CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	0.8195	0.8280	0.0085	1.0%	0.8310
High	0.8303	0.8360	0.0057	0.7%	0.8399
Low	0.8174	0.8256	0.0082	1.0%	0.8180
Close	0.8290	0.8319	0.0029	0.3%	0.8336
Range	0.0129	0.0104	-0.0025	-19.4%	0.0219
ATR	0.0117	0.0116	-0.0001	-0.8%	0.0000
Volume	5,591	2,608	-2,983	-53.4%	8,054

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8624	0.8575	0.8376
R3	0.8520	0.8471	0.8348
R2	0.8416	0.8416	0.8338
R1	0.8367	0.8367	0.8329	0.8392
PP	0.8312	0.8312	0.8312	0.8324
S1	0.8263	0.8263	0.8309	0.8288
S2	0.8208	0.8208	0.8300
S3	0.8104	0.8159	0.8290
S4	0.8000	0.8055	0.8262

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8962	0.8868	0.8456
R3	0.8743	0.8649	0.8396
R2	0.8524	0.8524	0.8376
R1	0.8430	0.8430	0.8356	0.8477
PP	0.8305	0.8305	0.8305	0.8329
S1	0.8211	0.8211	0.8316	0.8258
S2	0.8086	0.8086	0.8296
S3	0.7867	0.7992	0.8276
S4	0.7648	0.7773	0.8216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8399	0.8174	0.0225	2.7%	0.0126	1.5%	64%	False	False	5,591
10	0.8399	0.8145	0.0254	3.1%	0.0125	1.5%	69%	False	False	3,258
20	0.8399	0.8080	0.0319	3.8%	0.0118	1.4%	75%	False	False	1,746
40	0.8399	0.7615	0.0784	9.4%	0.0104	1.2%	90%	False	False	918

Crabel Price Patterns
NR	True
NR4	True
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	0.0030
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8802
2.618	0.8632
1.618	0.8528
1.000	0.8464
0.618	0.8424
HIGH	0.8360
0.618	0.8320
0.500	0.8308
0.382	0.8296
LOW	0.8256
0.618	0.8192
1.000	0.8152
1.618	0.8088
2.618	0.7984
4.250	0.7814

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	0.8315	0.8304
PP	0.8312	0.8289
S1	0.8308	0.8275

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

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