CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 21-Sep-2010

Day Change Summary
	Previous	Current
	20-Sep-2010	21-Sep-2010	Change	Change %	Previous Week
Open	0.9280	0.9363	0.0083	0.9%	0.9193
High	0.9398	0.9468	0.0070	0.7%	0.9375
Low	0.9267	0.9346	0.0079	0.9%	0.9187
Close	0.9379	0.9440	0.0061	0.7%	0.9282
Range	0.0131	0.0122	-0.0009	-6.9%	0.0188
ATR	0.0106	0.0107	0.0001	1.1%	0.0000
Volume	63,980	71,493	7,513	11.7%	358,823

Daily Pivots for day following 21-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9784	0.9734	0.9507
R3	0.9662	0.9612	0.9474
R2	0.9540	0.9540	0.9462
R1	0.9490	0.9490	0.9451	0.9515
PP	0.9418	0.9418	0.9418	0.9431
S1	0.9368	0.9368	0.9429	0.9393
S2	0.9296	0.9296	0.9418
S3	0.9174	0.9246	0.9406
S4	0.9052	0.9124	0.9373

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9845	0.9752	0.9385
R3	0.9657	0.9564	0.9334
R2	0.9469	0.9469	0.9316
R1	0.9376	0.9376	0.9299	0.9423
PP	0.9281	0.9281	0.9281	0.9305
S1	0.9188	0.9188	0.9265	0.9235
S2	0.9093	0.9093	0.9248
S3	0.8905	0.9000	0.9230
S4	0.8717	0.8812	0.9179

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9468	0.9232	0.0236	2.5%	0.0105	1.1%	88%	True	False	71,930
10	0.9468	0.8995	0.0473	5.0%	0.0103	1.1%	94%	True	False	66,214
20	0.9468	0.8655	0.0813	8.6%	0.0104	1.1%	97%	True	False	34,684
40	0.9468	0.8655	0.0813	8.6%	0.0099	1.1%	97%	True	False	17,522
60	0.9468	0.8162	0.1306	13.8%	0.0107	1.1%	98%	True	False	11,737
80	0.9468	0.7968	0.1500	15.9%	0.0091	1.0%	98%	True	False	8,808
100	0.9468	0.7950	0.1518	16.1%	0.0076	0.8%	98%	True	False	7,056
120	0.9468	0.7950	0.1518	16.1%	0.0064	0.7%	98%	True	False	5,880

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9987
2.618	0.9787
1.618	0.9665
1.000	0.9590
0.618	0.9543
HIGH	0.9468
0.618	0.9421
0.500	0.9407
0.382	0.9393
LOW	0.9346
0.618	0.9271
1.000	0.9224
1.618	0.9149
2.618	0.9027
4.250	0.8828

Fisher Pivots for day following 21-Sep-2010
Pivot	1 day	3 day
R1	0.9429	0.9414
PP	0.9418	0.9388
S1	0.9407	0.9362

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

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