CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 04-Sep-2009

Day Change Summary
	Previous	Current
	03-Sep-2009	04-Sep-2009	Change	Change %	Previous Week
Open	0.8332	0.8392	0.0060	0.7%	0.8410
High	0.8423	0.8532	0.0109	1.3%	0.8532
Low	0.8312	0.8374	0.0062	0.7%	0.8232
Close	0.8382	0.8512	0.0130	1.6%	0.8512
Range	0.0111	0.0158	0.0047	42.3%	0.0300
ATR	0.0131	0.0133	0.0002	1.5%	0.0000
Volume	108,727	79,396	-29,331	-27.0%	474,304

Daily Pivots for day following 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8947	0.8887	0.8599
R3	0.8789	0.8729	0.8555
R2	0.8631	0.8631	0.8541
R1	0.8571	0.8571	0.8526	0.8601
PP	0.8473	0.8473	0.8473	0.8488
S1	0.8413	0.8413	0.8498	0.8443
S2	0.8315	0.8315	0.8483
S3	0.8157	0.8255	0.8469
S4	0.7999	0.8097	0.8425

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9325	0.9219	0.8677
R3	0.9025	0.8919	0.8595
R2	0.8725	0.8725	0.8567
R1	0.8619	0.8619	0.8540	0.8672
PP	0.8425	0.8425	0.8425	0.8452
S1	0.8319	0.8319	0.8485	0.8372
S2	0.8125	0.8125	0.8457
S3	0.7825	0.8019	0.8430
S4	0.7525	0.7719	0.8347

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8532	0.8232	0.0300	3.5%	0.0147	1.7%	93%	True	False	94,860
10	0.8532	0.8229	0.0303	3.6%	0.0133	1.6%	93%	True	False	86,952
20	0.8532	0.8136	0.0396	4.7%	0.0135	1.6%	95%	True	False	83,489
40	0.8532	0.7663	0.0869	10.2%	0.0126	1.5%	98%	True	False	77,043
60	0.8532	0.7663	0.0869	10.2%	0.0131	1.5%	98%	True	False	74,349
80	0.8532	0.7395	0.1137	13.4%	0.0137	1.6%	98%	True	False	57,809
100	0.8532	0.6904	0.1628	19.1%	0.0127	1.5%	99%	True	False	46,258

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	0.0029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9204
2.618	0.8946
1.618	0.8788
1.000	0.8690
0.618	0.8630
HIGH	0.8532
0.618	0.8472
0.500	0.8453
0.382	0.8434
LOW	0.8374
0.618	0.8276
1.000	0.8216
1.618	0.8118
2.618	0.7960
4.250	0.7703

Fisher Pivots for day following 04-Sep-2009
Pivot	1 day	3 day
R1	0.8492	0.8469
PP	0.8473	0.8425
S1	0.8453	0.8382

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

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