CME Australian Dollar Future March 2011

Trading Metrics calculated at close of trading on 28-Jan-2011

Day Change Summary
	Previous	Current
	27-Jan-2011	28-Jan-2011	Change	Change %	Previous Week
Open	0.9922	0.9864	-0.0058	-0.6%	0.9827
High	0.9947	0.9935	-0.0012	-0.1%	0.9963
Low	0.9820	0.9830	0.0010	0.1%	0.9804
Close	0.9873	0.9885	0.0012	0.1%	0.9885
Range	0.0127	0.0105	-0.0022	-17.3%	0.0159
ATR	0.0115	0.0114	-0.0001	-0.6%	0.0000
Volume	107,498	112,355	4,857	4.5%	492,717

Daily Pivots for day following 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0198	1.0147	0.9943
R3	1.0093	1.0042	0.9914
R2	0.9988	0.9988	0.9904
R1	0.9937	0.9937	0.9895	0.9963
PP	0.9883	0.9883	0.9883	0.9896
S1	0.9832	0.9832	0.9875	0.9858
S2	0.9778	0.9778	0.9866
S3	0.9673	0.9727	0.9856
S4	0.9568	0.9622	0.9827

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0361	1.0282	0.9972
R3	1.0202	1.0123	0.9929
R2	1.0043	1.0043	0.9914
R1	0.9964	0.9964	0.9900	1.0004
PP	0.9884	0.9884	0.9884	0.9904
S1	0.9805	0.9805	0.9870	0.9845
S2	0.9725	0.9725	0.9856
S3	0.9566	0.9646	0.9841
S4	0.9407	0.9487	0.9798

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9963	0.9804	0.0159	1.6%	0.0113	1.1%	51%	False	False	98,543
10	1.0009	0.9769	0.0240	2.4%	0.0119	1.2%	48%	False	False	90,443
20	1.0168	0.9736	0.0432	4.4%	0.0115	1.2%	34%	False	False	91,235
40	1.0168	0.9507	0.0661	6.7%	0.0110	1.1%	57%	False	False	68,890
60	1.0168	0.9415	0.0753	7.6%	0.0117	1.2%	62%	False	False	46,153
80	1.0168	0.9415	0.0753	7.6%	0.0118	1.2%	62%	False	False	34,653
100	1.0168	0.8976	0.1192	12.1%	0.0108	1.1%	76%	False	False	27,728

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0381
2.618	1.0210
1.618	1.0105
1.000	1.0040
0.618	1.0000
HIGH	0.9935
0.618	0.9895
0.500	0.9883
0.382	0.9870
LOW	0.9830
0.618	0.9765
1.000	0.9725
1.618	0.9660
2.618	0.9555
4.250	0.9384

Fisher Pivots for day following 28-Jan-2011
Pivot	1 day	3 day
R1	0.9884	0.9885
PP	0.9883	0.9884
S1	0.9883	0.9884

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

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