CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	0.8713	0.8880	0.0167	1.9%	0.8615
High	0.8899	0.8918	0.0019	0.2%	0.8918
Low	0.8684	0.8842	0.0158	1.8%	0.8576
Close	0.8881	0.8907	0.0026	0.3%	0.8907
Range	0.0215	0.0076	-0.0139	-64.7%	0.0342
ATR	0.0145	0.0140	-0.0005	-3.4%	0.0000
Volume	95,207	115,489	20,282	21.3%	516,359

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9117	0.9088	0.8949
R3	0.9041	0.9012	0.8928
R2	0.8965	0.8965	0.8921
R1	0.8936	0.8936	0.8914	0.8951
PP	0.8889	0.8889	0.8889	0.8896
S1	0.8860	0.8860	0.8900	0.8875
S2	0.8813	0.8813	0.8893
S3	0.8737	0.8784	0.8886
S4	0.8661	0.8708	0.8865

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9826	0.9709	0.9095
R3	0.9484	0.9367	0.9001
R2	0.9142	0.9142	0.8970
R1	0.9025	0.9025	0.8938	0.9084
PP	0.8800	0.8800	0.8800	0.8830
S1	0.8683	0.8683	0.8876	0.8742
S2	0.8458	0.8458	0.8844
S3	0.8116	0.8341	0.8813
S4	0.7774	0.7999	0.8719

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8918	0.8576	0.0342	3.8%	0.0130	1.5%	97%	True	False	103,271
10	0.8918	0.8576	0.0342	3.8%	0.0128	1.4%	97%	True	False	99,150
20	0.8918	0.8247	0.0671	7.5%	0.0142	1.6%	98%	True	False	107,209
40	0.8918	0.8000	0.0918	10.3%	0.0148	1.7%	99%	True	False	78,439
60	0.9176	0.7970	0.1206	13.5%	0.0151	1.7%	78%	False	False	52,721
80	0.9230	0.7970	0.1260	14.1%	0.0131	1.5%	74%	False	False	39,585
100	0.9230	0.7970	0.1260	14.1%	0.0114	1.3%	74%	False	False	31,685
120	0.9230	0.7970	0.1260	14.1%	0.0095	1.1%	74%	False	False	26,406

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	0.0030
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9241
2.618	0.9117
1.618	0.9041
1.000	0.8994
0.618	0.8965
HIGH	0.8918
0.618	0.8889
0.500	0.8880
0.382	0.8871
LOW	0.8842
0.618	0.8795
1.000	0.8766
1.618	0.8719
2.618	0.8643
4.250	0.8519

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	0.8898	0.8872
PP	0.8889	0.8836
S1	0.8880	0.8801

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

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