CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 23-Aug-2010

Day Change Summary
	Previous	Current
	20-Aug-2010	23-Aug-2010	Change	Change %	Previous Week
Open	0.8896	0.8852	-0.0044	-0.5%	0.8901
High	0.8916	0.8961	0.0045	0.5%	0.9052
Low	0.8818	0.8846	0.0028	0.3%	0.8818
Close	0.8897	0.8910	0.0013	0.1%	0.8897
Range	0.0098	0.0115	0.0017	17.3%	0.0234
ATR	0.0114	0.0114	0.0000	0.1%	0.0000
Volume	95,686	82,893	-12,793	-13.4%	482,244

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9251	0.9195	0.8973
R3	0.9136	0.9080	0.8942
R2	0.9021	0.9021	0.8931
R1	0.8965	0.8965	0.8921	0.8993
PP	0.8906	0.8906	0.8906	0.8920
S1	0.8850	0.8850	0.8899	0.8878
S2	0.8791	0.8791	0.8889
S3	0.8676	0.8735	0.8878
S4	0.8561	0.8620	0.8847

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9624	0.9495	0.9026
R3	0.9390	0.9261	0.8961
R2	0.9156	0.9156	0.8940
R1	0.9027	0.9027	0.8918	0.8975
PP	0.8922	0.8922	0.8922	0.8896
S1	0.8793	0.8793	0.8876	0.8741
S2	0.8688	0.8688	0.8854
S3	0.8454	0.8559	0.8833
S4	0.8220	0.8325	0.8768

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9052	0.8818	0.0234	2.6%	0.0110	1.2%	39%	False	False	93,346
10	0.9130	0.8818	0.0312	3.5%	0.0118	1.3%	29%	False	False	97,569
20	0.9183	0.8818	0.0365	4.1%	0.0104	1.2%	25%	False	False	90,309
40	0.9183	0.8247	0.0936	10.5%	0.0122	1.4%	71%	False	False	98,962
60	0.9183	0.8000	0.1183	13.3%	0.0130	1.5%	77%	False	False	84,073
80	0.9183	0.7970	0.1213	13.6%	0.0140	1.6%	77%	False	False	63,383
100	0.9230	0.7970	0.1260	14.1%	0.0126	1.4%	75%	False	False	50,748
120	0.9230	0.7970	0.1260	14.1%	0.0113	1.3%	75%	False	False	42,305

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9450
2.618	0.9262
1.618	0.9147
1.000	0.9076
0.618	0.9032
HIGH	0.8961
0.618	0.8917
0.500	0.8904
0.382	0.8890
LOW	0.8846
0.618	0.8775
1.000	0.8731
1.618	0.8660
2.618	0.8545
4.250	0.8357

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	0.8908	0.8909
PP	0.8906	0.8907
S1	0.8904	0.8906

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

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