CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 12-Aug-2010

Day Change Summary
	Previous	Current
	11-Aug-2010	12-Aug-2010	Change	Change %	Previous Week
Open	0.9100	0.8912	-0.0188	-2.1%	0.9016
High	0.9105	0.8981	-0.0124	-1.4%	0.9183
Low	0.8932	0.8883	-0.0049	-0.5%	0.8989
Close	0.8947	0.8908	-0.0039	-0.4%	0.9145
Range	0.0173	0.0098	-0.0075	-43.4%	0.0194
ATR	0.0115	0.0114	-0.0001	-1.1%	0.0000
Volume	115,983	108,733	-7,250	-6.3%	437,232

Daily Pivots for day following 12-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9218	0.9161	0.8962
R3	0.9120	0.9063	0.8935
R2	0.9022	0.9022	0.8926
R1	0.8965	0.8965	0.8917	0.8945
PP	0.8924	0.8924	0.8924	0.8914
S1	0.8867	0.8867	0.8899	0.8847
S2	0.8826	0.8826	0.8890
S3	0.8728	0.8769	0.8881
S4	0.8630	0.8671	0.8854

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	0.8883	0.0300	3.4%	0.0103	1.2%	8%	False	True	95,430
10	0.9183	0.8883	0.0300	3.4%	0.0096	1.1%	8%	False	True	90,762
20	0.9183	0.8576	0.0607	6.8%	0.0110	1.2%	55%	False	False	95,902
40	0.9183	0.8247	0.0936	10.5%	0.0122	1.4%	71%	False	False	98,706
60	0.9183	0.7970	0.1213	13.6%	0.0145	1.6%	77%	False	False	73,498
80	0.9183	0.7970	0.1213	13.6%	0.0137	1.5%	77%	False	False	55,293
100	0.9230	0.7970	0.1260	14.1%	0.0123	1.4%	74%	False	False	44,259
120	0.9230	0.7970	0.1260	14.1%	0.0106	1.2%	74%	False	False	36,890

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9398
2.618	0.9238
1.618	0.9140
1.000	0.9079
0.618	0.9042
HIGH	0.8981
0.618	0.8944
0.500	0.8932
0.382	0.8920
LOW	0.8883
0.618	0.8822
1.000	0.8785
1.618	0.8724
2.618	0.8626
4.250	0.8467

Fisher Pivots for day following 12-Aug-2010
Pivot	1 day	3 day
R1	0.8932	0.9007
PP	0.8924	0.8974
S1	0.8916	0.8941

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

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