CME Australian Dollar Future December 2011

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	0.9650	0.9634	-0.0016	-0.2%	0.9735
High	0.9650	0.9634	-0.0016	-0.2%	0.9753
Low	0.9650	0.9634	-0.0016	-0.2%	0.9634
Close	0.9650	0.9634	-0.0016	-0.2%	0.9634
Range
ATR	0.0000	0.0036	0.0036		0.0000
Volume	60	60	0	0.0%	123

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9634	0.9634	0.9634
R3	0.9634	0.9634	0.9634
R2	0.9634	0.9634	0.9634
R1	0.9634	0.9634	0.9634	0.9634
PP	0.9634	0.9634	0.9634	0.9634
S1	0.9634	0.9634	0.9634	0.9634
S2	0.9634	0.9634	0.9634
S3	0.9634	0.9634	0.9634
S4	0.9634	0.9634	0.9634

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0031	0.9951	0.9699
R3	0.9912	0.9832	0.9667
R2	0.9793	0.9793	0.9656
R1	0.9713	0.9713	0.9645	0.9694
PP	0.9674	0.9674	0.9674	0.9664
S1	0.9594	0.9594	0.9623	0.9575
S2	0.9555	0.9555	0.9612
S3	0.9436	0.9475	0.9601
S4	0.9317	0.9356	0.9569

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9753	0.9634	0.0119	1.2%	0.0000	0.0%	0%	False	True	24
10	0.9753	0.9590	0.0163	1.7%	0.0000	0.0%	27%	False	False	12

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	0.9634
2.618	0.9634
1.618	0.9634
1.000	0.9634
0.618	0.9634
HIGH	0.9634
0.618	0.9634
0.500	0.9634
0.382	0.9634
LOW	0.9634
0.618	0.9634
1.000	0.9634
1.618	0.9634
2.618	0.9634
4.250	0.9634

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	0.9634	0.9668
PP	0.9634	0.9656
S1	0.9634	0.9645

Download as Excel Spreadsheet

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

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