CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 02-Sep-2009

Day Change Summary
	Previous	Current
	01-Sep-2009	02-Sep-2009	Change	Change %	Previous Week
Open	0.8433	0.8265	-0.0168	-2.0%	0.8364
High	0.8442	0.8367	-0.0075	-0.9%	0.8463
Low	0.8235	0.8232	-0.0003	0.0%	0.8229
Close	0.8260	0.8352	0.0092	1.1%	0.8400
Range	0.0207	0.0135	-0.0072	-34.8%	0.0234
ATR	0.0132	0.0132	0.0000	0.2%	0.0000
Volume	77,150	126,706	49,556	64.2%	395,219

Daily Pivots for day following 02-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8722	0.8672	0.8426
R3	0.8587	0.8537	0.8389
R2	0.8452	0.8452	0.8377
R1	0.8402	0.8402	0.8364	0.8427
PP	0.8317	0.8317	0.8317	0.8330
S1	0.8267	0.8267	0.8340	0.8292
S2	0.8182	0.8182	0.8327
S3	0.8047	0.8132	0.8315
S4	0.7912	0.7997	0.8278

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%	53%	False	False	93,349
10	0.8463	0.8201	0.0262	3.1%	0.0130	1.6%	58%	False	False	82,475
20	0.8463	0.8136	0.0327	3.9%	0.0132	1.6%	66%	False	False	81,141
40	0.8463	0.7663	0.0800	9.6%	0.0124	1.5%	86%	False	False	76,586
60	0.8463	0.7663	0.0800	9.6%	0.0132	1.6%	86%	False	False	72,903
80	0.8463	0.7395	0.1068	12.8%	0.0138	1.7%	90%	False	False	55,460
100	0.8463	0.6904	0.1559	18.7%	0.0127	1.5%	93%	False	False	44,378

Crabel Price Patterns
NR	True
NR4	False
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	0.0036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8941
2.618	0.8720
1.618	0.8585
1.000	0.8502
0.618	0.8450
HIGH	0.8367
0.618	0.8315
0.500	0.8300
0.382	0.8284
LOW	0.8232
0.618	0.8149
1.000	0.8097
1.618	0.8014
2.618	0.7879
4.250	0.7658

Fisher Pivots for day following 02-Sep-2009
Pivot	1 day	3 day
R1	0.8335	0.8349
PP	0.8317	0.8346
S1	0.8300	0.8343

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

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