CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 14-Aug-2009

Day Change Summary
	Previous	Current
	13-Aug-2009	14-Aug-2009	Change	Change %	Previous Week
Open	0.8325	0.8401	0.0076	0.9%	0.8323
High	0.8436	0.8460	0.0024	0.3%	0.8460
Low	0.8311	0.8256	-0.0055	-0.7%	0.8160
Close	0.8385	0.8265	-0.0120	-1.4%	0.8265
Range	0.0125	0.0204	0.0079	63.2%	0.0300
ATR	0.0125	0.0131	0.0006	4.5%	0.0000
Volume	106,832	81,586	-25,246	-23.6%	423,156

Daily Pivots for day following 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8939	0.8806	0.8377
R3	0.8735	0.8602	0.8321
R2	0.8531	0.8531	0.8302
R1	0.8398	0.8398	0.8284	0.8363
PP	0.8327	0.8327	0.8327	0.8309
S1	0.8194	0.8194	0.8246	0.8159
S2	0.8123	0.8123	0.8228
S3	0.7919	0.7990	0.8209
S4	0.7715	0.7786	0.8153

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9195	0.9030	0.8430
R3	0.8895	0.8730	0.8348
R2	0.8595	0.8595	0.8320
R1	0.8430	0.8430	0.8293	0.8363
PP	0.8295	0.8295	0.8295	0.8261
S1	0.8130	0.8130	0.8238	0.8063
S2	0.7995	0.7995	0.8210
S3	0.7695	0.7830	0.8183
S4	0.7395	0.7530	0.8100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8460	0.8160	0.0300	3.6%	0.0148	1.8%	35%	True	False	84,631
10	0.8460	0.8160	0.0300	3.6%	0.0123	1.5%	35%	True	False	79,831
20	0.8460	0.7990	0.0470	5.7%	0.0123	1.5%	59%	True	False	74,779
40	0.8460	0.7663	0.0797	9.6%	0.0126	1.5%	76%	True	False	72,144
60	0.8460	0.7663	0.0797	9.6%	0.0141	1.7%	76%	True	False	56,274
80	0.8460	0.6947	0.1513	18.3%	0.0130	1.6%	87%	True	False	42,238

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0034
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	0.9327
2.618	0.8994
1.618	0.8790
1.000	0.8664
0.618	0.8586
HIGH	0.8460
0.618	0.8382
0.500	0.8358
0.382	0.8334
LOW	0.8256
0.618	0.8130
1.000	0.8052
1.618	0.7926
2.618	0.7722
4.250	0.7389

Fisher Pivots for day following 14-Aug-2009
Pivot	1 day	3 day
R1	0.8358	0.8310
PP	0.8327	0.8295
S1	0.8296	0.8280

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

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