CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 22-Oct-2010

Day Change Summary
	Previous	Current
	21-Oct-2010	22-Oct-2010	Change	Change %	Previous Week
Open	0.9805	0.9730	-0.0075	-0.8%	0.9829
High	0.9831	0.9796	-0.0035	-0.4%	0.9900
Low	0.9682	0.9698	0.0016	0.2%	0.9597
Close	0.9718	0.9741	0.0023	0.2%	0.9741
Range	0.0149	0.0098	-0.0051	-34.2%	0.0303
ATR	0.0137	0.0134	-0.0003	-2.0%	0.0000
Volume	115,036	70,234	-44,802	-38.9%	558,431

Daily Pivots for day following 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0039	0.9988	0.9795
R3	0.9941	0.9890	0.9768
R2	0.9843	0.9843	0.9759
R1	0.9792	0.9792	0.9750	0.9818
PP	0.9745	0.9745	0.9745	0.9758
S1	0.9694	0.9694	0.9732	0.9720
S2	0.9647	0.9647	0.9723
S3	0.9549	0.9596	0.9714
S4	0.9451	0.9498	0.9687

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0655	1.0501	0.9908
R3	1.0352	1.0198	0.9824
R2	1.0049	1.0049	0.9797
R1	0.9895	0.9895	0.9769	0.9821
PP	0.9746	0.9746	0.9746	0.9709
S1	0.9592	0.9592	0.9713	0.9518
S2	0.9443	0.9443	0.9685
S3	0.9140	0.9289	0.9658
S4	0.8837	0.8986	0.9574

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9900	0.9597	0.0303	3.1%	0.0184	1.9%	48%	False	False	111,686
10	0.9936	0.9597	0.0339	3.5%	0.0146	1.5%	42%	False	False	95,079
20	0.9936	0.9464	0.0472	4.8%	0.0131	1.3%	59%	False	False	92,523
40	0.9936	0.8752	0.1184	12.2%	0.0117	1.2%	84%	False	False	69,339
60	0.9936	0.8655	0.1281	13.2%	0.0111	1.1%	85%	False	False	46,364
80	0.9936	0.8180	0.1756	18.0%	0.0111	1.1%	89%	False	False	34,817
100	0.9936	0.7968	0.1968	20.2%	0.0103	1.1%	90%	False	False	27,863
120	0.9936	0.7950	0.1986	20.4%	0.0088	0.9%	90%	False	False	23,227

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0037
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0213
2.618	1.0053
1.618	0.9955
1.000	0.9894
0.618	0.9857
HIGH	0.9796
0.618	0.9759
0.500	0.9747
0.382	0.9735
LOW	0.9698
0.618	0.9637
1.000	0.9600
1.618	0.9539
2.618	0.9441
4.250	0.9282

Fisher Pivots for day following 22-Oct-2010
Pivot	1 day	3 day
R1	0.9747	0.9733
PP	0.9745	0.9724
S1	0.9743	0.9716

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

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