CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 18-Aug-2010

Day Change Summary
	Previous	Current
	17-Aug-2010	18-Aug-2010	Change	Change %	Previous Week
Open	0.8944	0.9026	0.0082	0.9%	0.9150
High	0.9052	0.9035	-0.0017	-0.2%	0.9169
Low	0.8917	0.8945	0.0028	0.3%	0.8883
Close	0.9035	0.8964	-0.0071	-0.8%	0.8901
Range	0.0135	0.0090	-0.0045	-33.3%	0.0286
ATR	0.0117	0.0115	-0.0002	-1.6%	0.0000
Volume	87,092	94,672	7,580	8.7%	459,195

Daily Pivots for day following 18-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9251	0.9198	0.9014
R3	0.9161	0.9108	0.8989
R2	0.9071	0.9071	0.8981
R1	0.9018	0.9018	0.8972	0.9000
PP	0.8981	0.8981	0.8981	0.8972
S1	0.8928	0.8928	0.8956	0.8910
S2	0.8891	0.8891	0.8948
S3	0.8801	0.8838	0.8939
S4	0.8711	0.8748	0.8915

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	0.9052	0.8830	0.0222	2.5%	0.0115	1.3%	60%	False	False	94,707
10	0.9183	0.8830	0.0353	3.9%	0.0105	1.2%	38%	False	False	90,880
20	0.9183	0.8684	0.0499	5.6%	0.0107	1.2%	56%	False	False	91,690
40	0.9183	0.8247	0.0936	10.4%	0.0124	1.4%	77%	False	False	100,024
60	0.9183	0.7970	0.1213	13.5%	0.0136	1.5%	82%	False	False	79,367
80	0.9183	0.7970	0.1213	13.5%	0.0140	1.6%	82%	False	False	59,838
100	0.9230	0.7970	0.1260	14.1%	0.0124	1.4%	79%	False	False	47,903
120	0.9230	0.7970	0.1260	14.1%	0.0110	1.2%	79%	False	False	39,930

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9418
2.618	0.9271
1.618	0.9181
1.000	0.9125
0.618	0.9091
HIGH	0.9035
0.618	0.9001
0.500	0.8990
0.382	0.8979
LOW	0.8945
0.618	0.8889
1.000	0.8855
1.618	0.8799
2.618	0.8709
4.250	0.8563

Fisher Pivots for day following 18-Aug-2010
Pivot	1 day	3 day
R1	0.8990	0.8956
PP	0.8981	0.8949
S1	0.8973	0.8941

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

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