CME Australian Dollar Future December 2011

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Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary Previous Current 21-Mar-2011 22-Mar-2011 Change Change % Previous Week Open 0.9726 0.9786 0.0060 0.6% 0.9731 High 0.9726 0.9786 0.0060 0.6% 0.9731 Low 0.9726 0.9786 0.0060 0.6% 0.9483 Close 0.9726 0.9786 0.0060 0.6% 0.9631 Range ATR 0.0060 0.0060 0.0000 0.0% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 22-Mar-2011 Classic Woodie Camarilla DeMark R4 0.9786 0.9786 0.9786 R3 0.9786 0.9786 0.9786 R2 0.9786 0.9786 0.9786 R1 0.9786 0.9786 0.9786 0.9786 PP 0.9786 0.9786 0.9786 0.9786 S1 0.9786 0.9786 0.9786 0.9786 S2 0.9786 0.9786 0.9786 S3 0.9786 0.9786 0.9786 S4 0.9786 0.9786 0.9786	Weekly Pivots for week ending 18-Mar-2011 Classic Woodie Camarilla DeMark R4 1.0359 1.0243 0.9767 R3 1.0111 0.9995 0.9699 R2 0.9863 0.9863 0.9676 R1 0.9747 0.9747 0.9654 0.9681 PP 0.9615 0.9615 0.9615 0.9582 S1 0.9499 0.9499 0.9608 0.9433 S2 0.9367 0.9367 0.9586 S3 0.9119 0.9251 0.9563 S4 0.8871 0.9003 0.9495
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9786 0.9483 0.0303 3.1% 0.0000 0.0% 100% True False 1 10 0.9791 0.9483 0.0308 3.1% 0.0000 0.0% 98% False False 2 20 0.9815 0.9483 0.0332 3.4% 0.0000 0.0% 91% False False 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 0.9786 2.618 0.9786 1.618 0.9786 1.000 0.9786 0.618 0.9786 HIGH 0.9786 0.618 0.9786 0.500 0.9786 0.382 0.9786 LOW 0.9786 0.618 0.9786 1.000 0.9786 1.618 0.9786 2.618 0.9786 4.250 0.9786
Fisher Pivots for day following 22-Mar-2011 Pivot 1 day 3 day R1 0.9786 0.9760 PP 0.9786 0.9734 S1 0.9786 0.9709

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