CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 10-Sep-2010

Day Change Summary
	Previous	Current
	09-Sep-2010	10-Sep-2010	Change	Change %	Previous Week
Open	0.9083	0.9128	0.0045	0.5%	0.9056
High	0.9180	0.9167	-0.0013	-0.1%	0.9180
Low	0.9052	0.9103	0.0051	0.6%	0.8988
Close	0.9142	0.9161	0.0019	0.2%	0.9161
Range	0.0128	0.0064	-0.0064	-50.0%	0.0192
ATR	0.0106	0.0103	-0.0003	-2.8%	0.0000
Volume	60,523	59,230	-1,293	-2.1%	188,903

Daily Pivots for day following 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9336	0.9312	0.9196
R3	0.9272	0.9248	0.9179
R2	0.9208	0.9208	0.9173
R1	0.9184	0.9184	0.9167	0.9196
PP	0.9144	0.9144	0.9144	0.9150
S1	0.9120	0.9120	0.9155	0.9132
S2	0.9080	0.9080	0.9149
S3	0.9016	0.9056	0.9143
S4	0.8952	0.8992	0.9126

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9686	0.9615	0.9267
R3	0.9494	0.9423	0.9214
R2	0.9302	0.9302	0.9196
R1	0.9231	0.9231	0.9179	0.9267
PP	0.9110	0.9110	0.9110	0.9127
S1	0.9039	0.9039	0.9143	0.9075
S2	0.8918	0.8918	0.9126
S3	0.8726	0.8847	0.9108
S4	0.8534	0.8655	0.9055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9180	0.8988	0.0192	2.1%	0.0082	0.9%	90%	False	False	37,780
10	0.9180	0.8752	0.0428	4.7%	0.0098	1.1%	96%	False	False	19,764
20	0.9180	0.8655	0.0525	5.7%	0.0103	1.1%	96%	False	False	10,155
40	0.9180	0.8489	0.0691	7.5%	0.0099	1.1%	97%	False	False	5,200
60	0.9180	0.8162	0.1018	11.1%	0.0105	1.1%	98%	False	False	3,505
80	0.9180	0.7950	0.1230	13.4%	0.0085	0.9%	98%	False	False	2,631
100	0.9180	0.7950	0.1230	13.4%	0.0069	0.8%	98%	False	False	2,113
120	0.9180	0.7950	0.1230	13.4%	0.0057	0.6%	98%	False	False	1,761

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9439
2.618	0.9335
1.618	0.9271
1.000	0.9231
0.618	0.9207
HIGH	0.9167
0.618	0.9143
0.500	0.9135
0.382	0.9127
LOW	0.9103
0.618	0.9063
1.000	0.9039
1.618	0.8999
2.618	0.8935
4.250	0.8831

Fisher Pivots for day following 10-Sep-2010
Pivot	1 day	3 day
R1	0.9152	0.9137
PP	0.9144	0.9112
S1	0.9135	0.9088

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

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