CME Australian Dollar Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Apr-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Apr-2010 | 02-Apr-2010 | Change | Change % | Previous Week |  
                        | Open | 0.8983 | 0.9016 | 0.0033 | 0.4% | 0.8867 |  
                        | High | 0.9046 | 0.9042 | -0.0004 | 0.0% | 0.9046 |  
                        | Low | 0.8983 | 0.9015 | 0.0032 | 0.4% | 0.8867 |  
                        | Close | 0.9021 | 0.9023 | 0.0002 | 0.0% | 0.9023 |  
                        | Range | 0.0063 | 0.0027 | -0.0036 | -57.1% | 0.0179 |  
                        | ATR | 0.0063 | 0.0061 | -0.0003 | -4.1% | 0.0000 |  
                        | Volume | 77 | 73 | -4 | -5.2% | 675 |  | 
    
| 
        
            | Daily Pivots for day following 02-Apr-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.9108 | 0.9092 | 0.9038 |  |  
                | R3 | 0.9081 | 0.9065 | 0.9030 |  |  
                | R2 | 0.9054 | 0.9054 | 0.9028 |  |  
                | R1 | 0.9038 | 0.9038 | 0.9025 | 0.9046 |  
                | PP | 0.9027 | 0.9027 | 0.9027 | 0.9031 |  
                | S1 | 0.9011 | 0.9011 | 0.9021 | 0.9019 |  
                | S2 | 0.9000 | 0.9000 | 0.9018 |  |  
                | S3 | 0.8973 | 0.8984 | 0.9016 |  |  
                | S4 | 0.8946 | 0.8957 | 0.9008 |  |  | 
        
            | Weekly Pivots for week ending 02-Apr-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.9516 | 0.9448 | 0.9121 |  |  
                | R3 | 0.9337 | 0.9269 | 0.9072 |  |  
                | R2 | 0.9158 | 0.9158 | 0.9056 |  |  
                | R1 | 0.9090 | 0.9090 | 0.9039 | 0.9124 |  
                | PP | 0.8979 | 0.8979 | 0.8979 | 0.8996 |  
                | S1 | 0.8911 | 0.8911 | 0.9007 | 0.8945 |  
                | S2 | 0.8800 | 0.8800 | 0.8990 |  |  
                | S3 | 0.8621 | 0.8732 | 0.8974 |  |  
                | S4 | 0.8442 | 0.8553 | 0.8925 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 0.9157 |  
            | 2.618 | 0.9113 |  
            | 1.618 | 0.9086 |  
            | 1.000 | 0.9069 |  
            | 0.618 | 0.9059 |  
            | HIGH | 0.9042 |  
            | 0.618 | 0.9032 |  
            | 0.500 | 0.9029 |  
            | 0.382 | 0.9025 |  
            | LOW | 0.9015 |  
            | 0.618 | 0.8998 |  
            | 1.000 | 0.8988 |  
            | 1.618 | 0.8971 |  
            | 2.618 | 0.8944 |  
            | 4.250 | 0.8900 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Apr-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 0.9029 | 0.9018 |  
                                | PP | 0.9027 | 0.9014 |  
                                | S1 | 0.9025 | 0.9009 |  |