CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 02-Aug-2010

Day Change Summary
	Previous	Current
	30-Jul-2010	02-Aug-2010	Change	Change %	Previous Week
Open	0.8869	0.8911	0.0042	0.5%	0.8782
High	0.8924	0.9000	0.0076	0.9%	0.8924
Low	0.8838	0.8909	0.0071	0.8%	0.8765
Close	0.8892	0.8984	0.0092	1.0%	0.8892
Range	0.0086	0.0091	0.0005	5.8%	0.0159
ATR	0.0108	0.0108	0.0000	0.0%	0.0000
Volume	140	241	101	72.1%	1,117

Daily Pivots for day following 02-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9237	0.9202	0.9034
R3	0.9146	0.9111	0.9009
R2	0.9055	0.9055	0.9001
R1	0.9020	0.9020	0.8992	0.9038
PP	0.8964	0.8964	0.8964	0.8973
S1	0.8929	0.8929	0.8976	0.8947
S2	0.8873	0.8873	0.8967
S3	0.8782	0.8838	0.8959
S4	0.8691	0.8747	0.8934

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	0.9000	0.8765	0.0235	2.6%	0.0091	1.0%	93%	True	False	221
10	0.9000	0.8520	0.0480	5.3%	0.0106	1.2%	97%	True	False	230
20	0.9000	0.8180	0.0820	9.1%	0.0111	1.2%	98%	True	False	184
40	0.9000	0.7968	0.1032	11.5%	0.0093	1.0%	98%	True	False	117
60	0.9000	0.7950	0.1050	11.7%	0.0068	0.8%	98%	True	False	93
80	0.9086	0.7950	0.1136	12.6%	0.0051	0.6%	91%	False	False	71
100	0.9086	0.7950	0.1136	12.6%	0.0041	0.5%	91%	False	False	57
120	0.9086	0.7950	0.1136	12.6%	0.0034	0.4%	91%	False	False	48

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9387
2.618	0.9238
1.618	0.9147
1.000	0.9091
0.618	0.9056
HIGH	0.9000
0.618	0.8965
0.500	0.8955
0.382	0.8944
LOW	0.8909
0.618	0.8853
1.000	0.8818
1.618	0.8762
2.618	0.8671
4.250	0.8522

Fisher Pivots for day following 02-Aug-2010
Pivot	1 day	3 day
R1	0.8974	0.8951
PP	0.8964	0.8918
S1	0.8955	0.8886

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

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