CME Australian Dollar Future June 2010

Trading Metrics calculated at close of trading on 18-May-2010

Day Change Summary
	Previous	Current
	17-May-2010	18-May-2010	Change	Change %	Previous Week
Open	0.8820	0.8747	-0.0073	-0.8%	0.8955
High	0.8835	0.8762	-0.0073	-0.8%	0.9042
Low	0.8657	0.8597	-0.0060	-0.7%	0.8820
Close	0.8703	0.8616	-0.0087	-1.0%	0.8825
Range	0.0178	0.0165	-0.0013	-7.3%	0.0222
ATR	0.0124	0.0127	0.0003	2.4%	0.0000
Volume	114,490	152,846	38,356	33.5%	722,345

Daily Pivots for day following 18-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9153	0.9050	0.8707
R3	0.8988	0.8885	0.8661
R2	0.8823	0.8823	0.8646
R1	0.8720	0.8720	0.8631	0.8689
PP	0.8658	0.8658	0.8658	0.8643
S1	0.8555	0.8555	0.8601	0.8524
S2	0.8493	0.8493	0.8586
S3	0.8328	0.8390	0.8571
S4	0.8163	0.8225	0.8525

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	0.8996	0.8597	0.0399	4.6%	0.0134	1.6%	5%	False	True	116,799
10	0.9076	0.8597	0.0479	5.6%	0.0159	1.8%	4%	False	True	159,381
20	0.9282	0.8597	0.0685	8.0%	0.0129	1.5%	3%	False	True	129,921
40	0.9308	0.8597	0.0711	8.3%	0.0108	1.3%	3%	False	True	102,735
60	0.9308	0.8597	0.0711	8.3%	0.0102	1.2%	3%	False	True	79,430
80	0.9308	0.8474	0.0834	9.7%	0.0102	1.2%	17%	False	False	59,702
100	0.9308	0.8474	0.0834	9.7%	0.0097	1.1%	17%	False	False	47,823

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9463
2.618	0.9194
1.618	0.9029
1.000	0.8927
0.618	0.8864
HIGH	0.8762
0.618	0.8699
0.500	0.8680
0.382	0.8660
LOW	0.8597
0.618	0.8495
1.000	0.8432
1.618	0.8330
2.618	0.8165
4.250	0.7896

Fisher Pivots for day following 18-May-2010
Pivot	1 day	3 day
R1	0.8680	0.8774
PP	0.8658	0.8721
S1	0.8637	0.8669

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

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