CME Australian Dollar Future June 2011

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

Day Change Summary
	Previous	Current
	25-Feb-2011	28-Feb-2011	Change	Change %	Previous Week
Open	0.9976	1.0013	0.0037	0.4%	0.9995
High	1.0050	1.0059	0.0009	0.1%	1.0050
Low	0.9969	0.9990	0.0021	0.2%	0.9834
Close	1.0043	1.0058	0.0015	0.1%	1.0043
Range	0.0081	0.0069	-0.0012	-14.8%	0.0216
ATR	0.0092	0.0090	-0.0002	-1.8%	0.0000
Volume	404	389	-15	-3.7%	1,776

Daily Pivots for day following 28-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0243	1.0219	1.0096
R3	1.0174	1.0150	1.0077
R2	1.0105	1.0105	1.0071
R1	1.0081	1.0081	1.0064	1.0093
PP	1.0036	1.0036	1.0036	1.0042
S1	1.0012	1.0012	1.0052	1.0024
S2	0.9967	0.9967	1.0045
S3	0.9898	0.9943	1.0039
S4	0.9829	0.9874	1.0020

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0624	1.0549	1.0162
R3	1.0408	1.0333	1.0102
R2	1.0192	1.0192	1.0083
R1	1.0117	1.0117	1.0063	1.0155
PP	0.9976	0.9976	0.9976	0.9994
S1	0.9901	0.9901	1.0023	0.9939
S2	0.9760	0.9760	1.0003
S3	0.9544	0.9685	0.9984
S4	0.9328	0.9469	0.9924

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0059	0.9834	0.0225	2.2%	0.0100	1.0%	100%	True	False	433
10	1.0059	0.9800	0.0259	2.6%	0.0090	0.9%	100%	True	False	325
20	1.0059	0.9699	0.0360	3.6%	0.0087	0.9%	100%	True	False	236
40	1.0059	0.9625	0.0434	4.3%	0.0088	0.9%	100%	True	False	163

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0352
2.618	1.0240
1.618	1.0171
1.000	1.0128
0.618	1.0102
HIGH	1.0059
0.618	1.0033
0.500	1.0025
0.382	1.0016
LOW	0.9990
0.618	0.9947
1.000	0.9921
1.618	0.9878
2.618	0.9809
4.250	0.9697

Fisher Pivots for day following 28-Feb-2011
Pivot	1 day	3 day
R1	1.0047	1.0027
PP	1.0036	0.9996
S1	1.0025	0.9965

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

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