CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 27-Aug-2009

Day Change Summary
	Previous	Current
	26-Aug-2009	27-Aug-2009	Change	Change %	Previous Week
Open	0.8334	0.8263	-0.0071	-0.9%	0.8283
High	0.8376	0.8409	0.0033	0.4%	0.8383
Low	0.8240	0.8229	-0.0011	-0.1%	0.8136
Close	0.8266	0.8394	0.0128	1.5%	0.8328
Range	0.0136	0.0180	0.0044	32.4%	0.0247
ATR	0.0125	0.0129	0.0004	3.1%	0.0000
Volume	70,935	87,286	16,351	23.1%	377,105

Daily Pivots for day following 27-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8884	0.8819	0.8493
R3	0.8704	0.8639	0.8444
R2	0.8524	0.8524	0.8427
R1	0.8459	0.8459	0.8411	0.8492
PP	0.8344	0.8344	0.8344	0.8360
S1	0.8279	0.8279	0.8378	0.8312
S2	0.8164	0.8164	0.8361
S3	0.7984	0.8099	0.8345
S4	0.7804	0.7919	0.8295

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	0.8201	0.0221	2.6%	0.0137	1.6%	87%	False	False	71,955
10	0.8460	0.8136	0.0324	3.9%	0.0133	1.6%	80%	False	False	76,063
20	0.8460	0.8136	0.0324	3.9%	0.0124	1.5%	80%	False	False	77,781
40	0.8460	0.7663	0.0797	9.5%	0.0124	1.5%	92%	False	False	74,305
60	0.8460	0.7663	0.0797	9.5%	0.0135	1.6%	92%	False	False	67,448
80	0.8460	0.7395	0.1065	12.7%	0.0135	1.6%	94%	False	False	50,719
100	0.8460	0.6904	0.1556	18.5%	0.0123	1.5%	96%	False	False	40,584

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0040
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9174
2.618	0.8880
1.618	0.8700
1.000	0.8589
0.618	0.8520
HIGH	0.8409
0.618	0.8340
0.500	0.8319
0.382	0.8298
LOW	0.8229
0.618	0.8118
1.000	0.8049
1.618	0.7938
2.618	0.7758
4.250	0.7464

Fisher Pivots for day following 27-Aug-2009
Pivot	1 day	3 day
R1	0.8369	0.8371
PP	0.8344	0.8348
S1	0.8319	0.8326

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

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