CME Australian Dollar Future December 2010

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

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	0.8622	0.8783	0.0161	1.9%	0.8518
High	0.8798	0.8813	0.0015	0.2%	0.8813
Low	0.8597	0.8745	0.0148	1.7%	0.8489
Close	0.8782	0.8808	0.0026	0.3%	0.8808
Range	0.0201	0.0068	-0.0133	-66.2%	0.0324
ATR	0.0119	0.0115	-0.0004	-3.1%	0.0000
Volume	260	416	156	60.0%	1,003

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8993	0.8968	0.8845
R3	0.8925	0.8900	0.8827
R2	0.8857	0.8857	0.8820
R1	0.8832	0.8832	0.8814	0.8845
PP	0.8789	0.8789	0.8789	0.8795
S1	0.8764	0.8764	0.8802	0.8777
S2	0.8721	0.8721	0.8796
S3	0.8653	0.8696	0.8789
S4	0.8585	0.8628	0.8771

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9675	0.9566	0.8986
R3	0.9351	0.9242	0.8897
R2	0.9027	0.9027	0.8867
R1	0.8918	0.8918	0.8838	0.8973
PP	0.8703	0.8703	0.8703	0.8731
S1	0.8594	0.8594	0.8778	0.8649
S2	0.8379	0.8379	0.8749
S3	0.8055	0.8270	0.8719
S4	0.7731	0.7946	0.8630

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8813	0.8489	0.0324	3.7%	0.0117	1.3%	98%	True	False	200
10	0.8813	0.8489	0.0324	3.7%	0.0110	1.2%	98%	True	False	177
20	0.8813	0.8162	0.0651	7.4%	0.0124	1.4%	99%	True	False	152
40	0.8813	0.7968	0.0845	9.6%	0.0079	0.9%	99%	True	False	85
60	0.9033	0.7950	0.1083	12.3%	0.0058	0.7%	79%	False	False	71
80	0.9086	0.7950	0.1136	12.9%	0.0044	0.5%	76%	False	False	54
100	0.9086	0.7950	0.1136	12.9%	0.0035	0.4%	76%	False	False	43

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0023
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9102
2.618	0.8991
1.618	0.8923
1.000	0.8881
0.618	0.8855
HIGH	0.8813
0.618	0.8787
0.500	0.8779
0.382	0.8771
LOW	0.8745
0.618	0.8703
1.000	0.8677
1.618	0.8635
2.618	0.8567
4.250	0.8456

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	0.8798	0.8774
PP	0.8789	0.8739
S1	0.8779	0.8705

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

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