
0.500	1.0132
0.382	1.0129
LOW	1.0118
0.618	1.0101
1.000	1.0090
1.618	1.0073
2.618	1.0045
4.250	0.9999

Fisher Pivots for day following 01-Apr-2011
Pivot	1 day	3 day
R1	1.0159	1.0152
PP	1.0146	1.0130
S1	1.0132	1.0109

Download as Excel Spreadsheet

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

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