CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 09-Aug-2010

Day Change Summary
	Previous	Current
	06-Aug-2010	09-Aug-2010	Change	Change %	Previous Week
Open	0.9117	0.9150	0.0033	0.4%	0.9016
High	0.9183	0.9169	-0.0014	-0.2%	0.9183
Low	0.9097	0.9116	0.0019	0.2%	0.8989
Close	0.9145	0.9130	-0.0015	-0.2%	0.9145
Range	0.0086	0.0053	-0.0033	-38.4%	0.0194
ATR	0.0115	0.0111	-0.0004	-3.9%	0.0000
Volume	102,595	48,638	-53,957	-52.6%	437,232

Daily Pivots for day following 09-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9297	0.9267	0.9159
R3	0.9244	0.9214	0.9145
R2	0.9191	0.9191	0.9140
R1	0.9161	0.9161	0.9135	0.9150
PP	0.9138	0.9138	0.9138	0.9133
S1	0.9108	0.9108	0.9125	0.9097
S2	0.9085	0.9085	0.9120
S3	0.9032	0.9055	0.9115
S4	0.8979	0.9002	0.9101

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9688	0.9610	0.9252
R3	0.9494	0.9416	0.9198
R2	0.9300	0.9300	0.9181
R1	0.9222	0.9222	0.9163	0.9261
PP	0.9106	0.9106	0.9106	0.9125
S1	0.9028	0.9028	0.9127	0.9067
S2	0.8912	0.8912	0.9109
S3	0.8718	0.8834	0.9092
S4	0.8524	0.8640	0.9038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9183	0.9026	0.0157	1.7%	0.0074	0.8%	66%	False	False	76,204
10	0.9183	0.8858	0.0325	3.6%	0.0090	1.0%	84%	False	False	83,049
20	0.9183	0.8576	0.0607	6.6%	0.0110	1.2%	91%	False	False	92,323
40	0.9183	0.8247	0.0936	10.3%	0.0123	1.3%	94%	False	False	96,972
60	0.9183	0.7970	0.1213	13.3%	0.0146	1.6%	96%	False	False	68,185
80	0.9183	0.7970	0.1213	13.3%	0.0135	1.5%	96%	False	False	51,225
100	0.9230	0.7970	0.1260	13.8%	0.0121	1.3%	92%	False	False	41,002
120	0.9230	0.7970	0.1260	13.8%	0.0103	1.1%	92%	False	False	34,174

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 68 trading days

Fibonacci Retracements and Extensions
4.250	0.9394
2.618	0.9308
1.618	0.9255
1.000	0.9222
0.618	0.9202
HIGH	0.9169
0.618	0.9149
0.500	0.9143
0.382	0.9136
LOW	0.9116
0.618	0.9083
1.000	0.9063
1.618	0.9030
2.618	0.8977
4.250	0.8891

Fisher Pivots for day following 09-Aug-2010
Pivot	1 day	3 day
R1	0.9143	0.9130
PP	0.9138	0.9130
S1	0.9134	0.9130

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

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