CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 21-Jul-2010

Day Change Summary
	Previous	Current
	20-Jul-2010	21-Jul-2010	Change	Change %	Previous Week
Open	0.8631	0.8779	0.0148	1.7%	0.8704
High	0.8788	0.8804	0.0016	0.2%	0.8808
Low	0.8610	0.8707	0.0097	1.1%	0.8619
Close	0.8765	0.8714	-0.0051	-0.6%	0.8654
Range	0.0178	0.0097	-0.0081	-45.5%	0.0189
ATR	0.0143	0.0140	-0.0003	-2.3%	0.0000
Volume	89,570	108,284	18,714	20.9%	475,142

Daily Pivots for day following 21-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9033	0.8970	0.8767
R3	0.8936	0.8873	0.8741
R2	0.8839	0.8839	0.8732
R1	0.8776	0.8776	0.8723	0.8759
PP	0.8742	0.8742	0.8742	0.8733
S1	0.8679	0.8679	0.8705	0.8662
S2	0.8645	0.8645	0.8696
S3	0.8548	0.8582	0.8687
S4	0.8451	0.8485	0.8661

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	0.8804	0.8576	0.0228	2.6%	0.0129	1.5%	61%	True	False	108,384
10	0.8808	0.8558	0.0250	2.9%	0.0121	1.4%	62%	False	False	100,817
20	0.8808	0.8247	0.0561	6.4%	0.0140	1.6%	83%	False	False	108,359
40	0.8808	0.7970	0.0838	9.6%	0.0150	1.7%	89%	False	False	73,205
60	0.9176	0.7970	0.1206	13.8%	0.0150	1.7%	62%	False	False	49,221
80	0.9230	0.7970	0.1260	14.5%	0.0129	1.5%	59%	False	False	36,956
100	0.9230	0.7970	0.1260	14.5%	0.0111	1.3%	59%	False	False	29,578
120	0.9230	0.7970	0.1260	14.5%	0.0092	1.1%	59%	False	False	24,650

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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9216
2.618	0.9058
1.618	0.8961
1.000	0.8901
0.618	0.8864
HIGH	0.8804
0.618	0.8767
0.500	0.8756
0.382	0.8744
LOW	0.8707
0.618	0.8647
1.000	0.8610
1.618	0.8550
2.618	0.8453
4.250	0.8295

Fisher Pivots for day following 21-Jul-2010
Pivot	1 day	3 day
R1	0.8756	0.8706
PP	0.8742	0.8698
S1	0.8728	0.8690

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

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