CME Australian Dollar Future December 2011

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Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary Previous Current 10-Mar-2011 11-Mar-2011 Change Change % Previous Week Open 0.9725 0.9791 0.0066 0.7% 0.9750 High 0.9725 0.9791 0.0066 0.7% 0.9791 Low 0.9725 0.9791 0.0066 0.7% 0.9725 Close 0.9653 0.9791 0.0138 1.4% 0.9791 Range ATR 0.0036 0.0043 0.0007 20.4% 0.0000 Volume 6 1 -5 -83.3% 25
Daily Pivots for day following 11-Mar-2011 Classic Woodie Camarilla DeMark R4 0.9791 0.9791 0.9791 R3 0.9791 0.9791 0.9791 R2 0.9791 0.9791 0.9791 R1 0.9791 0.9791 0.9791 0.9791 PP 0.9791 0.9791 0.9791 0.9791 S1 0.9791 0.9791 0.9791 0.9791 S2 0.9791 0.9791 0.9791 S3 0.9791 0.9791 0.9791 S4 0.9791 0.9791 0.9791	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 0.9725 0.0066 0.7% 0.0000 0.0% 100% True False 5 10 0.9815 0.9725 0.0090 0.9% 0.0000 0.0% 73% False False 4 20 0.9815 0.9584 0.0231 2.4% 0.0000 0.0% 90% False False 5
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 0.9791 2.618 0.9791 1.618 0.9791 1.000 0.9791 0.618 0.9791 HIGH 0.9791 0.618 0.9791 0.500 0.9791 0.382 0.9791 LOW 0.9791 0.618 0.9791 1.000 0.9791 1.618 0.9791 2.618 0.9791 4.250 0.9791
Fisher Pivots for day following 11-Mar-2011 Pivot 1 day 3 day R1 0.9791 0.9780 PP 0.9791 0.9769 S1 0.9791 0.9758

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