CME Australian Dollar Future December 2011

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Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary Previous Current 14-Mar-2011 15-Mar-2011 Change Change % Previous Week Open 0.9731 0.9580 -0.0151 -1.6% 0.9750 High 0.9731 0.9580 -0.0151 -1.6% 0.9791 Low 0.9731 0.9580 -0.0151 -1.6% 0.9725 Close 0.9731 0.9580 -0.0151 -1.6% 0.9791 Range ATR 0.0044 0.0052 0.0008 17.2% 0.0000 Volume 1 1 0 0.0% 25
Daily Pivots for day following 15-Mar-2011 Classic Woodie Camarilla DeMark R4 0.9580 0.9580 0.9580 R3 0.9580 0.9580 0.9580 R2 0.9580 0.9580 0.9580 R1 0.9580 0.9580 0.9580 0.9580 PP 0.9580 0.9580 0.9580 0.9580 S1 0.9580 0.9580 0.9580 0.9580 S2 0.9580 0.9580 0.9580 S3 0.9580 0.9580 0.9580 S4 0.9580 0.9580 0.9580	Weekly Pivots for week ending 11-Mar-2011 Classic Woodie Camarilla DeMark R4 0.9967 0.9945 0.9827 R3 0.9901 0.9879 0.9809 R2 0.9835 0.9835 0.9803 R1 0.9813 0.9813 0.9797 0.9824 PP 0.9769 0.9769 0.9769 0.9775 S1 0.9747 0.9747 0.9785 0.9758 S2 0.9703 0.9703 0.9779 S3 0.9637 0.9681 0.9773 S4 0.9571 0.9615 0.9755
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9791 0.9580 0.0211 2.2% 0.0000 0.0% 0% False True 3 10 0.9794 0.9580 0.0214 2.2% 0.0000 0.0% 0% False True 4 20 0.9815 0.9580 0.0235 2.5% 0.0000 0.0% 0% False True 2
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 0.9580 2.618 0.9580 1.618 0.9580 1.000 0.9580 0.618 0.9580 HIGH 0.9580 0.618 0.9580 0.500 0.9580 0.382 0.9580 LOW 0.9580 0.618 0.9580 1.000 0.9580 1.618 0.9580 2.618 0.9580 4.250 0.9580
Fisher Pivots for day following 15-Mar-2011 Pivot 1 day 3 day R1 0.9580 0.9686 PP 0.9580 0.9650 S1 0.9580 0.9615

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