CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 03-Sep-2010

Day Change Summary
	Previous	Current
	02-Sep-2010	03-Sep-2010	Change	Change %	Previous Week
Open	0.9002	0.9001	-0.0001	0.0%	0.8907
High	0.9012	0.9069	0.0057	0.6%	0.9069
Low	0.8950	0.8961	0.0011	0.1%	0.8752
Close	0.9001	0.9059	0.0058	0.6%	0.9059
Range	0.0062	0.0108	0.0046	74.2%	0.0317
ATR	0.0112	0.0112	0.0000	-0.2%	0.0000
Volume	3,041	4,244	1,203	39.6%	8,741

Daily Pivots for day following 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9354	0.9314	0.9118
R3	0.9246	0.9206	0.9089
R2	0.9138	0.9138	0.9079
R1	0.9098	0.9098	0.9069	0.9118
PP	0.9030	0.9030	0.9030	0.9040
S1	0.8990	0.8990	0.9049	0.9010
S2	0.8922	0.8922	0.9039
S3	0.8814	0.8882	0.9029
S4	0.8706	0.8774	0.9000

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9911	0.9802	0.9233
R3	0.9594	0.9485	0.9146
R2	0.9277	0.9277	0.9117
R1	0.9168	0.9168	0.9088	0.9223
PP	0.8960	0.8960	0.8960	0.8987
S1	0.8851	0.8851	0.9030	0.8906
S2	0.8643	0.8643	0.9001
S3	0.8326	0.8534	0.8972
S4	0.8009	0.8217	0.8885

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9069	0.8752	0.0317	3.5%	0.0114	1.3%	97%	True	False	1,748
10	0.9069	0.8655	0.0414	4.6%	0.0113	1.2%	98%	True	False	1,207
20	0.9069	0.8655	0.0414	4.6%	0.0108	1.2%	98%	True	False	769
40	0.9082	0.8489	0.0593	6.5%	0.0102	1.1%	96%	False	False	497
60	0.9082	0.8162	0.0920	10.2%	0.0102	1.1%	98%	False	False	357
80	0.9082	0.7950	0.1132	12.5%	0.0081	0.9%	98%	False	False	279
100	0.9082	0.7950	0.1132	12.5%	0.0065	0.7%	98%	False	False	224
120	0.9086	0.7950	0.1136	12.5%	0.0054	0.6%	98%	False	False	187

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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9528
2.618	0.9352
1.618	0.9244
1.000	0.9177
0.618	0.9136
HIGH	0.9069
0.618	0.9028
0.500	0.9015
0.382	0.9002
LOW	0.8961
0.618	0.8894
1.000	0.8853
1.618	0.8786
2.618	0.8678
4.250	0.8502

Fisher Pivots for day following 03-Sep-2010
Pivot	1 day	3 day
R1	0.9044	0.9019
PP	0.9030	0.8979
S1	0.9015	0.8939

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

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