CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	0.8265	0.8332	0.0067	0.8%	0.8364
High	0.8367	0.8423	0.0056	0.7%	0.8463
Low	0.8232	0.8312	0.0080	1.0%	0.8229
Close	0.8352	0.8382	0.0030	0.4%	0.8400
Range	0.0135	0.0111	-0.0024	-17.8%	0.0234
ATR	0.0132	0.0131	-0.0002	-1.1%	0.0000
Volume	126,706	108,727	-17,979	-14.2%	395,219

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8705	0.8655	0.8443
R3	0.8594	0.8544	0.8413
R2	0.8483	0.8483	0.8402
R1	0.8433	0.8433	0.8392	0.8458
PP	0.8372	0.8372	0.8372	0.8385
S1	0.8322	0.8322	0.8372	0.8347
S2	0.8261	0.8261	0.8362
S3	0.8150	0.8211	0.8351
S4	0.8039	0.8100	0.8321

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	0.8232	0.0231	2.8%	0.0134	1.6%	65%	False	False	97,637
10	0.8463	0.8201	0.0262	3.1%	0.0135	1.6%	69%	False	False	84,796
20	0.8463	0.8136	0.0327	3.9%	0.0132	1.6%	75%	False	False	83,033
40	0.8463	0.7663	0.0800	9.5%	0.0124	1.5%	90%	False	False	76,659
60	0.8463	0.7663	0.0800	9.5%	0.0131	1.6%	90%	False	False	74,070
80	0.8463	0.7395	0.1068	12.7%	0.0137	1.6%	92%	False	False	56,817
100	0.8463	0.6904	0.1559	18.6%	0.0127	1.5%	95%	False	False	45,465

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	0.8895
2.618	0.8714
1.618	0.8603
1.000	0.8534
0.618	0.8492
HIGH	0.8423
0.618	0.8381
0.500	0.8368
0.382	0.8354
LOW	0.8312
0.618	0.8243
1.000	0.8201
1.618	0.8132
2.618	0.8021
4.250	0.7840

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	0.8377	0.8367
PP	0.8372	0.8352
S1	0.8368	0.8337

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

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