CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 27-Jul-2010

Day Change Summary
	Previous	Current
	26-Jul-2010	27-Jul-2010	Change	Change %	Previous Week
Open	0.8782	0.8863	0.0081	0.9%	0.8518
High	0.8876	0.8908	0.0032	0.4%	0.8813
Low	0.8782	0.8848	0.0066	0.8%	0.8489
Close	0.8863	0.8864	0.0001	0.0%	0.8808
Range	0.0094	0.0060	-0.0034	-36.2%	0.0324
ATR	0.0114	0.0110	-0.0004	-3.4%	0.0000
Volume	251	150	-101	-40.2%	1,003

Daily Pivots for day following 27-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9053	0.9019	0.8897
R3	0.8993	0.8959	0.8881
R2	0.8933	0.8933	0.8875
R1	0.8899	0.8899	0.8870	0.8916
PP	0.8873	0.8873	0.8873	0.8882
S1	0.8839	0.8839	0.8859	0.8856
S2	0.8813	0.8813	0.8853
S3	0.8753	0.8779	0.8848
S4	0.8693	0.8719	0.8831

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	0.8908	0.8597	0.0311	3.5%	0.0100	1.1%	86%	True	False	247
10	0.8908	0.8489	0.0419	4.7%	0.0103	1.2%	89%	True	False	192
20	0.8908	0.8162	0.0746	8.4%	0.0122	1.4%	94%	True	False	166
40	0.8908	0.7968	0.0940	10.6%	0.0083	0.9%	95%	True	False	94
60	0.9005	0.7950	0.1055	11.9%	0.0061	0.7%	87%	False	False	78
80	0.9086	0.7950	0.1136	12.8%	0.0046	0.5%	80%	False	False	59
100	0.9086	0.7950	0.1136	12.8%	0.0037	0.4%	80%	False	False	47
120	0.9086	0.7950	0.1136	12.8%	0.0030	0.3%	80%	False	False	40

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	0.0020
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9163
2.618	0.9065
1.618	0.9005
1.000	0.8968
0.618	0.8945
HIGH	0.8908
0.618	0.8885
0.500	0.8878
0.382	0.8871
LOW	0.8848
0.618	0.8811
1.000	0.8788
1.618	0.8751
2.618	0.8691
4.250	0.8593

Fisher Pivots for day following 27-Jul-2010
Pivot	1 day	3 day
R1	0.8878	0.8852
PP	0.8873	0.8839
S1	0.8869	0.8827

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

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