CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 21-Jul-2010

Day Change Summary
	Previous	Current
	20-Jul-2010	21-Jul-2010	Change	Change %	Previous Week
Open	0.8524	0.8672	0.0148	1.7%	0.8603
High	0.8682	0.8702	0.0020	0.2%	0.8700
Low	0.8520	0.8624	0.0104	1.2%	0.8531
Close	0.8668	0.8617	-0.0051	-0.6%	0.8559
Range	0.0162	0.0078	-0.0084	-51.9%	0.0169
ATR	0.0116	0.0113	-0.0003	-2.3%	0.0000
Volume	115	159	44	38.3%	771

Daily Pivots for day following 21-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8882	0.8827	0.8660
R3	0.8804	0.8749	0.8638
R2	0.8726	0.8726	0.8631
R1	0.8671	0.8671	0.8624	0.8660
PP	0.8648	0.8648	0.8648	0.8642
S1	0.8593	0.8593	0.8610	0.8582
S2	0.8570	0.8570	0.8603
S3	0.8492	0.8515	0.8596
S4	0.8414	0.8437	0.8574

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9104	0.9000	0.8652
R3	0.8935	0.8831	0.8605
R2	0.8766	0.8766	0.8590
R1	0.8662	0.8662	0.8574	0.8630
PP	0.8597	0.8597	0.8597	0.8580
S1	0.8493	0.8493	0.8544	0.8461
S2	0.8428	0.8428	0.8528
S3	0.8259	0.8324	0.8513
S4	0.8090	0.8155	0.8466

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8702	0.8489	0.0213	2.5%	0.0109	1.3%	60%	True	False	110
10	0.8702	0.8489	0.0213	2.5%	0.0100	1.2%	60%	True	False	150
20	0.8702	0.8162	0.0540	6.3%	0.0121	1.4%	84%	True	False	126
40	0.8702	0.7950	0.0752	8.7%	0.0075	0.9%	89%	True	False	69
60	0.9033	0.7950	0.1083	12.6%	0.0054	0.6%	62%	False	False	60
80	0.9086	0.7950	0.1136	13.2%	0.0040	0.5%	59%	False	False	45
100	0.9086	0.7950	0.1136	13.2%	0.0032	0.4%	59%	False	False	36

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9034
2.618	0.8906
1.618	0.8828
1.000	0.8780
0.618	0.8750
HIGH	0.8702
0.618	0.8672
0.500	0.8663
0.382	0.8654
LOW	0.8624
0.618	0.8576
1.000	0.8546
1.618	0.8498
2.618	0.8420
4.250	0.8293

Fisher Pivots for day following 21-Jul-2010
Pivot	1 day	3 day
R1	0.8663	0.8610
PP	0.8648	0.8603
S1	0.8632	0.8596

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

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