CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 07-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	07-Sep-2009	Change	Change %	Previous Week
Open	0.8330	0.8460	0.0130	1.6%	0.8336
High	0.8466	0.8507	0.0041	0.5%	0.8466
Low	0.8312	0.8444	0.0132	1.6%	0.8174
Close	0.8448	0.8491	0.0043	0.5%	0.8448
Range	0.0154	0.0063	-0.0091	-59.1%	0.0292
ATR	0.0118	0.0114	-0.0004	-3.3%	0.0000
Volume	1,570	1,570	0	0.0%	25,979

Daily Pivots for day following 07-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8670	0.8643	0.8526
R3	0.8607	0.8580	0.8508
R2	0.8544	0.8544	0.8503
R1	0.8517	0.8517	0.8497	0.8531
PP	0.8481	0.8481	0.8481	0.8487
S1	0.8454	0.8454	0.8485	0.8468
S2	0.8418	0.8418	0.8479
S3	0.8355	0.8391	0.8474
S4	0.8292	0.8328	0.8456

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9239	0.9135	0.8609
R3	0.8947	0.8843	0.8528
R2	0.8655	0.8655	0.8502
R1	0.8551	0.8551	0.8475	0.8603
PP	0.8363	0.8363	0.8363	0.8389
S1	0.8259	0.8259	0.8421	0.8311
S2	0.8071	0.8071	0.8394
S3	0.7779	0.7967	0.8368
S4	0.7487	0.7675	0.8287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8507	0.8174	0.0333	3.9%	0.0130	1.5%	95%	True	False	4,454
10	0.8507	0.8174	0.0333	3.9%	0.0122	1.4%	95%	True	False	3,455
20	0.8507	0.8080	0.0427	5.0%	0.0120	1.4%	96%	True	False	1,890
40	0.8507	0.7757	0.0750	8.8%	0.0104	1.2%	98%	True	False	994

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	0.0024
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.8775
2.618	0.8672
1.618	0.8609
1.000	0.8570
0.618	0.8546
HIGH	0.8507
0.618	0.8483
0.500	0.8476
0.382	0.8468
LOW	0.8444
0.618	0.8405
1.000	0.8381
1.618	0.8342
2.618	0.8279
4.250	0.8176

Fisher Pivots for day following 07-Sep-2009
Pivot	1 day	3 day
R1	0.8486	0.8455
PP	0.8481	0.8418
S1	0.8476	0.8382

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

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