CME Australian Dollar Future March 2011

Trading Metrics calculated at close of trading on 18-Jan-2011

Day Change Summary
	Previous	Current
	14-Jan-2011	18-Jan-2011	Change	Change %	Previous Week
Open	0.9917	0.9833	-0.0084	-0.8%	0.9870
High	0.9921	0.9937	0.0016	0.2%	0.9948
Low	0.9784	0.9793	0.0009	0.1%	0.9736
Close	0.9824	0.9916	0.0092	0.9%	0.9824
Range	0.0137	0.0144	0.0007	5.1%	0.0212
ATR	0.0112	0.0115	0.0002	2.0%	0.0000
Volume	99,274	0	-99,274	-100.0%	510,305

Daily Pivots for day following 18-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0314	1.0259	0.9995
R3	1.0170	1.0115	0.9956
R2	1.0026	1.0026	0.9942
R1	0.9971	0.9971	0.9929	0.9999
PP	0.9882	0.9882	0.9882	0.9896
S1	0.9827	0.9827	0.9903	0.9855
S2	0.9738	0.9738	0.9890
S3	0.9594	0.9683	0.9876
S4	0.9450	0.9539	0.9837

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0472	1.0360	0.9941
R3	1.0260	1.0148	0.9882
R2	1.0048	1.0048	0.9863
R1	0.9936	0.9936	0.9843	0.9886
PP	0.9836	0.9836	0.9836	0.9811
S1	0.9724	0.9724	0.9805	0.9674
S2	0.9624	0.9624	0.9785
S3	0.9412	0.9512	0.9766
S4	0.9200	0.9300	0.9707

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%	0.0136	1.4%	85%	False	False	84,422
10	1.0084	0.9736	0.0348	3.5%	0.0121	1.2%	52%	False	False	93,435
20	1.0168	0.9736	0.0432	4.4%	0.0104	1.0%	42%	False	False	69,130
40	1.0168	0.9415	0.0753	7.6%	0.0115	1.2%	67%	False	False	48,993
60	1.0168	0.9415	0.0753	7.6%	0.0117	1.2%	67%	False	False	32,759
80	1.0168	0.9264	0.0904	9.1%	0.0116	1.2%	72%	False	False	24,592

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0549
2.618	1.0314
1.618	1.0170
1.000	1.0081
0.618	1.0026
HIGH	0.9937
0.618	0.9882
0.500	0.9865
0.382	0.9848
LOW	0.9793
0.618	0.9704
1.000	0.9649
1.618	0.9560
2.618	0.9416
4.250	0.9181

Fisher Pivots for day following 18-Jan-2011
Pivot	1 day	3 day
R1	0.9899	0.9899
PP	0.9882	0.9883
S1	0.9865	0.9866

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

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