CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 19-Jul-2010

Day Change Summary
	Previous	Current
	16-Jul-2010	19-Jul-2010	Change	Change %	Previous Week
Open	0.8781	0.8615	-0.0166	-1.9%	0.8704
High	0.8781	0.8662	-0.0119	-1.4%	0.8808
Low	0.8622	0.8576	-0.0046	-0.5%	0.8619
Close	0.8654	0.8648	-0.0006	-0.1%	0.8654
Range	0.0159	0.0086	-0.0073	-45.9%	0.0189
ATR	0.0144	0.0140	-0.0004	-2.9%	0.0000
Volume	143,384	107,809	-35,575	-24.8%	475,142

Daily Pivots for day following 19-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8887	0.8853	0.8695
R3	0.8801	0.8767	0.8672
R2	0.8715	0.8715	0.8664
R1	0.8681	0.8681	0.8656	0.8698
PP	0.8629	0.8629	0.8629	0.8637
S1	0.8595	0.8595	0.8640	0.8612
S2	0.8543	0.8543	0.8632
S3	0.8457	0.8509	0.8624
S4	0.8371	0.8423	0.8601

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9261	0.9146	0.8758
R3	0.9072	0.8957	0.8706
R2	0.8883	0.8883	0.8689
R1	0.8768	0.8768	0.8671	0.8731
PP	0.8694	0.8694	0.8694	0.8675
S1	0.8579	0.8579	0.8637	0.8542
S2	0.8505	0.8505	0.8619
S3	0.8316	0.8390	0.8602
S4	0.8127	0.8201	0.8550

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8808	0.8576	0.0232	2.7%	0.0127	1.5%	31%	False	True	101,107
10	0.8808	0.8250	0.0558	6.5%	0.0139	1.6%	71%	False	False	104,490
20	0.8808	0.8247	0.0561	6.5%	0.0138	1.6%	71%	False	False	105,750
40	0.8808	0.7970	0.0838	9.7%	0.0154	1.8%	81%	False	False	68,369
60	0.9176	0.7970	0.1206	13.9%	0.0148	1.7%	56%	False	False	45,937
80	0.9230	0.7970	0.1260	14.6%	0.0128	1.5%	54%	False	False	34,486
100	0.9230	0.7970	0.1260	14.6%	0.0108	1.2%	54%	False	False	27,600
120	0.9230	0.7970	0.1260	14.6%	0.0090	1.0%	54%	False	False	23,001

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0038
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9028
2.618	0.8887
1.618	0.8801
1.000	0.8748
0.618	0.8715
HIGH	0.8662
0.618	0.8629
0.500	0.8619
0.382	0.8609
LOW	0.8576
0.618	0.8523
1.000	0.8490
1.618	0.8437
2.618	0.8351
4.250	0.8211

Fisher Pivots for day following 19-Jul-2010
Pivot	1 day	3 day
R1	0.8638	0.8683
PP	0.8629	0.8671
S1	0.8619	0.8660

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

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