CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	0.8740	0.8743	0.0003	0.0%	0.8755
High	0.8802	0.8890	0.0088	1.0%	0.8890
Low	0.8727	0.8739	0.0012	0.1%	0.8655
Close	0.8744	0.8878	0.0134	1.5%	0.8878
Range	0.0075	0.0151	0.0076	101.3%	0.0235
ATR	0.0104	0.0108	0.0003	3.2%	0.0000
Volume	528	267	-261	-49.4%	3,333

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9289	0.9234	0.8961
R3	0.9138	0.9083	0.8920
R2	0.8987	0.8987	0.8906
R1	0.8932	0.8932	0.8892	0.8960
PP	0.8836	0.8836	0.8836	0.8849
S1	0.8781	0.8781	0.8864	0.8809
S2	0.8685	0.8685	0.8850
S3	0.8534	0.8630	0.8836
S4	0.8383	0.8479	0.8795

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9513	0.9430	0.9007
R3	0.9278	0.9195	0.8943
R2	0.9043	0.9043	0.8921
R1	0.8960	0.8960	0.8900	0.9002
PP	0.8808	0.8808	0.8808	0.8828
S1	0.8725	0.8725	0.8856	0.8767
S2	0.8573	0.8573	0.8835
S3	0.8338	0.8490	0.8813
S4	0.8103	0.8255	0.8749

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8890	0.8655	0.0235	2.6%	0.0112	1.3%	95%	True	False	666
10	0.8950	0.8655	0.0295	3.3%	0.0109	1.2%	76%	False	False	547
20	0.9082	0.8655	0.0427	4.8%	0.0097	1.1%	52%	False	False	412
40	0.9082	0.8180	0.0902	10.2%	0.0104	1.2%	77%	False	False	295
60	0.9082	0.7968	0.1114	12.5%	0.0093	1.0%	82%	False	False	211
80	0.9082	0.7950	0.1132	12.8%	0.0074	0.8%	82%	False	False	170
100	0.9086	0.7950	0.1136	12.8%	0.0059	0.7%	82%	False	False	137
120	0.9086	0.7950	0.1136	12.8%	0.0049	0.6%	82%	False	False	114

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9532
2.618	0.9285
1.618	0.9134
1.000	0.9041
0.618	0.8983
HIGH	0.8890
0.618	0.8832
0.500	0.8815
0.382	0.8797
LOW	0.8739
0.618	0.8646
1.000	0.8588
1.618	0.8495
2.618	0.8344
4.250	0.8097

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	0.8857	0.8843
PP	0.8836	0.8808
S1	0.8815	0.8773

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

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