CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 06-Sep-2010

Day Change Summary
	Previous	Current
	03-Sep-2010	06-Sep-2010	Change	Change %	Previous Week
Open	0.9001	0.9056	0.0055	0.6%	0.8907
High	0.9069	0.9077	0.0008	0.1%	0.9069
Low	0.8961	0.9041	0.0080	0.9%	0.8752
Close	0.9059	0.9065	0.0006	0.1%	0.9059
Range	0.0108	0.0036	-0.0072	-66.7%	0.0317
ATR	0.0112	0.0106	-0.0005	-4.8%	0.0000
Volume	4,244	10,527	6,283	148.0%	8,741

Daily Pivots for day following 06-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9169	0.9153	0.9085
R3	0.9133	0.9117	0.9075
R2	0.9097	0.9097	0.9072
R1	0.9081	0.9081	0.9068	0.9089
PP	0.9061	0.9061	0.9061	0.9065
S1	0.9045	0.9045	0.9062	0.9053
S2	0.9025	0.9025	0.9058
S3	0.8989	0.9009	0.9055
S4	0.8953	0.8973	0.9045

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	0.9077	0.8752	0.0325	3.6%	0.0098	1.1%	96%	True	False	3,798
10	0.9077	0.8655	0.0422	4.7%	0.0106	1.2%	97%	True	False	2,126
20	0.9077	0.8655	0.0422	4.7%	0.0108	1.2%	97%	True	False	1,289
40	0.9082	0.8489	0.0593	6.5%	0.0101	1.1%	97%	False	False	759
60	0.9082	0.8162	0.0920	10.1%	0.0102	1.1%	98%	False	False	532
80	0.9082	0.7950	0.1132	12.5%	0.0081	0.9%	98%	False	False	411
100	0.9082	0.7950	0.1132	12.5%	0.0065	0.7%	98%	False	False	329
120	0.9086	0.7950	0.1136	12.5%	0.0054	0.6%	98%	False	False	274

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	0.9230
2.618	0.9171
1.618	0.9135
1.000	0.9113
0.618	0.9099
HIGH	0.9077
0.618	0.9063
0.500	0.9059
0.382	0.9055
LOW	0.9041
0.618	0.9019
1.000	0.9005
1.618	0.8983
2.618	0.8947
4.250	0.8888

Fisher Pivots for day following 06-Sep-2010
Pivot	1 day	3 day
R1	0.9063	0.9048
PP	0.9061	0.9031
S1	0.9059	0.9014

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

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