CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	0.8248	0.8284	0.0036	0.4%	0.8323
High	0.8298	0.8319	0.0021	0.3%	0.8460
Low	0.8159	0.8256	0.0097	1.2%	0.8160
Close	0.8270	0.8295	0.0025	0.3%	0.8265
Range	0.0139	0.0063	-0.0076	-54.7%	0.0300
ATR	0.0130	0.0125	-0.0005	-3.7%	0.0000
Volume	65,171	85,511	20,340	31.2%	423,156

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8479	0.8450	0.8330
R3	0.8416	0.8387	0.8312
R2	0.8353	0.8353	0.8307
R1	0.8324	0.8324	0.8301	0.8339
PP	0.8290	0.8290	0.8290	0.8297
S1	0.8261	0.8261	0.8289	0.8276
S2	0.8227	0.8227	0.8283
S3	0.8164	0.8198	0.8278
S4	0.8101	0.8135	0.8260

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%	0.0130	1.6%	49%	False	False	80,170
10	0.8460	0.8136	0.0324	3.9%	0.0129	1.6%	49%	False	False	81,269
20	0.8460	0.8094	0.0366	4.4%	0.0121	1.5%	55%	False	False	78,478
40	0.8460	0.7663	0.0797	9.6%	0.0120	1.4%	79%	False	False	72,953
60	0.8460	0.7663	0.0797	9.6%	0.0141	1.7%	79%	False	False	61,582
80	0.8460	0.7204	0.1256	15.1%	0.0131	1.6%	87%	False	False	46,224

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 39 trading days

Fibonacci Retracements and Extensions
4.250	0.8587
2.618	0.8484
1.618	0.8421
1.000	0.8382
0.618	0.8358
HIGH	0.8319
0.618	0.8295
0.500	0.8288
0.382	0.8280
LOW	0.8256
0.618	0.8217
1.000	0.8193
1.618	0.8154
2.618	0.8091
4.250	0.7988

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	0.8293	0.8276
PP	0.8290	0.8258
S1	0.8288	0.8239

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

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