CME Australian Dollar Future September 2011

Trading Metrics calculated at close of trading on 03-Jun-2011

Day Change Summary
	Previous	Current
	02-Jun-2011	03-Jun-2011	Change	Change %	Previous Week
Open	1.0453	1.0535	0.0082	0.8%	1.0560
High	1.0541	1.0628	0.0087	0.8%	1.0628
Low	1.0442	1.0452	0.0010	0.1%	1.0442
Close	1.0525	1.0585	0.0060	0.6%	1.0585
Range	0.0099	0.0176	0.0077	77.8%	0.0186
ATR	0.0116	0.0120	0.0004	3.7%	0.0000
Volume	2,054	1,743	-311	-15.1%	6,486

Daily Pivots for day following 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1083	1.1010	1.0682
R3	1.0907	1.0834	1.0633
R2	1.0731	1.0731	1.0617
R1	1.0658	1.0658	1.0601	1.0695
PP	1.0555	1.0555	1.0555	1.0573
S1	1.0482	1.0482	1.0569	1.0519
S2	1.0379	1.0379	1.0553
S3	1.0203	1.0306	1.0537
S4	1.0027	1.0130	1.0488

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1110	1.1033	1.0687
R3	1.0924	1.0847	1.0636
R2	1.0738	1.0738	1.0619
R1	1.0661	1.0661	1.0602	1.0700
PP	1.0552	1.0552	1.0552	1.0571
S1	1.0475	1.0475	1.0568	1.0514
S2	1.0366	1.0366	1.0551
S3	1.0180	1.0289	1.0534
S4	0.9994	1.0103	1.0483

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0628	1.0442	0.0186	1.8%	0.0128	1.2%	77%	True	False	1,368
10	1.0628	1.0289	0.0339	3.2%	0.0119	1.1%	87%	True	False	864
20	1.0700	1.0289	0.0411	3.9%	0.0123	1.2%	72%	False	False	532
40	1.0806	1.0189	0.0617	5.8%	0.0105	1.0%	64%	False	False	336

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.1376
2.618	1.1089
1.618	1.0913
1.000	1.0804
0.618	1.0737
HIGH	1.0628
0.618	1.0561
0.500	1.0540
0.382	1.0519
LOW	1.0452
0.618	1.0343
1.000	1.0276
1.618	1.0167
2.618	0.9991
4.250	0.9704

Fisher Pivots for day following 03-Jun-2011
Pivot	1 day	3 day
R1	1.0570	1.0568
PP	1.0555	1.0552
S1	1.0540	1.0535

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

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