CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 28-Jun-2010

Day Change Summary
	Previous	Current
	25-Jun-2010	28-Jun-2010	Change	Change %	Previous Week
Open	0.8586	0.8667	0.0081	0.9%	0.8715
High	0.8680	0.8700	0.0020	0.2%	0.8772
Low	0.8517	0.8629	0.0112	1.3%	0.8517
Close	0.8668	0.8652	-0.0016	-0.2%	0.8668
Range	0.0163	0.0071	-0.0092	-56.4%	0.0255
ATR	0.0149	0.0144	-0.0006	-3.7%	0.0000
Volume	93,783	103,509	9,726	10.4%	473,154

Daily Pivots for day following 28-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8873	0.8834	0.8691
R3	0.8802	0.8763	0.8672
R2	0.8731	0.8731	0.8665
R1	0.8692	0.8692	0.8659	0.8676
PP	0.8660	0.8660	0.8660	0.8653
S1	0.8621	0.8621	0.8645	0.8605
S2	0.8589	0.8589	0.8639
S3	0.8518	0.8550	0.8632
S4	0.8447	0.8479	0.8613

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9417	0.9298	0.8808
R3	0.9162	0.9043	0.8738
R2	0.8907	0.8907	0.8715
R1	0.8788	0.8788	0.8691	0.8720
PP	0.8652	0.8652	0.8652	0.8619
S1	0.8533	0.8533	0.8645	0.8465
S2	0.8397	0.8397	0.8621
S3	0.8142	0.8278	0.8598
S4	0.7887	0.8023	0.8528

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8750	0.8517	0.0233	2.7%	0.0121	1.4%	58%	False	False	103,929
10	0.8772	0.8416	0.0356	4.1%	0.0115	1.3%	66%	False	False	91,376
20	0.8772	0.8000	0.0772	8.9%	0.0144	1.7%	84%	False	False	59,338
40	0.9130	0.7970	0.1160	13.4%	0.0158	1.8%	59%	False	False	30,387
60	0.9230	0.7970	0.1260	14.6%	0.0130	1.5%	54%	False	False	20,330
80	0.9230	0.7970	0.1260	14.6%	0.0109	1.3%	54%	False	False	15,270
100	0.9230	0.7970	0.1260	14.6%	0.0087	1.0%	54%	False	False	12,217

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0045
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	0.9002
2.618	0.8886
1.618	0.8815
1.000	0.8771
0.618	0.8744
HIGH	0.8700
0.618	0.8673
0.500	0.8665
0.382	0.8656
LOW	0.8629
0.618	0.8585
1.000	0.8558
1.618	0.8514
2.618	0.8443
4.250	0.8327

Fisher Pivots for day following 28-Jun-2010
Pivot	1 day	3 day
R1	0.8665	0.8638
PP	0.8660	0.8623
S1	0.8656	0.8609

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

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