CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 23-Aug-2010

Day Change Summary
	Previous	Current
	20-Aug-2010	23-Aug-2010	Change	Change %	Previous Week
Open	0.8798	0.8755	-0.0043	-0.5%	0.8814
High	0.8815	0.8864	0.0049	0.6%	0.8950
Low	0.8728	0.8755	0.0027	0.3%	0.8728
Close	0.8801	0.8814	0.0013	0.1%	0.8801
Range	0.0087	0.0109	0.0022	25.3%	0.0222
ATR	0.0102	0.0102	0.0001	0.5%	0.0000
Volume	535	1,339	804	150.3%	2,142

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9138	0.9085	0.8874
R3	0.9029	0.8976	0.8844
R2	0.8920	0.8920	0.8834
R1	0.8867	0.8867	0.8824	0.8894
PP	0.8811	0.8811	0.8811	0.8824
S1	0.8758	0.8758	0.8804	0.8785
S2	0.8702	0.8702	0.8794
S3	0.8593	0.8649	0.8784
S4	0.8484	0.8540	0.8754

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9492	0.9369	0.8923
R3	0.9270	0.9147	0.8862
R2	0.9048	0.9048	0.8842
R1	0.8925	0.8925	0.8821	0.8876
PP	0.8826	0.8826	0.8826	0.8802
S1	0.8703	0.8703	0.8781	0.8654
S2	0.8604	0.8604	0.8760
S3	0.8382	0.8481	0.8740
S4	0.8160	0.8259	0.8679

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8950	0.8728	0.0222	2.5%	0.0102	1.2%	39%	False	False	647
10	0.9033	0.8728	0.0305	3.5%	0.0110	1.3%	28%	False	False	451
20	0.9082	0.8728	0.0354	4.0%	0.0093	1.1%	24%	False	False	356
40	0.9082	0.8162	0.0920	10.4%	0.0107	1.2%	71%	False	False	259
60	0.9082	0.7968	0.1114	12.6%	0.0085	1.0%	76%	False	False	179
80	0.9082	0.7950	0.1132	12.8%	0.0068	0.8%	76%	False	False	145
100	0.9086	0.7950	0.1136	12.9%	0.0055	0.6%	76%	False	False	117
120	0.9086	0.7950	0.1136	12.9%	0.0045	0.5%	76%	False	False	97

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	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9327
2.618	0.9149
1.618	0.9040
1.000	0.8973
0.618	0.8931
HIGH	0.8864
0.618	0.8822
0.500	0.8810
0.382	0.8797
LOW	0.8755
0.618	0.8688
1.000	0.8646
1.618	0.8579
2.618	0.8470
4.250	0.8292

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	0.8813	0.8813
PP	0.8811	0.8812
S1	0.8810	0.8812

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

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