CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	0.8149	0.8229	0.0080	1.0%	0.8147
High	0.8264	0.8343	0.0079	1.0%	0.8343
Low	0.8120	0.8213	0.0093	1.1%	0.8097
Close	0.8246	0.8321	0.0075	0.9%	0.8321
Range	0.0144	0.0130	-0.0014	-9.7%	0.0246
ATR	0.0133	0.0133	0.0000	-0.1%	0.0000
Volume	96,400	78,269	-18,131	-18.8%	377,958

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8682	0.8632	0.8393
R3	0.8552	0.8502	0.8357
R2	0.8422	0.8422	0.8345
R1	0.8372	0.8372	0.8333	0.8397
PP	0.8292	0.8292	0.8292	0.8305
S1	0.8242	0.8242	0.8309	0.8267
S2	0.8162	0.8162	0.8297
S3	0.8032	0.8112	0.8285
S4	0.7902	0.7982	0.8250

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8992	0.8902	0.8456
R3	0.8746	0.8656	0.8389
R2	0.8500	0.8500	0.8366
R1	0.8410	0.8410	0.8344	0.8455
PP	0.8254	0.8254	0.8254	0.8276
S1	0.8164	0.8164	0.8298	0.8209
S2	0.8008	0.8008	0.8276
S3	0.7762	0.7918	0.8253
S4	0.7516	0.7672	0.8186

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8343	0.8097	0.0246	3.0%	0.0136	1.6%	91%	True	False	75,591
10	0.8343	0.7990	0.0353	4.2%	0.0123	1.5%	94%	True	False	69,726
20	0.8343	0.7663	0.0680	8.2%	0.0125	1.5%	97%	True	False	70,927
40	0.8343	0.7663	0.0680	8.2%	0.0138	1.7%	97%	True	False	64,098
60	0.8343	0.7395	0.0948	11.4%	0.0139	1.7%	98%	True	False	43,001
80	0.8343	0.6904	0.1439	17.3%	0.0124	1.5%	98%	True	False	32,262

Crabel Price Patterns
NR	True
NR4	True
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	0.0026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8896
2.618	0.8683
1.618	0.8553
1.000	0.8473
0.618	0.8423
HIGH	0.8343
0.618	0.8293
0.500	0.8278
0.382	0.8263
LOW	0.8213
0.618	0.8133
1.000	0.8083
1.618	0.8003
2.618	0.7873
4.250	0.7661

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	0.8307	0.8287
PP	0.8292	0.8254
S1	0.8278	0.8220

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

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