CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 27-Jul-2010

Day Change Summary
	Previous	Current
	26-Jul-2010	27-Jul-2010	Change	Change %	Previous Week
Open	0.8904	0.8969	0.0065	0.7%	0.8615
High	0.8984	0.9019	0.0035	0.4%	0.8918
Low	0.8877	0.8948	0.0071	0.8%	0.8576
Close	0.8963	0.8965	0.0002	0.0%	0.8907
Range	0.0107	0.0071	-0.0036	-33.6%	0.0342
ATR	0.0138	0.0133	-0.0005	-3.5%	0.0000
Volume	101,890	73,624	-28,266	-27.7%	516,359

Daily Pivots for day following 27-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9190	0.9149	0.9004
R3	0.9119	0.9078	0.8985
R2	0.9048	0.9048	0.8978
R1	0.9007	0.9007	0.8972	0.8992
PP	0.8977	0.8977	0.8977	0.8970
S1	0.8936	0.8936	0.8958	0.8921
S2	0.8906	0.8906	0.8952
S3	0.8835	0.8865	0.8945
S4	0.8764	0.8794	0.8926

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	0.9019	0.8684	0.0335	3.7%	0.0113	1.3%	84%	True	False	98,898
10	0.9019	0.8576	0.0443	4.9%	0.0120	1.3%	88%	True	False	102,684
20	0.9019	0.8247	0.0772	8.6%	0.0140	1.6%	93%	True	False	106,120
40	0.9019	0.8000	0.1019	11.4%	0.0142	1.6%	95%	True	False	82,729
60	0.9130	0.7970	0.1160	12.9%	0.0152	1.7%	86%	False	False	55,631
80	0.9230	0.7970	0.1260	14.1%	0.0132	1.5%	79%	False	False	41,778
100	0.9230	0.7970	0.1260	14.1%	0.0115	1.3%	79%	False	False	33,440
120	0.9230	0.7970	0.1260	14.1%	0.0096	1.1%	79%	False	False	27,868

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	0.0025
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9321
2.618	0.9205
1.618	0.9134
1.000	0.9090
0.618	0.9063
HIGH	0.9019
0.618	0.8992
0.500	0.8984
0.382	0.8975
LOW	0.8948
0.618	0.8904
1.000	0.8877
1.618	0.8833
2.618	0.8762
4.250	0.8646

Fisher Pivots for day following 27-Jul-2010
Pivot	1 day	3 day
R1	0.8984	0.8954
PP	0.8977	0.8942
S1	0.8971	0.8931

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

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