CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 18-Aug-2009

Day Change Summary
	Previous	Current
	17-Aug-2009	18-Aug-2009	Change	Change %	Previous Week
Open	0.8283	0.8193	-0.0090	-1.1%	0.8323
High	0.8297	0.8259	-0.0038	-0.5%	0.8460
Low	0.8136	0.8178	0.0042	0.5%	0.8160
Close	0.8205	0.8246	0.0041	0.5%	0.8265
Range	0.0161	0.0081	-0.0080	-49.7%	0.0300
ATR	0.0133	0.0129	-0.0004	-2.8%	0.0000
Volume	79,019	89,565	10,546	13.3%	423,156

Daily Pivots for day following 18-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8471	0.8439	0.8291
R3	0.8390	0.8358	0.8268
R2	0.8309	0.8309	0.8261
R1	0.8277	0.8277	0.8253	0.8293
PP	0.8228	0.8228	0.8228	0.8236
S1	0.8196	0.8196	0.8239	0.8212
S2	0.8147	0.8147	0.8231
S3	0.8066	0.8115	0.8224
S4	0.7985	0.8034	0.8201

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%	0.0153	1.9%	34%	False	False	87,369
10	0.8460	0.8136	0.0324	3.9%	0.0128	1.6%	34%	False	False	80,077
20	0.8460	0.8066	0.0394	4.8%	0.0122	1.5%	46%	False	False	77,819
40	0.8460	0.7663	0.0797	9.7%	0.0121	1.5%	73%	False	False	73,164
60	0.8460	0.7663	0.0797	9.7%	0.0141	1.7%	73%	False	False	59,079
80	0.8460	0.6947	0.1513	18.3%	0.0132	1.6%	86%	False	False	44,341

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	0.0032
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.8603
2.618	0.8471
1.618	0.8390
1.000	0.8340
0.618	0.8309
HIGH	0.8259
0.618	0.8228
0.500	0.8219
0.382	0.8209
LOW	0.8178
0.618	0.8128
1.000	0.8097
1.618	0.8047
2.618	0.7966
4.250	0.7834

Fisher Pivots for day following 18-Aug-2009
Pivot	1 day	3 day
R1	0.8237	0.8298
PP	0.8228	0.8281
S1	0.8219	0.8263

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

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