CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 08-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	08-Sep-2009	Change	Change %	Previous Week
Open	0.8392	0.8511	0.0119	1.4%	0.8410
High	0.8532	0.8656	0.0124	1.5%	0.8532
Low	0.8374	0.8507	0.0133	1.6%	0.8232
Close	0.8512	0.8615	0.0103	1.2%	0.8512
Range	0.0158	0.0149	-0.0009	-5.7%	0.0300
ATR	0.0133	0.0134	0.0001	0.9%	0.0000
Volume	79,396	93,656	14,260	18.0%	474,304

Daily Pivots for day following 08-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9040	0.8976	0.8697
R3	0.8891	0.8827	0.8656
R2	0.8742	0.8742	0.8642
R1	0.8678	0.8678	0.8629	0.8710
PP	0.8593	0.8593	0.8593	0.8609
S1	0.8529	0.8529	0.8601	0.8561
S2	0.8444	0.8444	0.8588
S3	0.8295	0.8380	0.8574
S4	0.8146	0.8231	0.8533

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	0.8656	0.8232	0.0424	4.9%	0.0152	1.8%	90%	True	False	97,127
10	0.8656	0.8229	0.0427	5.0%	0.0139	1.6%	90%	True	False	88,350
20	0.8656	0.8136	0.0520	6.0%	0.0137	1.6%	92%	True	False	83,500
40	0.8656	0.7779	0.0877	10.2%	0.0126	1.5%	95%	True	False	77,974
60	0.8656	0.7663	0.0993	11.5%	0.0130	1.5%	96%	True	False	74,923
80	0.8656	0.7395	0.1261	14.6%	0.0138	1.6%	97%	True	False	58,978
100	0.8656	0.6904	0.1752	20.3%	0.0128	1.5%	98%	True	False	47,194

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	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9289
2.618	0.9046
1.618	0.8897
1.000	0.8805
0.618	0.8748
HIGH	0.8656
0.618	0.8599
0.500	0.8582
0.382	0.8564
LOW	0.8507
0.618	0.8415
1.000	0.8358
1.618	0.8266
2.618	0.8117
4.250	0.7874

Fisher Pivots for day following 08-Sep-2009
Pivot	1 day	3 day
R1	0.8604	0.8571
PP	0.8593	0.8528
S1	0.8582	0.8484

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

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