CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 14-Jul-2010

Day Change Summary
	Previous	Current
	13-Jul-2010	14-Jul-2010	Change	Change %	Previous Week
Open	0.8707	0.8771	0.0064	0.7%	0.8343
High	0.8800	0.8808	0.0008	0.1%	0.8725
Low	0.8619	0.8722	0.0103	1.2%	0.8250
Close	0.8742	0.8753	0.0011	0.1%	0.8693
Range	0.0181	0.0086	-0.0095	-52.5%	0.0475
ATR	0.0149	0.0145	-0.0005	-3.0%	0.0000
Volume	62,755	98,716	35,961	57.3%	461,949

Daily Pivots for day following 14-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9019	0.8972	0.8800
R3	0.8933	0.8886	0.8777
R2	0.8847	0.8847	0.8769
R1	0.8800	0.8800	0.8761	0.8781
PP	0.8761	0.8761	0.8761	0.8751
S1	0.8714	0.8714	0.8745	0.8695
S2	0.8675	0.8675	0.8737
S3	0.8589	0.8628	0.8729
S4	0.8503	0.8542	0.8706

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9981	0.9812	0.8954
R3	0.9506	0.9337	0.8824
R2	0.9031	0.9031	0.8780
R1	0.8862	0.8862	0.8737	0.8947
PP	0.8556	0.8556	0.8556	0.8598
S1	0.8387	0.8387	0.8649	0.8472
S2	0.8081	0.8081	0.8606
S3	0.7606	0.7912	0.8562
S4	0.7131	0.7437	0.8432

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8808	0.8558	0.0250	2.9%	0.0114	1.3%	78%	True	False	93,250
10	0.8808	0.8247	0.0561	6.4%	0.0143	1.6%	90%	True	False	112,679
20	0.8808	0.8247	0.0561	6.4%	0.0134	1.5%	90%	True	False	101,085
40	0.8808	0.7970	0.0838	9.6%	0.0164	1.9%	93%	True	False	59,994
60	0.9179	0.7970	0.1209	13.8%	0.0145	1.7%	65%	False	False	40,212
80	0.9230	0.7970	0.1260	14.4%	0.0126	1.4%	62%	False	False	30,188
100	0.9230	0.7970	0.1260	14.4%	0.0104	1.2%	62%	False	False	24,159
120	0.9230	0.7970	0.1260	14.4%	0.0087	1.0%	62%	False	False	20,134

Crabel Price Patterns
NR	True
NR4	False
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	0.0047
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9174
2.618	0.9033
1.618	0.8947
1.000	0.8894
0.618	0.8861
HIGH	0.8808
0.618	0.8775
0.500	0.8765
0.382	0.8755
LOW	0.8722
0.618	0.8669
1.000	0.8636
1.618	0.8583
2.618	0.8497
4.250	0.8357

Fisher Pivots for day following 14-Jul-2010
Pivot	1 day	3 day
R1	0.8765	0.8740
PP	0.8761	0.8727
S1	0.8757	0.8714

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

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