CME Australian Dollar Future March 2010

Trading Metrics calculated at close of trading on 10-Mar-2010

Day Change Summary
	Previous	Current
	09-Mar-2010	10-Mar-2010	Change	Change %	Previous Week
Open	0.9084	0.9146	0.0062	0.7%	0.8963
High	0.9142	0.9188	0.0046	0.5%	0.9086
Low	0.9051	0.9122	0.0071	0.8%	0.8922
Close	0.9128	0.9152	0.0024	0.3%	0.9071
Range	0.0091	0.0066	-0.0025	-27.5%	0.0164
ATR	0.0110	0.0107	-0.0003	-2.8%	0.0000
Volume	95,885	105,873	9,988	10.4%	471,426

Daily Pivots for day following 10-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9352	0.9318	0.9188
R3	0.9286	0.9252	0.9170
R2	0.9220	0.9220	0.9164
R1	0.9186	0.9186	0.9158	0.9203
PP	0.9154	0.9154	0.9154	0.9163
S1	0.9120	0.9120	0.9146	0.9137
S2	0.9088	0.9088	0.9140
S3	0.9022	0.9054	0.9134
S4	0.8956	0.8988	0.9116

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	0.9188	0.8970	0.0218	2.4%	0.0080	0.9%	83%	True	False	98,911
10	0.9188	0.8787	0.0401	4.4%	0.0094	1.0%	91%	True	False	104,710
20	0.9188	0.8680	0.0508	5.6%	0.0108	1.2%	93%	True	False	108,011
40	0.9275	0.8547	0.0728	8.0%	0.0117	1.3%	83%	False	False	106,938
60	0.9275	0.8547	0.0728	8.0%	0.0116	1.3%	83%	False	False	89,893
80	0.9288	0.8547	0.0741	8.1%	0.0117	1.3%	82%	False	False	67,854
100	0.9288	0.8547	0.0741	8.1%	0.0118	1.3%	82%	False	False	54,307

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	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9469
2.618	0.9361
1.618	0.9295
1.000	0.9254
0.618	0.9229
HIGH	0.9188
0.618	0.9163
0.500	0.9155
0.382	0.9147
LOW	0.9122
0.618	0.9081
1.000	0.9056
1.618	0.9015
2.618	0.8949
4.250	0.8842

Fisher Pivots for day following 10-Mar-2010
Pivot	1 day	3 day
R1	0.9155	0.9141
PP	0.9154	0.9130
S1	0.9153	0.9120

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

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