CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 17-Aug-2009

Day Change Summary
	Previous	Current
	14-Aug-2009	17-Aug-2009	Change	Change %	Previous Week
Open	0.8401	0.8283	-0.0118	-1.4%	0.8323
High	0.8460	0.8297	-0.0163	-1.9%	0.8460
Low	0.8256	0.8136	-0.0120	-1.5%	0.8160
Close	0.8265	0.8205	-0.0060	-0.7%	0.8265
Range	0.0204	0.0161	-0.0043	-21.1%	0.0300
ATR	0.0131	0.0133	0.0002	1.6%	0.0000
Volume	81,586	79,019	-2,567	-3.1%	423,156

Daily Pivots for day following 17-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8696	0.8611	0.8294
R3	0.8535	0.8450	0.8249
R2	0.8374	0.8374	0.8235
R1	0.8289	0.8289	0.8220	0.8251
PP	0.8213	0.8213	0.8213	0.8194
S1	0.8128	0.8128	0.8190	0.8090
S2	0.8052	0.8052	0.8175
S3	0.7891	0.7967	0.8161
S4	0.7730	0.7806	0.8116

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	0.8136	0.0324	3.9%	0.0159	1.9%	21%	False	True	81,747
10	0.8460	0.8136	0.0324	3.9%	0.0129	1.6%	21%	False	True	78,573
20	0.8460	0.8055	0.0405	4.9%	0.0123	1.5%	37%	False	False	76,334
40	0.8460	0.7663	0.0797	9.7%	0.0124	1.5%	68%	False	False	72,711
60	0.8460	0.7663	0.0797	9.7%	0.0142	1.7%	68%	False	False	57,589
80	0.8460	0.6947	0.1513	18.4%	0.0131	1.6%	83%	False	False	43,224

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	0.0034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8981
2.618	0.8718
1.618	0.8557
1.000	0.8458
0.618	0.8396
HIGH	0.8297
0.618	0.8235
0.500	0.8217
0.382	0.8198
LOW	0.8136
0.618	0.8037
1.000	0.7975
1.618	0.7876
2.618	0.7715
4.250	0.7452

Fisher Pivots for day following 17-Aug-2009
Pivot	1 day	3 day
R1	0.8217	0.8298
PP	0.8213	0.8267
S1	0.8209	0.8236

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

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