CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 14-Sep-2009

Day Change Summary
	Previous	Current
	11-Sep-2009	14-Sep-2009	Change	Change %	Previous Week
Open	0.8635	0.8621	-0.0014	-0.2%	0.8511
High	0.8676	0.8641	-0.0035	-0.4%	0.8676
Low	0.8608	0.8543	-0.0065	-0.8%	0.8507
Close	0.8641	0.8598	-0.0043	-0.5%	0.8641
Range	0.0068	0.0098	0.0030	44.1%	0.0169
ATR	0.0125	0.0123	-0.0002	-1.5%	0.0000
Volume	59,837	17,154	-42,683	-71.3%	343,576

Daily Pivots for day following 14-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8888	0.8841	0.8652
R3	0.8790	0.8743	0.8625
R2	0.8692	0.8692	0.8616
R1	0.8645	0.8645	0.8607	0.8620
PP	0.8594	0.8594	0.8594	0.8581
S1	0.8547	0.8547	0.8589	0.8522
S2	0.8496	0.8496	0.8580
S3	0.8398	0.8449	0.8571
S4	0.8300	0.8351	0.8544

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9115	0.9047	0.8734
R3	0.8946	0.8878	0.8687
R2	0.8777	0.8777	0.8672
R1	0.8709	0.8709	0.8656	0.8743
PP	0.8608	0.8608	0.8608	0.8625
S1	0.8540	0.8540	0.8626	0.8574
S2	0.8439	0.8439	0.8610
S3	0.8270	0.8371	0.8595
S4	0.8101	0.8202	0.8548

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8676	0.8507	0.0169	2.0%	0.0104	1.2%	54%	False	False	72,146
10	0.8676	0.8232	0.0444	5.2%	0.0126	1.5%	82%	False	False	83,503
20	0.8676	0.8136	0.0540	6.3%	0.0124	1.4%	86%	False	False	80,367
40	0.8676	0.7990	0.0686	8.0%	0.0123	1.4%	89%	False	False	77,573
60	0.8676	0.7663	0.1013	11.8%	0.0125	1.5%	92%	False	False	74,885
80	0.8676	0.7663	0.1013	11.8%	0.0137	1.6%	92%	False	False	62,297
100	0.8676	0.6947	0.1729	20.1%	0.0129	1.5%	95%	False	False	49,864

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9058
2.618	0.8898
1.618	0.8800
1.000	0.8739
0.618	0.8702
HIGH	0.8641
0.618	0.8604
0.500	0.8592
0.382	0.8580
LOW	0.8543
0.618	0.8482
1.000	0.8445
1.618	0.8384
2.618	0.8286
4.250	0.8127

Fisher Pivots for day following 14-Sep-2009
Pivot	1 day	3 day
R1	0.8596	0.8610
PP	0.8594	0.8606
S1	0.8592	0.8602

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

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