CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 12-Aug-2010

Day Change Summary
	Previous	Current
	11-Aug-2010	12-Aug-2010	Change	Change %	Previous Week
Open	0.8996	0.8832	-0.0164	-1.8%	0.8911
High	0.8998	0.8877	-0.0121	-1.3%	0.9082
Low	0.8837	0.8788	-0.0049	-0.6%	0.8909
Close	0.8849	0.8812	-0.0037	-0.4%	0.9045
Range	0.0161	0.0089	-0.0072	-44.7%	0.0173
ATR	0.0100	0.0099	-0.0001	-0.8%	0.0000
Volume	222	372	150	67.6%	1,601

Daily Pivots for day following 12-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9093	0.9041	0.8861
R3	0.9004	0.8952	0.8836
R2	0.8915	0.8915	0.8828
R1	0.8863	0.8863	0.8820	0.8845
PP	0.8826	0.8826	0.8826	0.8816
S1	0.8774	0.8774	0.8804	0.8756
S2	0.8737	0.8737	0.8796
S3	0.8648	0.8685	0.8788
S4	0.8559	0.8596	0.8763

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	0.8788	0.0294	3.3%	0.0095	1.1%	8%	False	True	217
10	0.9082	0.8788	0.0294	3.3%	0.0084	1.0%	8%	False	True	255
20	0.9082	0.8489	0.0593	6.7%	0.0096	1.1%	54%	False	False	232
40	0.9082	0.8162	0.0920	10.4%	0.0105	1.2%	71%	False	False	171
60	0.9082	0.7950	0.1132	12.8%	0.0077	0.9%	76%	False	False	130
80	0.9082	0.7950	0.1132	12.8%	0.0059	0.7%	76%	False	False	98
100	0.9086	0.7950	0.1136	12.9%	0.0047	0.5%	76%	False	False	78
120	0.9086	0.7950	0.1136	12.9%	0.0039	0.4%	76%	False	False	65

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9255
2.618	0.9110
1.618	0.9021
1.000	0.8966
0.618	0.8932
HIGH	0.8877
0.618	0.8843
0.500	0.8833
0.382	0.8822
LOW	0.8788
0.618	0.8733
1.000	0.8699
1.618	0.8644
2.618	0.8555
4.250	0.8410

Fisher Pivots for day following 12-Aug-2010
Pivot	1 day	3 day
R1	0.8833	0.8911
PP	0.8826	0.8878
S1	0.8819	0.8845

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

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