CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 16-Aug-2010

Day Change Summary
	Previous	Current
	13-Aug-2010	16-Aug-2010	Change	Change %	Previous Week
Open	0.8830	0.8814	-0.0016	-0.2%	0.9037
High	0.8904	0.8868	-0.0036	-0.4%	0.9063
Low	0.8798	0.8740	-0.0058	-0.7%	0.8788
Close	0.8805	0.8838	0.0033	0.4%	0.8805
Range	0.0106	0.0128	0.0022	20.8%	0.0275
ATR	0.0100	0.0102	0.0002	2.0%	0.0000
Volume	365	243	-122	-33.4%	1,180

Daily Pivots for day following 16-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9199	0.9147	0.8908
R3	0.9071	0.9019	0.8873
R2	0.8943	0.8943	0.8861
R1	0.8891	0.8891	0.8850	0.8917
PP	0.8815	0.8815	0.8815	0.8829
S1	0.8763	0.8763	0.8826	0.8789
S2	0.8687	0.8687	0.8815
S3	0.8559	0.8635	0.8803
S4	0.8431	0.8507	0.8768

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9710	0.9533	0.8956
R3	0.9435	0.9258	0.8881
R2	0.9160	0.9160	0.8855
R1	0.8983	0.8983	0.8830	0.8934
PP	0.8885	0.8885	0.8885	0.8861
S1	0.8708	0.8708	0.8780	0.8659
S2	0.8610	0.8610	0.8755
S3	0.8335	0.8433	0.8729
S4	0.8060	0.8158	0.8654

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9033	0.8740	0.0293	3.3%	0.0119	1.3%	33%	False	True	256
10	0.9082	0.8740	0.0342	3.9%	0.0090	1.0%	29%	False	True	278
20	0.9082	0.8520	0.0562	6.4%	0.0098	1.1%	57%	False	False	254
40	0.9082	0.8162	0.0920	10.4%	0.0108	1.2%	73%	False	False	186
60	0.9082	0.7950	0.1132	12.8%	0.0081	0.9%	78%	False	False	126
80	0.9082	0.7950	0.1132	12.8%	0.0062	0.7%	78%	False	False	105
100	0.9086	0.7950	0.1136	12.9%	0.0049	0.6%	78%	False	False	84
120	0.9086	0.7950	0.1136	12.9%	0.0041	0.5%	78%	False	False	70

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	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9412
2.618	0.9203
1.618	0.9075
1.000	0.8996
0.618	0.8947
HIGH	0.8868
0.618	0.8819
0.500	0.8804
0.382	0.8789
LOW	0.8740
0.618	0.8661
1.000	0.8612
1.618	0.8533
2.618	0.8405
4.250	0.8196

Fisher Pivots for day following 16-Aug-2010
Pivot	1 day	3 day
R1	0.8827	0.8833
PP	0.8815	0.8827
S1	0.8804	0.8822

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

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