CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 10-Sep-2010

Day Change Summary
	Previous	Current
	09-Sep-2010	10-Sep-2010	Change	Change %	Previous Week
Open	0.9185	0.9231	0.0046	0.5%	0.9152
High	0.9275	0.9269	-0.0006	-0.1%	0.9275
Low	0.9119	0.9204	0.0085	0.9%	0.9086
Close	0.9243	0.9262	0.0019	0.2%	0.9262
Range	0.0156	0.0065	-0.0091	-58.3%	0.0189
ATR	0.0119	0.0115	-0.0004	-3.2%	0.0000
Volume	77,295	19,587	-57,708	-74.7%	290,213

Daily Pivots for day following 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9440	0.9416	0.9298
R3	0.9375	0.9351	0.9280
R2	0.9310	0.9310	0.9274
R1	0.9286	0.9286	0.9268	0.9298
PP	0.9245	0.9245	0.9245	0.9251
S1	0.9221	0.9221	0.9256	0.9233
S2	0.9180	0.9180	0.9250
S3	0.9115	0.9156	0.9244
S4	0.9050	0.9091	0.9226

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9775	0.9707	0.9366
R3	0.9586	0.9518	0.9314
R2	0.9397	0.9397	0.9297
R1	0.9329	0.9329	0.9279	0.9363
PP	0.9208	0.9208	0.9208	0.9225
S1	0.9140	0.9140	0.9245	0.9174
S2	0.9019	0.9019	0.9227
S3	0.8830	0.8951	0.9210
S4	0.8641	0.8762	0.9158

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9275	0.9058	0.0217	2.3%	0.0103	1.1%	94%	False	False	75,216
10	0.9275	0.8829	0.0446	4.8%	0.0115	1.2%	97%	False	False	83,206
20	0.9275	0.8743	0.0532	5.7%	0.0114	1.2%	98%	False	False	89,918
40	0.9275	0.8576	0.0699	7.5%	0.0112	1.2%	98%	False	False	92,910
60	0.9275	0.8247	0.1028	11.1%	0.0120	1.3%	99%	False	False	95,777
80	0.9275	0.7970	0.1305	14.1%	0.0138	1.5%	99%	False	False	77,603
100	0.9275	0.7970	0.1305	14.1%	0.0133	1.4%	99%	False	False	62,218
120	0.9275	0.7970	0.1305	14.1%	0.0122	1.3%	99%	False	False	51,869

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	0.0026
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.9545
2.618	0.9439
1.618	0.9374
1.000	0.9334
0.618	0.9309
HIGH	0.9269
0.618	0.9244
0.500	0.9237
0.382	0.9229
LOW	0.9204
0.618	0.9164
1.000	0.9139
1.618	0.9099
2.618	0.9034
4.250	0.8928

Fisher Pivots for day following 10-Sep-2010
Pivot	1 day	3 day
R1	0.9254	0.9236
PP	0.9245	0.9210
S1	0.9237	0.9184

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

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