CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 09-Sep-2009

Day Change Summary
	Previous	Current
	08-Sep-2009	09-Sep-2009	Change	Change %	Previous Week
Open	0.8511	0.8613	0.0102	1.2%	0.8410
High	0.8656	0.8666	0.0010	0.1%	0.8532
Low	0.8507	0.8562	0.0055	0.6%	0.8232
Close	0.8615	0.8608	-0.0007	-0.1%	0.8512
Range	0.0149	0.0104	-0.0045	-30.2%	0.0300
ATR	0.0134	0.0132	-0.0002	-1.6%	0.0000
Volume	93,656	110,194	16,538	17.7%	474,304

Daily Pivots for day following 09-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8924	0.8870	0.8665
R3	0.8820	0.8766	0.8637
R2	0.8716	0.8716	0.8627
R1	0.8662	0.8662	0.8618	0.8637
PP	0.8612	0.8612	0.8612	0.8600
S1	0.8558	0.8558	0.8598	0.8533
S2	0.8508	0.8508	0.8589
S3	0.8404	0.8454	0.8579
S4	0.8300	0.8350	0.8551

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	0.8666	0.8232	0.0434	5.0%	0.0131	1.5%	87%	True	False	103,735
10	0.8666	0.8229	0.0437	5.1%	0.0140	1.6%	87%	True	False	92,965
20	0.8666	0.8136	0.0530	6.2%	0.0136	1.6%	89%	True	False	85,937
40	0.8666	0.7890	0.0776	9.0%	0.0125	1.5%	93%	True	False	79,167
60	0.8666	0.7663	0.1003	11.7%	0.0128	1.5%	94%	True	False	75,628
80	0.8666	0.7610	0.1056	12.3%	0.0138	1.6%	95%	True	False	60,352
100	0.8666	0.6933	0.1733	20.1%	0.0128	1.5%	97%	True	False	48,296

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0027
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9108
2.618	0.8938
1.618	0.8834
1.000	0.8770
0.618	0.8730
HIGH	0.8666
0.618	0.8626
0.500	0.8614
0.382	0.8602
LOW	0.8562
0.618	0.8498
1.000	0.8458
1.618	0.8394
2.618	0.8290
4.250	0.8120

Fisher Pivots for day following 09-Sep-2009
Pivot	1 day	3 day
R1	0.8614	0.8579
PP	0.8612	0.8549
S1	0.8610	0.8520

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

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