CME Australian Dollar Future March 2011

Trading Metrics calculated at close of trading on 19-Jan-2011

Day Change Summary
	Previous	Current
	18-Jan-2011	19-Jan-2011	Change	Change %	Previous Week
Open	0.9833	0.9916	0.0083	0.8%	0.9870
High	0.9937	1.0009	0.0072	0.7%	0.9948
Low	0.9793	0.9896	0.0103	1.1%	0.9736
Close	0.9916	0.9928	0.0012	0.1%	0.9824
Range	0.0144	0.0113	-0.0031	-21.5%	0.0212
ATR	0.0115	0.0115	0.0000	-0.1%	0.0000
Volume	0	97,263	97,263		510,305

Daily Pivots for day following 19-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0283	1.0219	0.9990
R3	1.0170	1.0106	0.9959
R2	1.0057	1.0057	0.9949
R1	0.9993	0.9993	0.9938	1.0025
PP	0.9944	0.9944	0.9944	0.9961
S1	0.9880	0.9880	0.9918	0.9912
S2	0.9831	0.9831	0.9907
S3	0.9718	0.9767	0.9897
S4	0.9605	0.9654	0.9866

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	1.0009	0.9736	0.0273	2.7%	0.0131	1.3%	70%	True	False	80,576
10	1.0009	0.9736	0.0273	2.7%	0.0118	1.2%	70%	True	False	92,940
20	1.0168	0.9736	0.0432	4.4%	0.0105	1.1%	44%	False	False	71,127
40	1.0168	0.9415	0.0753	7.6%	0.0115	1.2%	68%	False	False	51,405
60	1.0168	0.9415	0.0753	7.6%	0.0118	1.2%	68%	False	False	34,377
80	1.0168	0.9360	0.0808	8.1%	0.0115	1.2%	70%	False	False	25,807

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	0.0027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0489
2.618	1.0305
1.618	1.0192
1.000	1.0122
0.618	1.0079
HIGH	1.0009
0.618	0.9966
0.500	0.9953
0.382	0.9939
LOW	0.9896
0.618	0.9826
1.000	0.9783
1.618	0.9713
2.618	0.9600
4.250	0.9416

Fisher Pivots for day following 19-Jan-2011
Pivot	1 day	3 day
R1	0.9953	0.9918
PP	0.9944	0.9907
S1	0.9936	0.9897

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

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