CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 07-Sep-2010

Day Change Summary
	Previous	Current
	03-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	0.9100	0.9152	0.0052	0.6%	0.9001
High	0.9167	0.9175	0.0008	0.1%	0.9167
Low	0.9058	0.9086	0.0028	0.3%	0.8847
Close	0.9158	0.9115	-0.0043	-0.5%	0.9158
Range	0.0109	0.0089	-0.0020	-18.3%	0.0320
ATR	0.0120	0.0118	-0.0002	-1.8%	0.0000
Volume	85,871	89,632	3,761	4.4%	434,235

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9392	0.9343	0.9164
R3	0.9303	0.9254	0.9139
R2	0.9214	0.9214	0.9131
R1	0.9165	0.9165	0.9123	0.9145
PP	0.9125	0.9125	0.9125	0.9116
S1	0.9076	0.9076	0.9107	0.9056
S2	0.9036	0.9036	0.9099
S3	0.8947	0.8987	0.9091
S4	0.8858	0.8898	0.9066

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0017	0.9908	0.9334
R3	0.9697	0.9588	0.9246
R2	0.9377	0.9377	0.9217
R1	0.9268	0.9268	0.9187	0.9323
PP	0.9057	0.9057	0.9057	0.9085
S1	0.8948	0.8948	0.9129	0.9003
S2	0.8737	0.8737	0.9099
S3	0.8417	0.8628	0.9070
S4	0.8097	0.8308	0.8982

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9175	0.8847	0.0328	3.6%	0.0113	1.2%	82%	True	False	92,675
10	0.9175	0.8743	0.0432	4.7%	0.0117	1.3%	86%	True	False	94,801
20	0.9175	0.8743	0.0432	4.7%	0.0117	1.3%	86%	True	False	96,185
40	0.9183	0.8576	0.0607	6.7%	0.0114	1.2%	89%	False	False	94,254
60	0.9183	0.8247	0.0936	10.3%	0.0121	1.3%	93%	False	False	96,710
80	0.9183	0.7970	0.1213	13.3%	0.0139	1.5%	94%	False	False	75,185
100	0.9183	0.7970	0.1213	13.3%	0.0132	1.4%	94%	False	False	60,217
120	0.9230	0.7970	0.1260	13.8%	0.0121	1.3%	91%	False	False	50,199

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9553
2.618	0.9408
1.618	0.9319
1.000	0.9264
0.618	0.9230
HIGH	0.9175
0.618	0.9141
0.500	0.9131
0.382	0.9120
LOW	0.9086
0.618	0.9031
1.000	0.8997
1.618	0.8942
2.618	0.8853
4.250	0.8708

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	0.9131	0.9114
PP	0.9125	0.9112
S1	0.9120	0.9111

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

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