CME Australian Dollar Future December 2011

Trading Metrics calculated at close of trading on 16-Feb-2011

Day Change Summary
	Previous	Current
	15-Feb-2011	16-Feb-2011	Change	Change %	Previous Week
Open	0.9584	0.9665	0.0081	0.8%	0.9735
High	0.9584	0.9665	0.0081	0.8%	0.9753
Low	0.9584	0.9665	0.0081	0.8%	0.9634
Close	0.9584	0.9665	0.0081	0.8%	0.9634
Range
ATR	0.0036	0.0039	0.0003	8.8%	0.0000
Volume	1	1	0	0.0%	123

Daily Pivots for day following 16-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9665	0.9665	0.9665
R3	0.9665	0.9665	0.9665
R2	0.9665	0.9665	0.9665
R1	0.9665	0.9665	0.9665	0.9665
PP	0.9665	0.9665	0.9665	0.9665
S1	0.9665	0.9665	0.9665	0.9665
S2	0.9665	0.9665	0.9665
S3	0.9665	0.9665	0.9665
S4	0.9665	0.9665	0.9665

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	0.9665	0.9584	0.0081	0.8%	0.0000	0.0%	100%	True	False	24
10	0.9753	0.9584	0.0169	1.7%	0.0000	0.0%	48%	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	0.9665
2.618	0.9665
1.618	0.9665
1.000	0.9665
0.618	0.9665
HIGH	0.9665
0.618	0.9665
0.500	0.9665
0.382	0.9665
LOW	0.9665
0.618	0.9665
1.000	0.9665
1.618	0.9665
2.618	0.9665
4.250	0.9665

Fisher Pivots for day following 16-Feb-2011
Pivot	1 day	3 day
R1	0.9665	0.9652
PP	0.9665	0.9638
S1	0.9665	0.9625

Download as Excel Spreadsheet

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

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