CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 02-Sep-2010

Day Change Summary
	Previous	Current
	01-Sep-2010	02-Sep-2010	Change	Change %	Previous Week
Open	0.8910	0.9099	0.0189	2.1%	0.8852
High	0.9104	0.9113	0.0009	0.1%	0.8985
Low	0.8900	0.9047	0.0147	1.7%	0.8743
Close	0.9072	0.9099	0.0027	0.3%	0.8974
Range	0.0204	0.0066	-0.0138	-67.6%	0.0242
ATR	0.0125	0.0121	-0.0004	-3.4%	0.0000
Volume	113,723	69,238	-44,485	-39.1%	507,036

Daily Pivots for day following 02-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9284	0.9258	0.9135
R3	0.9218	0.9192	0.9117
R2	0.9152	0.9152	0.9111
R1	0.9126	0.9126	0.9105	0.9132
PP	0.9086	0.9086	0.9086	0.9090
S1	0.9060	0.9060	0.9093	0.9066
S2	0.9020	0.9020	0.9087
S3	0.8954	0.8994	0.9081
S4	0.8888	0.8928	0.9063

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9627	0.9542	0.9107
R3	0.9385	0.9300	0.9041
R2	0.9143	0.9143	0.9018
R1	0.9058	0.9058	0.8996	0.9101
PP	0.8901	0.8901	0.8901	0.8922
S1	0.8816	0.8816	0.8952	0.8859
S2	0.8659	0.8659	0.8930
S3	0.8417	0.8574	0.8907
S4	0.8175	0.8332	0.8841

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9113	0.8829	0.0284	3.1%	0.0128	1.4%	95%	True	False	91,196
10	0.9113	0.8743	0.0370	4.1%	0.0118	1.3%	96%	True	False	95,108
20	0.9183	0.8743	0.0440	4.8%	0.0115	1.3%	81%	False	False	94,971
40	0.9183	0.8576	0.0607	6.7%	0.0112	1.2%	86%	False	False	94,553
60	0.9183	0.8182	0.1001	11.0%	0.0123	1.4%	92%	False	False	95,869
80	0.9183	0.7970	0.1213	13.3%	0.0138	1.5%	93%	False	False	72,994
100	0.9195	0.7970	0.1225	13.5%	0.0131	1.4%	92%	False	False	58,464
120	0.9230	0.7970	0.1260	13.8%	0.0120	1.3%	90%	False	False	48,740

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0020
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.9394
2.618	0.9286
1.618	0.9220
1.000	0.9179
0.618	0.9154
HIGH	0.9113
0.618	0.9088
0.500	0.9080
0.382	0.9072
LOW	0.9047
0.618	0.9006
1.000	0.8981
1.618	0.8940
2.618	0.8874
4.250	0.8767

Fisher Pivots for day following 02-Sep-2010
Pivot	1 day	3 day
R1	0.9093	0.9059
PP	0.9086	0.9020
S1	0.9080	0.8980

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

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