CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 25-Aug-2009

Day Change Summary
	Previous	Current
	24-Aug-2009	25-Aug-2009	Change	Change %	Previous Week
Open	0.8364	0.8365	0.0001	0.0%	0.8283
High	0.8416	0.8422	0.0006	0.1%	0.8383
Low	0.8328	0.8325	-0.0003	0.0%	0.8136
Close	0.8370	0.8349	-0.0021	-0.3%	0.8328
Range	0.0088	0.0097	0.0009	10.2%	0.0247
ATR	0.0126	0.0124	-0.0002	-1.7%	0.0000
Volume	79,670	64,049	-15,621	-19.6%	377,105

Daily Pivots for day following 25-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8656	0.8600	0.8402
R3	0.8559	0.8503	0.8376
R2	0.8462	0.8462	0.8367
R1	0.8406	0.8406	0.8358	0.8386
PP	0.8365	0.8365	0.8365	0.8355
S1	0.8309	0.8309	0.8340	0.8289
S2	0.8268	0.8268	0.8331
S3	0.8171	0.8212	0.8322
S4	0.8074	0.8115	0.8296

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9023	0.8923	0.8464
R3	0.8776	0.8676	0.8396
R2	0.8529	0.8529	0.8373
R1	0.8429	0.8429	0.8351	0.8479
PP	0.8282	0.8282	0.8282	0.8308
S1	0.8182	0.8182	0.8305	0.8232
S2	0.8035	0.8035	0.8283
S3	0.7788	0.7935	0.8260
S4	0.7541	0.7688	0.8192

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8422	0.8159	0.0263	3.2%	0.0114	1.4%	72%	True	False	70,448
10	0.8460	0.8136	0.0324	3.9%	0.0133	1.6%	66%	False	False	78,908
20	0.8460	0.8097	0.0363	4.3%	0.0123	1.5%	69%	False	False	78,927
40	0.8460	0.7663	0.0797	9.5%	0.0122	1.5%	86%	False	False	73,487
60	0.8460	0.7663	0.0797	9.5%	0.0139	1.7%	86%	False	False	64,904
80	0.8460	0.7298	0.1162	13.9%	0.0133	1.6%	90%	False	False	48,743
100	0.8460	0.6904	0.1556	18.6%	0.0120	1.4%	93%	False	False	39,002

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8834
2.618	0.8676
1.618	0.8579
1.000	0.8519
0.618	0.8482
HIGH	0.8422
0.618	0.8385
0.500	0.8374
0.382	0.8362
LOW	0.8325
0.618	0.8265
1.000	0.8228
1.618	0.8168
2.618	0.8071
4.250	0.7913

Fisher Pivots for day following 25-Aug-2009
Pivot	1 day	3 day
R1	0.8374	0.8337
PP	0.8365	0.8324
S1	0.8357	0.8312

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

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