CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 03-Aug-2010

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	0.9016	0.9085	0.0069	0.8%	0.8904
High	0.9102	0.9108	0.0006	0.1%	0.9023
Low	0.8989	0.9026	0.0037	0.4%	0.8858
Close	0.9082	0.9100	0.0018	0.2%	0.8989
Range	0.0113	0.0082	-0.0031	-27.4%	0.0165
ATR	0.0128	0.0125	-0.0003	-2.6%	0.0000
Volume	104,847	77,461	-27,386	-26.1%	446,511

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9324	0.9294	0.9145
R3	0.9242	0.9212	0.9123
R2	0.9160	0.9160	0.9115
R1	0.9130	0.9130	0.9108	0.9145
PP	0.9078	0.9078	0.9078	0.9086
S1	0.9048	0.9048	0.9092	0.9063
S2	0.8996	0.8996	0.9085
S3	0.8914	0.8966	0.9077
S4	0.8832	0.8884	0.9055

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9452	0.9385	0.9080
R3	0.9287	0.9220	0.9034
R2	0.9122	0.9122	0.9019
R1	0.9055	0.9055	0.9004	0.9089
PP	0.8957	0.8957	0.8957	0.8973
S1	0.8890	0.8890	0.8974	0.8924
S2	0.8792	0.8792	0.8959
S3	0.8627	0.8725	0.8944
S4	0.8462	0.8560	0.8898

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9108	0.8858	0.0250	2.7%	0.0108	1.2%	97%	True	False	90,661
10	0.9108	0.8684	0.0424	4.7%	0.0111	1.2%	98%	True	False	94,779
20	0.9108	0.8382	0.0726	8.0%	0.0122	1.3%	99%	True	False	98,837
40	0.9108	0.8000	0.1108	12.2%	0.0133	1.5%	99%	True	False	93,670
60	0.9108	0.7970	0.1138	12.5%	0.0148	1.6%	99%	True	False	63,141
80	0.9230	0.7970	0.1260	13.8%	0.0136	1.5%	90%	False	False	47,439
100	0.9230	0.7970	0.1260	13.8%	0.0121	1.3%	90%	False	False	37,972
120	0.9230	0.7970	0.1260	13.8%	0.0101	1.1%	90%	False	False	31,645

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0024
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9457
2.618	0.9323
1.618	0.9241
1.000	0.9190
0.618	0.9159
HIGH	0.9108
0.618	0.9077
0.500	0.9067
0.382	0.9057
LOW	0.9026
0.618	0.8975
1.000	0.8944
1.618	0.8893
2.618	0.8811
4.250	0.8678

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	0.9089	0.9072
PP	0.9078	0.9043
S1	0.9067	0.9015

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

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