CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 13-Aug-2009

Day Change Summary
	Previous	Current
	12-Aug-2009	13-Aug-2009	Change	Change %	Previous Week
Open	0.8274	0.8325	0.0051	0.6%	0.8327
High	0.8353	0.8436	0.0083	1.0%	0.8446
Low	0.8160	0.8311	0.0151	1.9%	0.8315
Close	0.8341	0.8385	0.0044	0.5%	0.8344
Range	0.0193	0.0125	-0.0068	-35.2%	0.0131
ATR	0.0125	0.0125	0.0000	0.0%	0.0000
Volume	79,845	106,832	26,987	33.8%	375,163

Daily Pivots for day following 13-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8752	0.8694	0.8454
R3	0.8627	0.8569	0.8419
R2	0.8502	0.8502	0.8408
R1	0.8444	0.8444	0.8396	0.8473
PP	0.8377	0.8377	0.8377	0.8392
S1	0.8319	0.8319	0.8374	0.8348
S2	0.8252	0.8252	0.8362
S3	0.8127	0.8194	0.8351
S4	0.8002	0.8069	0.8316

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8761	0.8684	0.8416
R3	0.8630	0.8553	0.8380
R2	0.8499	0.8499	0.8368
R1	0.8422	0.8422	0.8356	0.8461
PP	0.8368	0.8368	0.8368	0.8388
S1	0.8291	0.8291	0.8332	0.8330
S2	0.8237	0.8237	0.8320
S3	0.8106	0.8160	0.8308
S4	0.7975	0.8029	0.8272

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8436	0.8160	0.0276	3.3%	0.0129	1.5%	82%	True	False	82,369
10	0.8446	0.8160	0.0286	3.4%	0.0115	1.4%	79%	False	False	79,500
20	0.8446	0.7935	0.0511	6.1%	0.0117	1.4%	88%	False	False	74,010
40	0.8446	0.7663	0.0783	9.3%	0.0124	1.5%	92%	False	False	71,736
60	0.8446	0.7618	0.0828	9.9%	0.0139	1.7%	93%	False	False	54,918
80	0.8446	0.6947	0.1499	17.9%	0.0128	1.5%	96%	False	False	41,218

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	0.0029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8967
2.618	0.8763
1.618	0.8638
1.000	0.8561
0.618	0.8513
HIGH	0.8436
0.618	0.8388
0.500	0.8374
0.382	0.8359
LOW	0.8311
0.618	0.8234
1.000	0.8186
1.618	0.8109
2.618	0.7984
4.250	0.7780

Fisher Pivots for day following 13-Aug-2009
Pivot	1 day	3 day
R1	0.8381	0.8356
PP	0.8377	0.8327
S1	0.8374	0.8298

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

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