CME Australian Dollar Future December 2011

Trading Metrics calculated at close of trading on 09-Feb-2011

Day Change Summary
	Previous	Current
	08-Feb-2011	09-Feb-2011	Change	Change %	Previous Week
Open	0.9753	0.9701	-0.0052	-0.5%	0.9590
High	0.9753	0.9701	-0.0052	-0.5%	0.9747
Low	0.9753	0.9701	-0.0052	-0.5%	0.9590
Close	0.9753	0.9701	-0.0052	-0.5%	0.9735
Range
ATR
Volume	1	1	0	0.0%	5

Daily Pivots for day following 09-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9701	0.9701	0.9701
R3	0.9701	0.9701	0.9701
R2	0.9701	0.9701	0.9701
R1	0.9701	0.9701	0.9701	0.9701
PP	0.9701	0.9701	0.9701	0.9701
S1	0.9701	0.9701	0.9701	0.9701
S2	0.9701	0.9701	0.9701
S3	0.9701	0.9701	0.9701
S4	0.9701	0.9701	0.9701

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0162	1.0105	0.9821
R3	1.0005	0.9948	0.9778
R2	0.9848	0.9848	0.9764
R1	0.9791	0.9791	0.9749	0.9820
PP	0.9691	0.9691	0.9691	0.9705
S1	0.9634	0.9634	0.9721	0.9663
S2	0.9534	0.9534	0.9706
S3	0.9377	0.9477	0.9692
S4	0.9220	0.9320	0.9649

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9753	0.9701	0.0052	0.5%	0.0000	0.0%	0%	False	True	1
10	0.9753	0.9527	0.0226	2.3%	0.0000	0.0%	77%	False	False	1

Crabel Price Patterns
NR	False
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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000

Fibonacci Retracements and Extensions
4.250	0.9701
2.618	0.9701
1.618	0.9701
1.000	0.9701
0.618	0.9701
HIGH	0.9701
0.618	0.9701
0.500	0.9701
0.382	0.9701
LOW	0.9701
0.618	0.9701
1.000	0.9701
1.618	0.9701
2.618	0.9701
4.250	0.9701

Fisher Pivots for day following 09-Feb-2011
Pivot	1 day	3 day
R1	0.9701	0.9727
PP	0.9701	0.9718
S1	0.9701	0.9710

Download as Excel Spreadsheet

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

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