CME Australian Dollar Future December 2011

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Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary Previous Current 23-Mar-2011 24-Mar-2011 Change Change % Previous Week Open 0.9818 0.9815 -0.0003 0.0% 0.9731 High 0.9818 0.9878 0.0060 0.6% 0.9731 Low 0.9818 0.9815 -0.0003 0.0% 0.9483 Close 0.9818 0.9893 0.0075 0.8% 0.9631 Range 0.0000 0.0063 0.0063 0.0248 ATR 0.0058 0.0058 0.0000 0.6% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Mar-2011 Classic Woodie Camarilla DeMark R4 1.0051 1.0035 0.9928 R3 0.9988 0.9972 0.9910 R2 0.9925 0.9925 0.9905 R1 0.9909 0.9909 0.9899 0.9917 PP 0.9862 0.9862 0.9862 0.9866 S1 0.9846 0.9846 0.9887 0.9854 S2 0.9799 0.9799 0.9881 S3 0.9736 0.9783 0.9876 S4 0.9673 0.9720 0.9858	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 0.9878 0.9631 0.0247 2.5% 0.0013 0.1% 106% True False 1 10 0.9878 0.9483 0.0395 4.0% 0.0006 0.1% 104% True False 1 20 0.9878 0.9483 0.0395 4.0% 0.0003 0.0% 104% True False 2 40 0.9878 0.9483 0.0395 4.0% 0.0002 0.0% 104% True False 4
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Widest range in 42 trading days	Fibonacci Retracements and Extensions 4.250 1.0146 2.618 1.0043 1.618 0.9980 1.000 0.9941 0.618 0.9917 HIGH 0.9878 0.618 0.9854 0.500 0.9847 0.382 0.9839 LOW 0.9815 0.618 0.9776 1.000 0.9752 1.618 0.9713 2.618 0.9650 4.250 0.9547
Fisher Pivots for day following 24-Mar-2011 Pivot 1 day 3 day R1 0.9878 0.9873 PP 0.9862 0.9852 S1 0.9847 0.9832

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