CME Australian Dollar Future March 2010

Trading Metrics calculated at close of trading on 24-Feb-2010

Day Change Summary
	Previous	Current
	23-Feb-2010	24-Feb-2010	Change	Change %	Previous Week
Open	0.8987	0.8902	-0.0085	-0.9%	0.8850
High	0.9053	0.8940	-0.0113	-1.2%	0.9013
Low	0.8860	0.8841	-0.0019	-0.2%	0.8824
Close	0.8888	0.8902	0.0014	0.2%	0.8962
Range	0.0193	0.0099	-0.0094	-48.7%	0.0189
ATR	0.0127	0.0125	-0.0002	-1.6%	0.0000
Volume	60,655	138,313	77,658	128.0%	410,072

Daily Pivots for day following 24-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9191	0.9146	0.8956
R3	0.9092	0.9047	0.8929
R2	0.8993	0.8993	0.8920
R1	0.8948	0.8948	0.8911	0.8952
PP	0.8894	0.8894	0.8894	0.8896
S1	0.8849	0.8849	0.8893	0.8853
S2	0.8795	0.8795	0.8884
S3	0.8696	0.8750	0.8875
S4	0.8597	0.8651	0.8848

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9500	0.9420	0.9066
R3	0.9311	0.9231	0.9014
R2	0.9122	0.9122	0.8997
R1	0.9042	0.9042	0.8979	0.9082
PP	0.8933	0.8933	0.8933	0.8953
S1	0.8853	0.8853	0.8945	0.8893
S2	0.8744	0.8744	0.8927
S3	0.8555	0.8664	0.8910
S4	0.8366	0.8475	0.8858

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9053	0.8841	0.0212	2.4%	0.0118	1.3%	29%	False	True	94,667
10	0.9053	0.8680	0.0373	4.2%	0.0122	1.4%	60%	False	False	111,312
20	0.9053	0.8547	0.0506	5.7%	0.0129	1.4%	70%	False	False	115,798
40	0.9275	0.8547	0.0728	8.2%	0.0121	1.4%	49%	False	False	93,624
60	0.9275	0.8547	0.0728	8.2%	0.0124	1.4%	49%	False	False	72,872
80	0.9288	0.8547	0.0741	8.3%	0.0124	1.4%	48%	False	False	54,782
100	0.9288	0.8448	0.0840	9.4%	0.0118	1.3%	54%	False	False	43,847

Crabel Price Patterns
NR	True
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	0.0029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9361
2.618	0.9199
1.618	0.9100
1.000	0.9039
0.618	0.9001
HIGH	0.8940
0.618	0.8902
0.500	0.8891
0.382	0.8879
LOW	0.8841
0.618	0.8780
1.000	0.8742
1.618	0.8681
2.618	0.8582
4.250	0.8420

Fisher Pivots for day following 24-Feb-2010
Pivot	1 day	3 day
R1	0.8898	0.8947
PP	0.8894	0.8932
S1	0.8891	0.8917

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

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