CME Australian Dollar Future June 2010

Trading Metrics calculated at close of trading on 17-May-2010

Day Change Summary
	Previous	Current
	14-May-2010	17-May-2010	Change	Change %	Previous Week
Open	0.8922	0.8820	-0.0102	-1.1%	0.8955
High	0.8951	0.8835	-0.0116	-1.3%	0.9042
Low	0.8820	0.8657	-0.0163	-1.8%	0.8820
Close	0.8825	0.8703	-0.0122	-1.4%	0.8825
Range	0.0131	0.0178	0.0047	35.9%	0.0222
ATR	0.0120	0.0124	0.0004	3.5%	0.0000
Volume	101,116	114,490	13,374	13.2%	722,345

Daily Pivots for day following 17-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9266	0.9162	0.8801
R3	0.9088	0.8984	0.8752
R2	0.8910	0.8910	0.8736
R1	0.8806	0.8806	0.8719	0.8769
PP	0.8732	0.8732	0.8732	0.8713
S1	0.8628	0.8628	0.8687	0.8591
S2	0.8554	0.8554	0.8670
S3	0.8376	0.8450	0.8654
S4	0.8198	0.8272	0.8605

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9562	0.9415	0.8947
R3	0.9340	0.9193	0.8886
R2	0.9118	0.9118	0.8866
R1	0.8971	0.8971	0.8845	0.8934
PP	0.8896	0.8896	0.8896	0.8877
S1	0.8749	0.8749	0.8805	0.8712
S2	0.8674	0.8674	0.8784
S3	0.8452	0.8527	0.8764
S4	0.8230	0.8305	0.8703

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8997	0.8657	0.0340	3.9%	0.0121	1.4%	14%	False	True	114,595
10	0.9229	0.8657	0.0572	6.6%	0.0162	1.9%	8%	False	True	150,568
20	0.9282	0.8657	0.0625	7.2%	0.0126	1.5%	7%	False	True	127,228
40	0.9308	0.8657	0.0651	7.5%	0.0107	1.2%	7%	False	True	101,032
60	0.9308	0.8657	0.0651	7.5%	0.0100	1.1%	7%	False	True	76,894
80	0.9308	0.8474	0.0834	9.6%	0.0101	1.2%	27%	False	False	57,792
100	0.9308	0.8474	0.0834	9.6%	0.0096	1.1%	27%	False	False	46,295

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0034
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9592
2.618	0.9301
1.618	0.9123
1.000	0.9013
0.618	0.8945
HIGH	0.8835
0.618	0.8767
0.500	0.8746
0.382	0.8725
LOW	0.8657
0.618	0.8547
1.000	0.8479
1.618	0.8369
2.618	0.8191
4.250	0.7901

Fisher Pivots for day following 17-May-2010
Pivot	1 day	3 day
R1	0.8746	0.8827
PP	0.8732	0.8785
S1	0.8717	0.8744

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

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