CME Australian Dollar Future March 2010

Trading Metrics calculated at close of trading on 12-Feb-2010

Day Change Summary
	Previous	Current
	11-Feb-2010	12-Feb-2010	Change	Change %	Previous Week
Open	0.8728	0.8877	0.0149	1.7%	0.8650
High	0.8895	0.8889	-0.0006	-0.1%	0.8895
Low	0.8725	0.8759	0.0034	0.4%	0.8598
Close	0.8889	0.8859	-0.0030	-0.3%	0.8859
Range	0.0170	0.0130	-0.0040	-23.5%	0.0297
ATR	0.0129	0.0129	0.0000	0.1%	0.0000
Volume	118,754	146,623	27,869	23.5%	652,684

Daily Pivots for day following 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9226	0.9172	0.8931
R3	0.9096	0.9042	0.8895
R2	0.8966	0.8966	0.8883
R1	0.8912	0.8912	0.8871	0.8874
PP	0.8836	0.8836	0.8836	0.8817
S1	0.8782	0.8782	0.8847	0.8744
S2	0.8706	0.8706	0.8835
S3	0.8576	0.8652	0.8823
S4	0.8446	0.8522	0.8788

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9675	0.9564	0.9022
R3	0.9378	0.9267	0.8941
R2	0.9081	0.9081	0.8913
R1	0.8970	0.8970	0.8886	0.9026
PP	0.8784	0.8784	0.8784	0.8812
S1	0.8673	0.8673	0.8832	0.8729
S2	0.8487	0.8487	0.8805
S3	0.8190	0.8376	0.8777
S4	0.7893	0.8079	0.8696

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8895	0.8598	0.0297	3.4%	0.0125	1.4%	88%	False	False	130,536
10	0.8895	0.8547	0.0348	3.9%	0.0136	1.5%	90%	False	False	125,492
20	0.9260	0.8547	0.0713	8.0%	0.0130	1.5%	44%	False	False	114,338
40	0.9275	0.8547	0.0728	8.2%	0.0121	1.4%	43%	False	False	88,382
60	0.9288	0.8547	0.0741	8.4%	0.0123	1.4%	42%	False	False	61,075
80	0.9288	0.8547	0.0741	8.4%	0.0123	1.4%	42%	False	False	45,844
100	0.9288	0.8448	0.0840	9.5%	0.0115	1.3%	49%	False	False	36,692

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9442
2.618	0.9229
1.618	0.9099
1.000	0.9019
0.618	0.8969
HIGH	0.8889
0.618	0.8839
0.500	0.8824
0.382	0.8809
LOW	0.8759
0.618	0.8679
1.000	0.8629
1.618	0.8549
2.618	0.8419
4.250	0.8207

Fisher Pivots for day following 12-Feb-2010
Pivot	1 day	3 day
R1	0.8847	0.8835
PP	0.8836	0.8811
S1	0.8824	0.8788

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

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