CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 06-Aug-2010

Day Change Summary
	Previous	Current
	05-Aug-2010	06-Aug-2010	Change	Change %	Previous Week
Open	0.9031	0.9016	-0.0015	-0.2%	0.8911
High	0.9031	0.9082	0.0051	0.6%	0.9082
Low	0.8979	0.9004	0.0025	0.3%	0.8909
Close	0.9008	0.9045	0.0037	0.4%	0.9045
Range	0.0052	0.0078	0.0026	50.0%	0.0173
ATR	0.0099	0.0098	-0.0002	-1.5%	0.0000
Volume	784	272	-512	-65.3%	1,601

Daily Pivots for day following 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9278	0.9239	0.9088
R3	0.9200	0.9161	0.9066
R2	0.9122	0.9122	0.9059
R1	0.9083	0.9083	0.9052	0.9103
PP	0.9044	0.9044	0.9044	0.9053
S1	0.9005	0.9005	0.9038	0.9025
S2	0.8966	0.8966	0.9031
S3	0.8888	0.8927	0.9024
S4	0.8810	0.8849	0.9002

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9531	0.9461	0.9140
R3	0.9358	0.9288	0.9093
R2	0.9185	0.9185	0.9077
R1	0.9115	0.9115	0.9061	0.9150
PP	0.9012	0.9012	0.9012	0.9030
S1	0.8942	0.8942	0.9029	0.8977
S2	0.8839	0.8839	0.9013
S3	0.8666	0.8769	0.8997
S4	0.8493	0.8596	0.8950

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9082	0.8909	0.0173	1.9%	0.0071	0.8%	79%	True	False	320
10	0.9082	0.8765	0.0317	3.5%	0.0081	0.9%	88%	True	False	271
20	0.9082	0.8489	0.0593	6.6%	0.0095	1.1%	94%	True	False	224
40	0.9082	0.8162	0.0920	10.2%	0.0099	1.1%	96%	True	False	151
60	0.9082	0.7950	0.1132	12.5%	0.0072	0.8%	97%	True	False	116
80	0.9082	0.7950	0.1132	12.5%	0.0054	0.6%	97%	True	False	87
100	0.9086	0.7950	0.1136	12.6%	0.0043	0.5%	96%	False	False	70
120	0.9086	0.7950	0.1136	12.6%	0.0036	0.4%	96%	False	False	59

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9414
2.618	0.9286
1.618	0.9208
1.000	0.9160
0.618	0.9130
HIGH	0.9082
0.618	0.9052
0.500	0.9043
0.382	0.9034
LOW	0.9004
0.618	0.8956
1.000	0.8926
1.618	0.8878
2.618	0.8800
4.250	0.8673

Fisher Pivots for day following 06-Aug-2010
Pivot	1 day	3 day
R1	0.9044	0.9040
PP	0.9044	0.9035
S1	0.9043	0.9030

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

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