CME Australian Dollar Future December 2009

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

Day Change Summary
	Previous	Current
	13-Aug-2009	14-Aug-2009	Change	Change %	Previous Week
Open	0.8280	0.8380	0.0100	1.2%	0.8290
High	0.8356	0.8398	0.0042	0.5%	0.8398
Low	0.8275	0.8205	-0.0070	-0.8%	0.8105
Close	0.8323	0.8203	-0.0120	-1.4%	0.8203
Range	0.0081	0.0193	0.0112	138.3%	0.0293
ATR	0.0099	0.0106	0.0007	6.8%	0.0000
Volume	280	225	-55	-19.6%	1,069

Daily Pivots for day following 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8848	0.8718	0.8309
R3	0.8655	0.8525	0.8256
R2	0.8462	0.8462	0.8238
R1	0.8332	0.8332	0.8221	0.8301
PP	0.8269	0.8269	0.8269	0.8253
S1	0.8139	0.8139	0.8185	0.8108
S2	0.8076	0.8076	0.8168
S3	0.7883	0.7946	0.8150
S4	0.7690	0.7753	0.8097

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9114	0.8952	0.8364
R3	0.8821	0.8659	0.8284
R2	0.8528	0.8528	0.8257
R1	0.8366	0.8366	0.8230	0.8301
PP	0.8235	0.8235	0.8235	0.8203
S1	0.8073	0.8073	0.8176	0.8008
S2	0.7942	0.7942	0.8149
S3	0.7649	0.7780	0.8122
S4	0.7356	0.7487	0.8042

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8398	0.8105	0.0293	3.6%	0.0129	1.6%	33%	True	False	213
10	0.8398	0.8105	0.0293	3.6%	0.0104	1.3%	33%	True	False	155
20	0.8398	0.7960	0.0438	5.3%	0.0097	1.2%	55%	True	False	123
40	0.8398	0.7615	0.0783	9.5%	0.0086	1.0%	75%	True	False	80

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	0.9218
2.618	0.8903
1.618	0.8710
1.000	0.8591
0.618	0.8517
HIGH	0.8398
0.618	0.8324
0.500	0.8302
0.382	0.8279
LOW	0.8205
0.618	0.8086
1.000	0.8012
1.618	0.7893
2.618	0.7700
4.250	0.7385

Fisher Pivots for day following 14-Aug-2009
Pivot	1 day	3 day
R1	0.8302	0.8252
PP	0.8269	0.8235
S1	0.8236	0.8219

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

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