CME Australian Dollar Future December 2011

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Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary Previous Current 30-Mar-2011 31-Mar-2011 Change Change % Previous Week Open 0.9996 1.0036 0.0040 0.4% 0.9726 High 0.9996 1.0036 0.0040 0.4% 0.9924 Low 0.9996 1.0036 0.0040 0.4% 0.9726 Close 0.9996 1.0036 0.0040 0.4% 0.9924 Range ATR 0.0050 0.0049 -0.0001 -1.4% 0.0000 Volume 2 2 0 0.0% 6
Daily Pivots for day following 31-Mar-2011 Classic Woodie Camarilla DeMark R4 1.0036 1.0036 1.0036 R3 1.0036 1.0036 1.0036 R2 1.0036 1.0036 1.0036 R1 1.0036 1.0036 1.0036 1.0036 PP 1.0036 1.0036 1.0036 1.0036 S1 1.0036 1.0036 1.0036 1.0036 S2 1.0036 1.0036 1.0036 S3 1.0036 1.0036 1.0036 S4 1.0036 1.0036 1.0036	Weekly Pivots for week ending 25-Mar-2011 Classic Woodie Camarilla DeMark R4 1.0452 1.0386 1.0033 R3 1.0254 1.0188 0.9978 R2 1.0056 1.0056 0.9960 R1 0.9990 0.9990 0.9942 1.0023 PP 0.9858 0.9858 0.9858 0.9875 S1 0.9792 0.9792 0.9906 0.9825 S2 0.9660 0.9660 0.9888 S3 0.9462 0.9594 0.9870 S4 0.9264 0.9396 0.9815
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0036 0.9924 0.0112 1.1% 0.0000 0.0% 100% True False 2 10 1.0036 0.9631 0.0405 4.0% 0.0006 0.1% 100% True False 1 20 1.0036 0.9483 0.0553 5.5% 0.0003 0.0% 100% True False 2 40 1.0036 0.9483 0.0553 5.5% 0.0002 0.0% 100% True False 4
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 1.0036 2.618 1.0036 1.618 1.0036 1.000 1.0036 0.618 1.0036 HIGH 1.0036 0.618 1.0036 0.500 1.0036 0.382 1.0036 LOW 1.0036 0.618 1.0036 1.000 1.0036 1.618 1.0036 2.618 1.0036 4.250 1.0036
Fisher Pivots for day following 31-Mar-2011 Pivot 1 day 3 day R1 1.0036 1.0024 PP 1.0036 1.0011 S1 1.0036 0.9999

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