CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 30-Jul-2010

Day Change Summary
	Previous	Current
	29-Jul-2010	30-Jul-2010	Change	Change %	Previous Week
Open	0.8776	0.8869	0.0093	1.1%	0.8782
High	0.8889	0.8924	0.0035	0.4%	0.8924
Low	0.8771	0.8838	0.0067	0.8%	0.8765
Close	0.8873	0.8892	0.0019	0.2%	0.8892
Range	0.0118	0.0086	-0.0032	-27.1%	0.0159
ATR	0.0110	0.0108	-0.0002	-1.6%	0.0000
Volume	482	140	-342	-71.0%	1,117

Daily Pivots for day following 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9143	0.9103	0.8939
R3	0.9057	0.9017	0.8916
R2	0.8971	0.8971	0.8908
R1	0.8931	0.8931	0.8900	0.8951
PP	0.8885	0.8885	0.8885	0.8895
S1	0.8845	0.8845	0.8884	0.8865
S2	0.8799	0.8799	0.8876
S3	0.8713	0.8759	0.8868
S4	0.8627	0.8673	0.8845

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9337	0.9274	0.8979
R3	0.9178	0.9115	0.8936
R2	0.9019	0.9019	0.8921
R1	0.8956	0.8956	0.8907	0.8988
PP	0.8860	0.8860	0.8860	0.8876
S1	0.8797	0.8797	0.8877	0.8829
S2	0.8701	0.8701	0.8863
S3	0.8542	0.8638	0.8848
S4	0.8383	0.8479	0.8805

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8924	0.8765	0.0159	1.8%	0.0092	1.0%	80%	True	False	223
10	0.8924	0.8489	0.0435	4.9%	0.0104	1.2%	93%	True	False	212
20	0.8924	0.8180	0.0744	8.4%	0.0111	1.3%	96%	True	False	177
40	0.8924	0.7968	0.0956	10.8%	0.0090	1.0%	97%	True	False	111
60	0.8924	0.7950	0.0974	11.0%	0.0066	0.7%	97%	True	False	89
80	0.9086	0.7950	0.1136	12.8%	0.0050	0.6%	83%	False	False	68
100	0.9086	0.7950	0.1136	12.8%	0.0040	0.4%	83%	False	False	54
120	0.9086	0.7950	0.1136	12.8%	0.0033	0.4%	83%	False	False	46

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9290
2.618	0.9149
1.618	0.9063
1.000	0.9010
0.618	0.8977
HIGH	0.8924
0.618	0.8891
0.500	0.8881
0.382	0.8871
LOW	0.8838
0.618	0.8785
1.000	0.8752
1.618	0.8699
2.618	0.8613
4.250	0.8473

Fisher Pivots for day following 30-Jul-2010
Pivot	1 day	3 day
R1	0.8888	0.8876
PP	0.8885	0.8860
S1	0.8881	0.8845

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

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