CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 10-Sep-2009

Day Change Summary
	Previous	Current
	09-Sep-2009	10-Sep-2009	Change	Change %	Previous Week
Open	0.8613	0.8623	0.0010	0.1%	0.8410
High	0.8666	0.8645	-0.0021	-0.2%	0.8532
Low	0.8562	0.8543	-0.0019	-0.2%	0.8232
Close	0.8608	0.8628	0.0020	0.2%	0.8512
Range	0.0104	0.0102	-0.0002	-1.9%	0.0300
ATR	0.0132	0.0130	-0.0002	-1.6%	0.0000
Volume	110,194	79,889	-30,305	-27.5%	474,304

Daily Pivots for day following 10-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8911	0.8872	0.8684
R3	0.8809	0.8770	0.8656
R2	0.8707	0.8707	0.8647
R1	0.8668	0.8668	0.8637	0.8688
PP	0.8605	0.8605	0.8605	0.8615
S1	0.8566	0.8566	0.8619	0.8586
S2	0.8503	0.8503	0.8609
S3	0.8401	0.8464	0.8600
S4	0.8299	0.8362	0.8572

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	0.8312	0.0354	4.1%	0.0125	1.4%	89%	False	False	94,372
10	0.8666	0.8229	0.0437	5.1%	0.0136	1.6%	91%	False	False	93,860
20	0.8666	0.8136	0.0530	6.1%	0.0132	1.5%	93%	False	False	85,939
40	0.8666	0.7926	0.0740	8.6%	0.0124	1.4%	95%	False	False	79,254
60	0.8666	0.7663	0.1003	11.6%	0.0127	1.5%	96%	False	False	75,954
80	0.8666	0.7618	0.1048	12.1%	0.0137	1.6%	96%	False	False	61,347
100	0.8666	0.6947	0.1719	19.9%	0.0128	1.5%	98%	False	False	49,094

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9079
2.618	0.8912
1.618	0.8810
1.000	0.8747
0.618	0.8708
HIGH	0.8645
0.618	0.8606
0.500	0.8594
0.382	0.8582
LOW	0.8543
0.618	0.8480
1.000	0.8441
1.618	0.8378
2.618	0.8276
4.250	0.8110

Fisher Pivots for day following 10-Sep-2009
Pivot	1 day	3 day
R1	0.8617	0.8614
PP	0.8605	0.8600
S1	0.8594	0.8587

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

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