CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 03-Aug-2010

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	0.8911	0.8992	0.0081	0.9%	0.8782
High	0.9000	0.9002	0.0002	0.0%	0.8924
Low	0.8909	0.8932	0.0023	0.3%	0.8765
Close	0.8984	0.9002	0.0018	0.2%	0.8892
Range	0.0091	0.0070	-0.0021	-23.1%	0.0159
ATR	0.0108	0.0106	-0.0003	-2.5%	0.0000
Volume	241	173	-68	-28.2%	1,117

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9189	0.9165	0.9041
R3	0.9119	0.9095	0.9021
R2	0.9049	0.9049	0.9015
R1	0.9025	0.9025	0.9008	0.9037
PP	0.8979	0.8979	0.8979	0.8985
S1	0.8955	0.8955	0.8996	0.8967
S2	0.8909	0.8909	0.8989
S3	0.8839	0.8885	0.8983
S4	0.8769	0.8815	0.8964

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	0.9002	0.8765	0.0237	2.6%	0.0093	1.0%	100%	True	False	226
10	0.9002	0.8597	0.0405	4.5%	0.0097	1.1%	100%	True	False	236
20	0.9002	0.8306	0.0696	7.7%	0.0104	1.2%	100%	True	False	189
40	0.9002	0.8039	0.0963	10.7%	0.0094	1.0%	100%	True	False	121
60	0.9002	0.7950	0.1052	11.7%	0.0069	0.8%	100%	True	False	96
80	0.9086	0.7950	0.1136	12.6%	0.0052	0.6%	93%	False	False	73
100	0.9086	0.7950	0.1136	12.6%	0.0041	0.5%	93%	False	False	58
120	0.9086	0.7950	0.1136	12.6%	0.0034	0.4%	93%	False	False	49

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9300
2.618	0.9185
1.618	0.9115
1.000	0.9072
0.618	0.9045
HIGH	0.9002
0.618	0.8975
0.500	0.8967
0.382	0.8959
LOW	0.8932
0.618	0.8889
1.000	0.8862
1.618	0.8819
2.618	0.8749
4.250	0.8635

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	0.8990	0.8975
PP	0.8979	0.8947
S1	0.8967	0.8920

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

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