CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 25-Aug-2010

Day Change Summary
	Previous	Current
	24-Aug-2010	25-Aug-2010	Change	Change %	Previous Week
Open	0.8788	0.8715	-0.0073	-0.8%	0.8814
High	0.8789	0.8775	-0.0014	-0.2%	0.8950
Low	0.8684	0.8655	-0.0029	-0.3%	0.8728
Close	0.8720	0.8710	-0.0010	-0.1%	0.8801
Range	0.0105	0.0120	0.0015	14.3%	0.0222
ATR	0.0104	0.0105	0.0001	1.1%	0.0000
Volume	244	955	711	291.4%	2,142

Daily Pivots for day following 25-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9073	0.9012	0.8776
R3	0.8953	0.8892	0.8743
R2	0.8833	0.8833	0.8732
R1	0.8772	0.8772	0.8721	0.8743
PP	0.8713	0.8713	0.8713	0.8699
S1	0.8652	0.8652	0.8699	0.8623
S2	0.8593	0.8593	0.8688
S3	0.8473	0.8532	0.8677
S4	0.8353	0.8412	0.8644

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	0.8895	0.8655	0.0240	2.8%	0.0106	1.2%	23%	False	True	743
10	0.8950	0.8655	0.0295	3.4%	0.0106	1.2%	19%	False	True	541
20	0.9082	0.8655	0.0427	4.9%	0.0096	1.1%	13%	False	True	404
40	0.9082	0.8162	0.0920	10.6%	0.0106	1.2%	60%	False	False	287
60	0.9082	0.7968	0.1114	12.8%	0.0089	1.0%	67%	False	False	199
80	0.9082	0.7950	0.1132	13.0%	0.0071	0.8%	67%	False	False	160
100	0.9086	0.7950	0.1136	13.0%	0.0057	0.7%	67%	False	False	129
120	0.9086	0.7950	0.1136	13.0%	0.0047	0.5%	67%	False	False	107

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9285
2.618	0.9089
1.618	0.8969
1.000	0.8895
0.618	0.8849
HIGH	0.8775
0.618	0.8729
0.500	0.8715
0.382	0.8701
LOW	0.8655
0.618	0.8581
1.000	0.8535
1.618	0.8461
2.618	0.8341
4.250	0.8145

Fisher Pivots for day following 25-Aug-2010
Pivot	1 day	3 day
R1	0.8715	0.8760
PP	0.8713	0.8743
S1	0.8712	0.8727

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

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