CME Australian Dollar Future December 2011

Trading Metrics calculated at close of trading on 12-Aug-2011

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	1.0000	1.0179	0.0179	1.8%	1.0276
High	1.0218	1.0200	-0.0018	-0.2%	1.0276
Low	0.9962	1.0136	0.0174	1.7%	0.9795
Close	1.0159	1.0212	0.0053	0.5%	1.0212
Range	0.0256	0.0064	-0.0192	-75.0%	0.0481
ATR	0.0165	0.0157	-0.0007	-4.4%	0.0000
Volume	138	168	30	21.7%	1,790

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0375	1.0357	1.0247
R3	1.0311	1.0293	1.0230
R2	1.0247	1.0247	1.0224
R1	1.0229	1.0229	1.0218	1.0238
PP	1.0183	1.0183	1.0183	1.0187
S1	1.0165	1.0165	1.0206	1.0174
S2	1.0119	1.0119	1.0200
S3	1.0055	1.0101	1.0194
S4	0.9991	1.0037	1.0177

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1537	1.1356	1.0477
R3	1.1056	1.0875	1.0344
R2	1.0575	1.0575	1.0300
R1	1.0394	1.0394	1.0256	1.0244
PP	1.0094	1.0094	1.0094	1.0020
S1	0.9913	0.9913	1.0168	0.9763
S2	0.9613	0.9613	1.0124
S3	0.9132	0.9432	1.0080
S4	0.8651	0.8951	0.9947

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0276	0.9795	0.0481	4.7%	0.0232	2.3%	87%	False	False	358
10	1.0866	0.9795	0.1071	10.5%	0.0199	1.9%	39%	False	False	275
20	1.0875	0.9795	0.1080	10.6%	0.0145	1.4%	39%	False	False	182
40	1.0875	0.9795	0.1080	10.6%	0.0111	1.1%	39%	False	False	134
60	1.0875	0.9795	0.1080	10.6%	0.0082	0.8%	39%	False	False	95
80	1.0875	0.9795	0.1080	10.6%	0.0063	0.6%	39%	False	False	73
100	1.0875	0.9795	0.1080	10.6%	0.0051	0.5%	39%	False	False	59
120	1.0875	0.9483	0.1392	13.6%	0.0042	0.4%	52%	False	False	49

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0032
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.0472
2.618	1.0368
1.618	1.0304
1.000	1.0264
0.618	1.0240
HIGH	1.0200
0.618	1.0176
0.500	1.0168
0.382	1.0160
LOW	1.0136
0.618	1.0096
1.000	1.0072
1.618	1.0032
2.618	0.9968
4.250	0.9864

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	1.0197	1.0173
PP	1.0183	1.0133
S1	1.0168	1.0094

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

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