CME Australian Dollar Future March 2011

Trading Metrics calculated at close of trading on 13-Jan-2011

Day Change Summary
	Previous	Current
	12-Jan-2011	13-Jan-2011	Change	Change %	Previous Week
Open	0.9758	0.9888	0.0130	1.3%	1.0132
High	0.9892	0.9948	0.0056	0.6%	1.0137
Low	0.9736	0.9845	0.0109	1.1%	0.9828
Close	0.9889	0.9905	0.0016	0.2%	0.9874
Range	0.0156	0.0103	-0.0053	-34.0%	0.0309
ATR	0.0111	0.0110	-0.0001	-0.5%	0.0000
Volume	106,188	100,157	-6,031	-5.7%	482,172

Daily Pivots for day following 13-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0208	1.0160	0.9962
R3	1.0105	1.0057	0.9933
R2	1.0002	1.0002	0.9924
R1	0.9954	0.9954	0.9914	0.9978
PP	0.9899	0.9899	0.9899	0.9912
S1	0.9851	0.9851	0.9896	0.9875
S2	0.9796	0.9796	0.9886
S3	0.9693	0.9748	0.9877
S4	0.9590	0.9645	0.9848

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0873	1.0683	1.0044
R3	1.0564	1.0374	0.9959
R2	1.0255	1.0255	0.9931
R1	1.0065	1.0065	0.9902	1.0006
PP	0.9946	0.9946	0.9946	0.9917
S1	0.9756	0.9756	0.9846	0.9697
S2	0.9637	0.9637	0.9817
S3	0.9328	0.9447	0.9789
S4	0.9019	0.9138	0.9704

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9948	0.9736	0.0212	2.1%	0.0117	1.2%	80%	True	False	104,652
10	1.0168	0.9736	0.0432	4.4%	0.0110	1.1%	39%	False	False	92,026
20	1.0168	0.9725	0.0443	4.5%	0.0098	1.0%	41%	False	False	70,672
40	1.0168	0.9415	0.0753	7.6%	0.0113	1.1%	65%	False	False	46,529
60	1.0168	0.9415	0.0753	7.6%	0.0118	1.2%	65%	False	False	31,113
80	1.0168	0.9264	0.0904	9.1%	0.0114	1.1%	71%	False	False	23,352

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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0386
2.618	1.0218
1.618	1.0115
1.000	1.0051
0.618	1.0012
HIGH	0.9948
0.618	0.9909
0.500	0.9897
0.382	0.9884
LOW	0.9845
0.618	0.9781
1.000	0.9742
1.618	0.9678
2.618	0.9575
4.250	0.9407

Fisher Pivots for day following 13-Jan-2011
Pivot	1 day	3 day
R1	0.9902	0.9884
PP	0.9899	0.9863
S1	0.9897	0.9842

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

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