CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 29-Sep-2010

Day Change Summary
	Previous	Current
	28-Sep-2010	29-Sep-2010	Change	Change %	Previous Week
Open	0.9517	0.9584	0.0067	0.7%	0.9280
High	0.9596	0.9642	0.0046	0.5%	0.9524
Low	0.9469	0.9570	0.0101	1.1%	0.9267
Close	0.9575	0.9619	0.0044	0.5%	0.9494
Range	0.0127	0.0072	-0.0055	-43.3%	0.0257
ATR	0.0108	0.0105	-0.0003	-2.4%	0.0000
Volume	76,133	73,095	-3,038	-4.0%	366,645

Daily Pivots for day following 29-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9826	0.9795	0.9659
R3	0.9754	0.9723	0.9639
R2	0.9682	0.9682	0.9632
R1	0.9651	0.9651	0.9626	0.9667
PP	0.9610	0.9610	0.9610	0.9618
S1	0.9579	0.9579	0.9612	0.9595
S2	0.9538	0.9538	0.9606
S3	0.9466	0.9507	0.9599
S4	0.9394	0.9435	0.9579

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0199	1.0104	0.9635
R3	0.9942	0.9847	0.9565
R2	0.9685	0.9685	0.9541
R1	0.9590	0.9590	0.9518	0.9638
PP	0.9428	0.9428	0.9428	0.9452
S1	0.9333	0.9333	0.9470	0.9381
S2	0.9171	0.9171	0.9447
S3	0.8914	0.9076	0.9423
S4	0.8657	0.8819	0.9353

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9642	0.9373	0.0269	2.8%	0.0105	1.1%	91%	True	False	72,123
10	0.9642	0.9232	0.0410	4.3%	0.0106	1.1%	94%	True	False	72,395
20	0.9642	0.8950	0.0692	7.2%	0.0097	1.0%	97%	True	False	56,492
40	0.9642	0.8655	0.0987	10.3%	0.0102	1.1%	98%	True	False	28,475
60	0.9642	0.8489	0.1153	12.0%	0.0100	1.0%	98%	True	False	19,047
80	0.9642	0.8098	0.1544	16.1%	0.0099	1.0%	99%	True	False	14,300
100	0.9642	0.7950	0.1692	17.6%	0.0083	0.9%	99%	True	False	11,449
120	0.9642	0.7950	0.1692	17.6%	0.0069	0.7%	99%	True	False	9,541

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	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9948
2.618	0.9830
1.618	0.9758
1.000	0.9714
0.618	0.9686
HIGH	0.9642
0.618	0.9614
0.500	0.9606
0.382	0.9598
LOW	0.9570
0.618	0.9526
1.000	0.9498
1.618	0.9454
2.618	0.9382
4.250	0.9264

Fisher Pivots for day following 29-Sep-2010
Pivot	1 day	3 day
R1	0.9615	0.9598
PP	0.9610	0.9577
S1	0.9606	0.9556

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

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