CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 01-Sep-2010

Day Change Summary
	Previous	Current
	31-Aug-2010	01-Sep-2010	Change	Change %	Previous Week
Open	0.8808	0.8820	0.0012	0.1%	0.8755
High	0.8845	0.9001	0.0156	1.8%	0.8890
Low	0.8752	0.8808	0.0056	0.6%	0.8655
Close	0.8773	0.8974	0.0201	2.3%	0.8878
Range	0.0093	0.0193	0.0100	107.5%	0.0235
ATR	0.0107	0.0116	0.0009	8.1%	0.0000
Volume	728	451	-277	-38.0%	3,333

Daily Pivots for day following 01-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9507	0.9433	0.9080
R3	0.9314	0.9240	0.9027
R2	0.9121	0.9121	0.9009
R1	0.9047	0.9047	0.8992	0.9084
PP	0.8928	0.8928	0.8928	0.8946
S1	0.8854	0.8854	0.8956	0.8891
S2	0.8735	0.8735	0.8939
S3	0.8542	0.8661	0.8921
S4	0.8349	0.8468	0.8868

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	0.9001	0.8727	0.0274	3.1%	0.0125	1.4%	90%	True	False	450
10	0.9001	0.8655	0.0346	3.9%	0.0116	1.3%	92%	True	False	597
20	0.9082	0.8655	0.0427	4.8%	0.0106	1.2%	75%	False	False	458
40	0.9082	0.8489	0.0593	6.6%	0.0102	1.1%	82%	False	False	325
60	0.9082	0.8098	0.0984	11.0%	0.0099	1.1%	89%	False	False	236
80	0.9082	0.7950	0.1132	12.6%	0.0079	0.9%	90%	False	False	188
100	0.9086	0.7950	0.1136	12.7%	0.0063	0.7%	90%	False	False	151
120	0.9086	0.7950	0.1136	12.7%	0.0053	0.6%	90%	False	False	126

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 29 trading days

Fibonacci Retracements and Extensions
4.250	0.9821
2.618	0.9506
1.618	0.9313
1.000	0.9194
0.618	0.9120
HIGH	0.9001
0.618	0.8927
0.500	0.8905
0.382	0.8882
LOW	0.8808
0.618	0.8689
1.000	0.8615
1.618	0.8496
2.618	0.8303
4.250	0.7988

Fisher Pivots for day following 01-Sep-2010
Pivot	1 day	3 day
R1	0.8951	0.8942
PP	0.8928	0.8909
S1	0.8905	0.8877

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

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