CME Australian Dollar Future March 2011

Trading Metrics calculated at close of trading on 02-Feb-2011

Day Change Summary
	Previous	Current
	01-Feb-2011	02-Feb-2011	Change	Change %	Previous Week
Open	0.9912	1.0054	0.0142	1.4%	0.9827
High	1.0097	1.0084	-0.0013	-0.1%	0.9963
Low	0.9912	1.0006	0.0094	0.9%	0.9804
Close	1.0070	1.0034	-0.0036	-0.4%	0.9885
Range	0.0185	0.0078	-0.0107	-57.8%	0.0159
ATR	0.0120	0.0117	-0.0003	-2.5%	0.0000
Volume	114,387	70,404	-43,983	-38.5%	492,717

Daily Pivots for day following 02-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0275	1.0233	1.0077
R3	1.0197	1.0155	1.0055
R2	1.0119	1.0119	1.0048
R1	1.0077	1.0077	1.0041	1.0059
PP	1.0041	1.0041	1.0041	1.0033
S1	0.9999	0.9999	1.0027	0.9981
S2	0.9963	0.9963	1.0020
S3	0.9885	0.9921	1.0013
S4	0.9807	0.9843	0.9991

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	1.0097	0.9812	0.0285	2.8%	0.0124	1.2%	78%	False	False	98,336
10	1.0097	0.9769	0.0328	3.3%	0.0119	1.2%	81%	False	False	97,973
20	1.0097	0.9736	0.0361	3.6%	0.0118	1.2%	83%	False	False	95,457
40	1.0168	0.9635	0.0533	5.3%	0.0109	1.1%	75%	False	False	75,086
60	1.0168	0.9415	0.0753	7.5%	0.0117	1.2%	82%	False	False	50,671
80	1.0168	0.9415	0.0753	7.5%	0.0118	1.2%	82%	False	False	38,044
100	1.0168	0.9110	0.1058	10.5%	0.0111	1.1%	87%	False	False	30,446

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0416
2.618	1.0288
1.618	1.0210
1.000	1.0162
0.618	1.0132
HIGH	1.0084
0.618	1.0054
0.500	1.0045
0.382	1.0036
LOW	1.0006
0.618	0.9958
1.000	0.9928
1.618	0.9880
2.618	0.9802
4.250	0.9675

Fisher Pivots for day following 02-Feb-2011
Pivot	1 day	3 day
R1	1.0045	1.0008
PP	1.0041	0.9981
S1	1.0038	0.9955

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

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