CME Australian Dollar Future December 2011

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	1.0380	1.0324	-0.0056	-0.5%	1.0253
High	1.0380	1.0360	-0.0020	-0.2%	1.0444
Low	1.0320	1.0287	-0.0033	-0.3%	1.0186
Close	1.0323	1.0292	-0.0031	-0.3%	1.0249
Range	0.0060	0.0073	0.0013	21.7%	0.0258
ATR	0.0143	0.0138	-0.0005	-3.5%	0.0000
Volume	248	67	-181	-73.0%	478

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0532	1.0485	1.0332
R3	1.0459	1.0412	1.0312
R2	1.0386	1.0386	1.0305
R1	1.0339	1.0339	1.0299	1.0326
PP	1.0313	1.0313	1.0313	1.0307
S1	1.0266	1.0266	1.0285	1.0253
S2	1.0240	1.0240	1.0279
S3	1.0167	1.0193	1.0272
S4	1.0094	1.0120	1.0252

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1067	1.0916	1.0391
R3	1.0809	1.0658	1.0320
R2	1.0551	1.0551	1.0296
R1	1.0400	1.0400	1.0273	1.0347
PP	1.0293	1.0293	1.0293	1.0266
S1	1.0142	1.0142	1.0225	1.0089
S2	1.0035	1.0035	1.0202
S3	0.9777	0.9884	1.0178
S4	0.9519	0.9626	1.0107

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0395	1.0186	0.0209	2.0%	0.0105	1.0%	51%	False	False	152
10	1.0444	1.0136	0.0308	3.0%	0.0103	1.0%	51%	False	False	130
20	1.0866	0.9795	0.1071	10.4%	0.0152	1.5%	46%	False	False	199
40	1.0875	0.9795	0.1080	10.5%	0.0118	1.1%	46%	False	False	144
60	1.0875	0.9795	0.1080	10.5%	0.0098	1.0%	46%	False	False	112
80	1.0875	0.9795	0.1080	10.5%	0.0074	0.7%	46%	False	False	87
100	1.0875	0.9795	0.1080	10.5%	0.0060	0.6%	46%	False	False	70
120	1.0875	0.9483	0.1392	13.5%	0.0050	0.5%	58%	False	False	58

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0670
2.618	1.0551
1.618	1.0478
1.000	1.0433
0.618	1.0405
HIGH	1.0360
0.618	1.0332
0.500	1.0324
0.382	1.0315
LOW	1.0287
0.618	1.0242
1.000	1.0214
1.618	1.0169
2.618	1.0096
4.250	0.9977

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	1.0324	1.0327
PP	1.0313	1.0315
S1	1.0303	1.0304

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

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