CME Australian Dollar Future March 2010

Trading Metrics calculated at close of trading on 02-Feb-2010

Day Change Summary
	Previous	Current
	01-Feb-2010	02-Feb-2010	Change	Change %	Previous Week
Open	0.8791	0.8885	0.0094	1.1%	0.8973
High	0.8882	0.8888	0.0006	0.1%	0.9049
Low	0.8748	0.8744	-0.0004	0.0%	0.8793
Close	0.8870	0.8817	-0.0053	-0.6%	0.8815
Range	0.0134	0.0144	0.0010	7.5%	0.0256
ATR	0.0123	0.0124	0.0002	1.2%	0.0000
Volume	142,139	101,870	-40,269	-28.3%	531,000

Daily Pivots for day following 02-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9248	0.9177	0.8896
R3	0.9104	0.9033	0.8857
R2	0.8960	0.8960	0.8843
R1	0.8889	0.8889	0.8830	0.8853
PP	0.8816	0.8816	0.8816	0.8798
S1	0.8745	0.8745	0.8804	0.8709
S2	0.8672	0.8672	0.8791
S3	0.8528	0.8601	0.8777
S4	0.8384	0.8457	0.8738

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9654	0.9490	0.8956
R3	0.9398	0.9234	0.8885
R2	0.9142	0.9142	0.8862
R1	0.8978	0.8978	0.8838	0.8932
PP	0.8886	0.8886	0.8886	0.8863
S1	0.8722	0.8722	0.8792	0.8676
S2	0.8630	0.8630	0.8768
S3	0.8374	0.8466	0.8745
S4	0.8118	0.8210	0.8674

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9006	0.8744	0.0262	3.0%	0.0132	1.5%	28%	False	True	117,832
10	0.9186	0.8744	0.0442	5.0%	0.0131	1.5%	17%	False	True	113,406
20	0.9275	0.8744	0.0531	6.0%	0.0117	1.3%	14%	False	True	92,653
40	0.9275	0.8665	0.0610	6.9%	0.0119	1.4%	25%	False	False	65,959
60	0.9288	0.8665	0.0623	7.1%	0.0120	1.4%	24%	False	False	44,248
80	0.9288	0.8552	0.0736	8.3%	0.0117	1.3%	36%	False	False	33,221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9500
2.618	0.9265
1.618	0.9121
1.000	0.9032
0.618	0.8977
HIGH	0.8888
0.618	0.8833
0.500	0.8816
0.382	0.8799
LOW	0.8744
0.618	0.8655
1.000	0.8600
1.618	0.8511
2.618	0.8367
4.250	0.8132

Fisher Pivots for day following 02-Feb-2010
Pivot	1 day	3 day
R1	0.8817	0.8833
PP	0.8816	0.8828
S1	0.8816	0.8822

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These figures are updated between 7pm and 10pm EST after a trading day.

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