CME Australian Dollar Future June 2010

Trading Metrics calculated at close of trading on 21-May-2010

Day Change Summary
	Previous	Current
	20-May-2010	21-May-2010	Change	Change %	Previous Week
Open	0.8474	0.8111	-0.0363	-4.3%	0.8820
High	0.8474	0.8345	-0.0129	-1.5%	0.8835
Low	0.8128	0.8065	-0.0063	-0.8%	0.8065
Close	0.8255	0.8241	-0.0014	-0.2%	0.8241
Range	0.0346	0.0280	-0.0066	-19.1%	0.0770
ATR	0.0153	0.0162	0.0009	5.9%	0.0000
Volume	258,580	248,063	-10,517	-4.1%	905,959

Daily Pivots for day following 21-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9057	0.8929	0.8395
R3	0.8777	0.8649	0.8318
R2	0.8497	0.8497	0.8292
R1	0.8369	0.8369	0.8267	0.8433
PP	0.8217	0.8217	0.8217	0.8249
S1	0.8089	0.8089	0.8215	0.8153
S2	0.7937	0.7937	0.8190
S3	0.7657	0.7809	0.8164
S4	0.7377	0.7529	0.8087

Weekly Pivots for week ending 21-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0690	1.0236	0.8665
R3	0.9920	0.9466	0.8453
R2	0.9150	0.9150	0.8382
R1	0.8696	0.8696	0.8312	0.8538
PP	0.8380	0.8380	0.8380	0.8302
S1	0.7926	0.7926	0.8170	0.7768
S2	0.7610	0.7610	0.8100
S3	0.6840	0.7156	0.8029
S4	0.6070	0.6386	0.7818

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8835	0.8065	0.0770	9.3%	0.0250	3.0%	23%	False	True	181,191
10	0.9042	0.8065	0.0977	11.9%	0.0188	2.3%	18%	False	True	162,830
20	0.9280	0.8065	0.1215	14.7%	0.0161	2.0%	14%	False	True	147,792
40	0.9308	0.8065	0.1243	15.1%	0.0125	1.5%	14%	False	True	112,293
60	0.9308	0.8065	0.1243	15.1%	0.0110	1.3%	14%	False	True	90,011
80	0.9308	0.8065	0.1243	15.1%	0.0111	1.3%	14%	False	True	67,681
100	0.9308	0.8065	0.1243	15.1%	0.0105	1.3%	14%	False	True	54,208

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	0.0029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9535
2.618	0.9078
1.618	0.8798
1.000	0.8625
0.618	0.8518
HIGH	0.8345
0.618	0.8238
0.500	0.8205
0.382	0.8172
LOW	0.8065
0.618	0.7892
1.000	0.7785
1.618	0.7612
2.618	0.7332
4.250	0.6875

Fisher Pivots for day following 21-May-2010
Pivot	1 day	3 day
R1	0.8229	0.8339
PP	0.8217	0.8306
S1	0.8205	0.8274

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

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