CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 01-Sep-2009

Day Change Summary
	Previous	Current
	31-Aug-2009	01-Sep-2009	Change	Change %	Previous Week
Open	0.8410	0.8433	0.0023	0.3%	0.8364
High	0.8453	0.8442	-0.0011	-0.1%	0.8463
Low	0.8330	0.8235	-0.0095	-1.1%	0.8229
Close	0.8424	0.8260	-0.0164	-1.9%	0.8400
Range	0.0123	0.0207	0.0084	68.3%	0.0234
ATR	0.0126	0.0132	0.0006	4.6%	0.0000
Volume	82,325	77,150	-5,175	-6.3%	395,219

Daily Pivots for day following 01-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8933	0.8804	0.8374
R3	0.8726	0.8597	0.8317
R2	0.8519	0.8519	0.8298
R1	0.8390	0.8390	0.8279	0.8351
PP	0.8312	0.8312	0.8312	0.8293
S1	0.8183	0.8183	0.8241	0.8144
S2	0.8105	0.8105	0.8222
S3	0.7898	0.7976	0.8203
S4	0.7691	0.7769	0.8146

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%	0.0148	1.8%	13%	False	False	82,195
10	0.8463	0.8159	0.0304	3.7%	0.0131	1.6%	33%	False	False	76,321
20	0.8463	0.8136	0.0327	4.0%	0.0130	1.6%	38%	False	False	78,199
40	0.8463	0.7663	0.0800	9.7%	0.0125	1.5%	75%	False	False	75,066
60	0.8463	0.7663	0.0800	9.7%	0.0133	1.6%	75%	False	False	71,141
80	0.8463	0.7395	0.1068	12.9%	0.0137	1.7%	81%	False	False	53,877
100	0.8463	0.6904	0.1559	18.9%	0.0126	1.5%	87%	False	False	43,111

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 51 trading days

Fibonacci Retracements and Extensions
4.250	0.9322
2.618	0.8984
1.618	0.8777
1.000	0.8649
0.618	0.8570
HIGH	0.8442
0.618	0.8363
0.500	0.8339
0.382	0.8314
LOW	0.8235
0.618	0.8107
1.000	0.8028
1.618	0.7900
2.618	0.7693
4.250	0.7355

Fisher Pivots for day following 01-Sep-2009
Pivot	1 day	3 day
R1	0.8339	0.8349
PP	0.8312	0.8319
S1	0.8286	0.8290

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

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