CME Australian Dollar Future December 2011

Trading Metrics calculated at close of trading on 24-Aug-2011

Day Change Summary
	Previous	Current
	23-Aug-2011	24-Aug-2011	Change	Change %	Previous Week
Open	1.0258	1.0380	0.0122	1.2%	1.0253
High	1.0395	1.0380	-0.0015	-0.1%	1.0444
Low	1.0258	1.0320	0.0062	0.6%	1.0186
Close	1.0363	1.0323	-0.0040	-0.4%	1.0249
Range	0.0137	0.0060	-0.0077	-56.2%	0.0258
ATR	0.0149	0.0143	-0.0006	-4.3%	0.0000
Volume	228	248	20	8.8%	478

Daily Pivots for day following 24-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0521	1.0482	1.0356
R3	1.0461	1.0422	1.0340
R2	1.0401	1.0401	1.0334
R1	1.0362	1.0362	1.0329	1.0352
PP	1.0341	1.0341	1.0341	1.0336
S1	1.0302	1.0302	1.0318	1.0292
S2	1.0281	1.0281	1.0312
S3	1.0221	1.0242	1.0307
S4	1.0161	1.0182	1.0290

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1067	1.0916	1.0391
R3	1.0809	1.0658	1.0320
R2	1.0551	1.0551	1.0296
R1	1.0400	1.0400	1.0273	1.0347
PP	1.0293	1.0293	1.0293	1.0266
S1	1.0142	1.0142	1.0225	1.0089
S2	1.0035	1.0035	1.0202
S3	0.9777	0.9884	1.0178
S4	0.9519	0.9626	1.0107

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0395	1.0186	0.0209	2.0%	0.0118	1.1%	66%	False	False	157
10	1.0444	0.9962	0.0482	4.7%	0.0121	1.2%	75%	False	False	137
20	1.0875	0.9795	0.1080	10.5%	0.0153	1.5%	49%	False	False	200
40	1.0875	0.9795	0.1080	10.5%	0.0120	1.2%	49%	False	False	145
60	1.0875	0.9795	0.1080	10.5%	0.0097	0.9%	49%	False	False	111
80	1.0875	0.9795	0.1080	10.5%	0.0074	0.7%	49%	False	False	86
100	1.0875	0.9795	0.1080	10.5%	0.0059	0.6%	49%	False	False	69
120	1.0875	0.9483	0.1392	13.5%	0.0050	0.5%	60%	False	False	58

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1.0635
2.618	1.0537
1.618	1.0477
1.000	1.0440
0.618	1.0417
HIGH	1.0380
0.618	1.0357
0.500	1.0350
0.382	1.0343
LOW	1.0320
0.618	1.0283
1.000	1.0260
1.618	1.0223
2.618	1.0163
4.250	1.0065

Fisher Pivots for day following 24-Aug-2011
Pivot	1 day	3 day
R1	1.0350	1.0318
PP	1.0341	1.0312
S1	1.0332	1.0307

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

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