CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 28-Aug-2009

Day Change Summary
	Previous	Current
	27-Aug-2009	28-Aug-2009	Change	Change %	Previous Week
Open	0.8263	0.8381	0.0118	1.4%	0.8364
High	0.8409	0.8463	0.0054	0.6%	0.8463
Low	0.8229	0.8370	0.0141	1.7%	0.8229
Close	0.8394	0.8400	0.0006	0.1%	0.8400
Range	0.0180	0.0093	-0.0087	-48.3%	0.0234
ATR	0.0129	0.0126	-0.0003	-2.0%	0.0000
Volume	87,286	93,279	5,993	6.9%	395,219

Daily Pivots for day following 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8690	0.8638	0.8451
R3	0.8597	0.8545	0.8426
R2	0.8504	0.8504	0.8417
R1	0.8452	0.8452	0.8409	0.8478
PP	0.8411	0.8411	0.8411	0.8424
S1	0.8359	0.8359	0.8391	0.8385
S2	0.8318	0.8318	0.8383
S3	0.8225	0.8266	0.8374
S4	0.8132	0.8173	0.8349

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9066	0.8967	0.8529
R3	0.8832	0.8733	0.8464
R2	0.8598	0.8598	0.8443
R1	0.8499	0.8499	0.8421	0.8549
PP	0.8364	0.8364	0.8364	0.8389
S1	0.8265	0.8265	0.8379	0.8315
S2	0.8130	0.8130	0.8357
S3	0.7896	0.8031	0.8336
S4	0.7662	0.7797	0.8271

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8463	0.8229	0.0234	2.8%	0.0119	1.4%	73%	True	False	79,043
10	0.8463	0.8136	0.0327	3.9%	0.0122	1.5%	81%	True	False	77,232
20	0.8463	0.8136	0.0327	3.9%	0.0122	1.5%	81%	True	False	78,532
40	0.8463	0.7663	0.0800	9.5%	0.0123	1.5%	92%	True	False	74,729
60	0.8463	0.7663	0.0800	9.5%	0.0133	1.6%	92%	True	False	68,909
80	0.8463	0.7395	0.1068	12.7%	0.0135	1.6%	94%	True	False	51,884
100	0.8463	0.6904	0.1559	18.6%	0.0124	1.5%	96%	True	False	41,516

Crabel Price Patterns
NR	True
NR4	True
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	0.0035
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8858
2.618	0.8706
1.618	0.8613
1.000	0.8556
0.618	0.8520
HIGH	0.8463
0.618	0.8427
0.500	0.8417
0.382	0.8406
LOW	0.8370
0.618	0.8313
1.000	0.8277
1.618	0.8220
2.618	0.8127
4.250	0.7975

Fisher Pivots for day following 28-Aug-2009
Pivot	1 day	3 day
R1	0.8417	0.8382
PP	0.8411	0.8364
S1	0.8406	0.8346

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

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