CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 24-Aug-2010

Day Change Summary
	Previous	Current
	23-Aug-2010	24-Aug-2010	Change	Change %	Previous Week
Open	0.8755	0.8788	0.0033	0.4%	0.8814
High	0.8864	0.8789	-0.0075	-0.8%	0.8950
Low	0.8755	0.8684	-0.0071	-0.8%	0.8728
Close	0.8814	0.8720	-0.0094	-1.1%	0.8801
Range	0.0109	0.0105	-0.0004	-3.7%	0.0222
ATR	0.0102	0.0104	0.0002	1.9%	0.0000
Volume	1,339	244	-1,095	-81.8%	2,142

Daily Pivots for day following 24-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9046	0.8988	0.8778
R3	0.8941	0.8883	0.8749
R2	0.8836	0.8836	0.8739
R1	0.8778	0.8778	0.8730	0.8755
PP	0.8731	0.8731	0.8731	0.8719
S1	0.8673	0.8673	0.8710	0.8650
S2	0.8626	0.8626	0.8701
S3	0.8521	0.8568	0.8691
S4	0.8416	0.8463	0.8662

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	0.8925	0.8684	0.0241	2.8%	0.0097	1.1%	15%	False	True	607
10	0.8998	0.8684	0.0314	3.6%	0.0110	1.3%	11%	False	True	468
20	0.9082	0.8684	0.0398	4.6%	0.0095	1.1%	9%	False	True	361
40	0.9082	0.8162	0.0920	10.6%	0.0109	1.2%	61%	False	False	263
60	0.9082	0.7968	0.1114	12.8%	0.0087	1.0%	68%	False	False	183
80	0.9082	0.7950	0.1132	13.0%	0.0070	0.8%	68%	False	False	148
100	0.9086	0.7950	0.1136	13.0%	0.0056	0.6%	68%	False	False	119
120	0.9086	0.7950	0.1136	13.0%	0.0046	0.5%	68%	False	False	99

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9235
2.618	0.9064
1.618	0.8959
1.000	0.8894
0.618	0.8854
HIGH	0.8789
0.618	0.8749
0.500	0.8737
0.382	0.8724
LOW	0.8684
0.618	0.8619
1.000	0.8579
1.618	0.8514
2.618	0.8409
4.250	0.8238

Fisher Pivots for day following 24-Aug-2010
Pivot	1 day	3 day
R1	0.8737	0.8774
PP	0.8731	0.8756
S1	0.8726	0.8738

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

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