CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 17-Aug-2010

Day Change Summary
	Previous	Current
	16-Aug-2010	17-Aug-2010	Change	Change %	Previous Week
Open	0.8901	0.8944	0.0043	0.5%	0.9150
High	0.8966	0.9052	0.0086	1.0%	0.9169
Low	0.8830	0.8917	0.0087	1.0%	0.8883
Close	0.8934	0.9035	0.0101	1.1%	0.8901
Range	0.0136	0.0135	-0.0001	-0.7%	0.0286
ATR	0.0116	0.0117	0.0001	1.2%	0.0000
Volume	98,403	87,092	-11,311	-11.5%	459,195

Daily Pivots for day following 17-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9406	0.9356	0.9109
R3	0.9271	0.9221	0.9072
R2	0.9136	0.9136	0.9060
R1	0.9086	0.9086	0.9047	0.9111
PP	0.9001	0.9001	0.9001	0.9014
S1	0.8951	0.8951	0.9023	0.8976
S2	0.8866	0.8866	0.9010
S3	0.8731	0.8816	0.8998
S4	0.8596	0.8681	0.8961

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9842	0.9658	0.9058
R3	0.9556	0.9372	0.8980
R2	0.9270	0.9270	0.8953
R1	0.9086	0.9086	0.8927	0.9035
PP	0.8984	0.8984	0.8984	0.8959
S1	0.8800	0.8800	0.8875	0.8749
S2	0.8698	0.8698	0.8849
S3	0.8412	0.8514	0.8822
S4	0.8126	0.8228	0.8744

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9105	0.8830	0.0275	3.0%	0.0131	1.5%	75%	False	False	98,969
10	0.9183	0.8830	0.0353	3.9%	0.0105	1.2%	58%	False	False	89,961
20	0.9183	0.8684	0.0499	5.5%	0.0108	1.2%	70%	False	False	92,370
40	0.9183	0.8247	0.0936	10.4%	0.0125	1.4%	84%	False	False	99,874
60	0.9183	0.7970	0.1213	13.4%	0.0137	1.5%	88%	False	False	77,817
80	0.9183	0.7970	0.1213	13.4%	0.0139	1.5%	88%	False	False	58,659
100	0.9230	0.7970	0.1260	13.9%	0.0125	1.4%	85%	False	False	46,958
120	0.9230	0.7970	0.1260	13.9%	0.0109	1.2%	85%	False	False	39,141

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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9626
2.618	0.9405
1.618	0.9270
1.000	0.9187
0.618	0.9135
HIGH	0.9052
0.618	0.9000
0.500	0.8985
0.382	0.8969
LOW	0.8917
0.618	0.8834
1.000	0.8782
1.618	0.8699
2.618	0.8564
4.250	0.8343

Fisher Pivots for day following 17-Aug-2010
Pivot	1 day	3 day
R1	0.9018	0.9004
PP	0.9001	0.8972
S1	0.8985	0.8941

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

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