CME Australian Dollar Future March 2010

Trading Metrics calculated at close of trading on 11-Mar-2010

Day Change Summary
	Previous	Current
	10-Mar-2010	11-Mar-2010	Change	Change %	Previous Week
Open	0.9146	0.9154	0.0008	0.1%	0.8963
High	0.9188	0.9168	-0.0020	-0.2%	0.9086
Low	0.9122	0.9093	-0.0029	-0.3%	0.8922
Close	0.9152	0.9151	-0.0001	0.0%	0.9071
Range	0.0066	0.0075	0.0009	13.6%	0.0164
ATR	0.0107	0.0104	-0.0002	-2.1%	0.0000
Volume	105,873	95,723	-10,150	-9.6%	471,426

Daily Pivots for day following 11-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9362	0.9332	0.9192
R3	0.9287	0.9257	0.9172
R2	0.9212	0.9212	0.9165
R1	0.9182	0.9182	0.9158	0.9160
PP	0.9137	0.9137	0.9137	0.9126
S1	0.9107	0.9107	0.9144	0.9085
S2	0.9062	0.9062	0.9137
S3	0.8987	0.9032	0.9130
S4	0.8912	0.8957	0.9110

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	0.8977	0.0211	2.3%	0.0079	0.9%	82%	False	False	100,365
10	0.9188	0.8849	0.0339	3.7%	0.0086	0.9%	89%	False	False	101,648
20	0.9188	0.8725	0.0463	5.1%	0.0107	1.2%	92%	False	False	106,205
40	0.9275	0.8547	0.0728	8.0%	0.0116	1.3%	83%	False	False	107,911
60	0.9275	0.8547	0.0728	8.0%	0.0115	1.3%	83%	False	False	91,223
80	0.9288	0.8547	0.0741	8.1%	0.0117	1.3%	82%	False	False	69,049
100	0.9288	0.8547	0.0741	8.1%	0.0118	1.3%	82%	False	False	55,263

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9487
2.618	0.9364
1.618	0.9289
1.000	0.9243
0.618	0.9214
HIGH	0.9168
0.618	0.9139
0.500	0.9131
0.382	0.9122
LOW	0.9093
0.618	0.9047
1.000	0.9018
1.618	0.8972
2.618	0.8897
4.250	0.8774

Fisher Pivots for day following 11-Mar-2010
Pivot	1 day	3 day
R1	0.9144	0.9141
PP	0.9137	0.9130
S1	0.9131	0.9120

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

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