CME Australian Dollar Future March 2010

Trading Metrics calculated at close of trading on 09-Mar-2010

Day Change Summary
	Previous	Current
	08-Mar-2010	09-Mar-2010	Change	Change %	Previous Week
Open	0.9089	0.9084	-0.0005	-0.1%	0.8963
High	0.9127	0.9142	0.0015	0.2%	0.9086
Low	0.9071	0.9051	-0.0020	-0.2%	0.8922
Close	0.9087	0.9128	0.0041	0.5%	0.9071
Range	0.0056	0.0091	0.0035	62.5%	0.0164
ATR	0.0111	0.0110	-0.0001	-1.3%	0.0000
Volume	105,513	95,885	-9,628	-9.1%	471,426

Daily Pivots for day following 09-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9380	0.9345	0.9178
R3	0.9289	0.9254	0.9153
R2	0.9198	0.9198	0.9145
R1	0.9163	0.9163	0.9136	0.9181
PP	0.9107	0.9107	0.9107	0.9116
S1	0.9072	0.9072	0.9120	0.9090
S2	0.9016	0.9016	0.9111
S3	0.8925	0.8981	0.9103
S4	0.8834	0.8890	0.9078

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9518	0.9459	0.9161
R3	0.9354	0.9295	0.9116
R2	0.9190	0.9190	0.9101
R1	0.9131	0.9131	0.9086	0.9161
PP	0.9026	0.9026	0.9026	0.9041
S1	0.8967	0.8967	0.9056	0.8997
S2	0.8862	0.8862	0.9041
S3	0.8698	0.8803	0.9026
S4	0.8534	0.8639	0.8981

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9142	0.8970	0.0172	1.9%	0.0083	0.9%	92%	True	False	95,414
10	0.9142	0.8787	0.0355	3.9%	0.0097	1.1%	96%	True	False	107,954
20	0.9142	0.8598	0.0544	6.0%	0.0113	1.2%	97%	True	False	106,618
40	0.9275	0.8547	0.0728	8.0%	0.0117	1.3%	80%	False	False	106,343
60	0.9275	0.8547	0.0728	8.0%	0.0117	1.3%	80%	False	False	88,281
80	0.9288	0.8547	0.0741	8.1%	0.0117	1.3%	78%	False	False	66,531
100	0.9288	0.8547	0.0741	8.1%	0.0118	1.3%	78%	False	False	53,249

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9529
2.618	0.9380
1.618	0.9289
1.000	0.9233
0.618	0.9198
HIGH	0.9142
0.618	0.9107
0.500	0.9097
0.382	0.9086
LOW	0.9051
0.618	0.8995
1.000	0.8960
1.618	0.8904
2.618	0.8813
4.250	0.8664

Fisher Pivots for day following 09-Mar-2010
Pivot	1 day	3 day
R1	0.9118	0.9105
PP	0.9107	0.9082
S1	0.9097	0.9060

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

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