CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 08-Jun-2009

Day Change Summary
	Previous	Current
	05-Jun-2009	08-Jun-2009	Change	Change %	Previous Week
Open	0.7954	0.7876	-0.0078	-1.0%	0.7978
High	0.8066	0.7932	-0.0134	-1.7%	0.8204
Low	0.7864	0.7774	-0.0090	-1.1%	0.7818
Close	0.7893	0.7814	-0.0079	-1.0%	0.7893
Range	0.0202	0.0158	-0.0044	-21.8%	0.0386
ATR	0.0149	0.0150	0.0001	0.4%	0.0000
Volume	5,576	10,507	4,931	88.4%	13,092

Daily Pivots for day following 08-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8314	0.8222	0.7901
R3	0.8156	0.8064	0.7857
R2	0.7998	0.7998	0.7843
R1	0.7906	0.7906	0.7828	0.7873
PP	0.7840	0.7840	0.7840	0.7824
S1	0.7748	0.7748	0.7800	0.7715
S2	0.7682	0.7682	0.7785
S3	0.7524	0.7590	0.7771
S4	0.7366	0.7432	0.7727

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9130	0.8897	0.8105
R3	0.8744	0.8511	0.7999
R2	0.8358	0.8358	0.7964
R1	0.8125	0.8125	0.7928	0.8049
PP	0.7972	0.7972	0.7972	0.7933
S1	0.7739	0.7739	0.7858	0.7663
S2	0.7586	0.7586	0.7822
S3	0.7200	0.7353	0.7787
S4	0.6814	0.6967	0.7681

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8204	0.7774	0.0430	5.5%	0.0215	2.7%	9%	False	True	4,586
10	0.8204	0.7666	0.0538	6.9%	0.0177	2.3%	28%	False	False	2,461
20	0.8204	0.7395	0.0809	10.4%	0.0145	1.9%	52%	False	False	1,331
40	0.8204	0.6904	0.1300	16.6%	0.0113	1.4%	70%	False	False	689

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0042
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8604
2.618	0.8346
1.618	0.8188
1.000	0.8090
0.618	0.8030
HIGH	0.7932
0.618	0.7872
0.500	0.7853
0.382	0.7834
LOW	0.7774
0.618	0.7676
1.000	0.7616
1.618	0.7518
2.618	0.7360
4.250	0.7103

Fisher Pivots for day following 08-Jun-2009
Pivot	1 day	3 day
R1	0.7853	0.7920
PP	0.7840	0.7885
S1	0.7827	0.7849

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

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