CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 31-Aug-2009

Day Change Summary
	Previous	Current
	28-Aug-2009	31-Aug-2009	Change	Change %	Previous Week
Open	0.8381	0.8410	0.0029	0.3%	0.8364
High	0.8463	0.8453	-0.0010	-0.1%	0.8463
Low	0.8370	0.8330	-0.0040	-0.5%	0.8229
Close	0.8400	0.8424	0.0024	0.3%	0.8400
Range	0.0093	0.0123	0.0030	32.3%	0.0234
ATR	0.0126	0.0126	0.0000	-0.2%	0.0000
Volume	93,279	82,325	-10,954	-11.7%	395,219

Daily Pivots for day following 31-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8771	0.8721	0.8492
R3	0.8648	0.8598	0.8458
R2	0.8525	0.8525	0.8447
R1	0.8475	0.8475	0.8435	0.8500
PP	0.8402	0.8402	0.8402	0.8415
S1	0.8352	0.8352	0.8413	0.8377
S2	0.8279	0.8279	0.8401
S3	0.8156	0.8229	0.8390
S4	0.8033	0.8106	0.8356

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%	0.0126	1.5%	83%	False	False	79,574
10	0.8463	0.8159	0.0304	3.6%	0.0118	1.4%	87%	False	False	77,563
20	0.8463	0.8136	0.0327	3.9%	0.0123	1.5%	88%	False	False	78,068
40	0.8463	0.7663	0.0800	9.5%	0.0124	1.5%	95%	False	False	74,880
60	0.8463	0.7663	0.0800	9.5%	0.0132	1.6%	95%	False	False	70,106
80	0.8463	0.7395	0.1068	12.7%	0.0136	1.6%	96%	False	False	52,912
100	0.8463	0.6904	0.1559	18.5%	0.0125	1.5%	97%	False	False	42,339

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8976
2.618	0.8775
1.618	0.8652
1.000	0.8576
0.618	0.8529
HIGH	0.8453
0.618	0.8406
0.500	0.8392
0.382	0.8377
LOW	0.8330
0.618	0.8254
1.000	0.8207
1.618	0.8131
2.618	0.8008
4.250	0.7807

Fisher Pivots for day following 31-Aug-2009
Pivot	1 day	3 day
R1	0.8413	0.8398
PP	0.8402	0.8372
S1	0.8392	0.8346

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

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