CME Australian Dollar Future June 2010

Trading Metrics calculated at close of trading on 27-May-2010

Day Change Summary
	Previous	Current
	26-May-2010	27-May-2010	Change	Change %	Previous Week
Open	0.8266	0.8210	-0.0056	-0.7%	0.8820
High	0.8373	0.8514	0.0141	1.7%	0.8835
Low	0.8171	0.8204	0.0033	0.4%	0.8065
Close	0.8236	0.8467	0.0231	2.8%	0.8241
Range	0.0202	0.0310	0.0108	53.5%	0.0770
ATR	0.0171	0.0181	0.0010	5.8%	0.0000
Volume	146,968	146,787	-181	-0.1%	905,959

Daily Pivots for day following 27-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9325	0.9206	0.8638
R3	0.9015	0.8896	0.8552
R2	0.8705	0.8705	0.8524
R1	0.8586	0.8586	0.8495	0.8646
PP	0.8395	0.8395	0.8395	0.8425
S1	0.8276	0.8276	0.8439	0.8336
S2	0.8085	0.8085	0.8410
S3	0.7775	0.7966	0.8382
S4	0.7465	0.7656	0.8297

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	0.8514	0.8049	0.0465	5.5%	0.0236	2.8%	90%	True	False	173,283
10	0.8951	0.8049	0.0902	10.7%	0.0228	2.7%	46%	False	False	162,542
20	0.9280	0.8049	0.1231	14.5%	0.0186	2.2%	34%	False	False	155,669
40	0.9308	0.8049	0.1259	14.9%	0.0137	1.6%	33%	False	False	119,373
60	0.9308	0.8049	0.1259	14.9%	0.0119	1.4%	33%	False	False	100,197
80	0.9308	0.8049	0.1259	14.9%	0.0117	1.4%	33%	False	False	75,391
100	0.9308	0.8049	0.1259	14.9%	0.0110	1.3%	33%	False	False	60,389

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	0.0031
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9832
2.618	0.9326
1.618	0.9016
1.000	0.8824
0.618	0.8706
HIGH	0.8514
0.618	0.8396
0.500	0.8359
0.382	0.8322
LOW	0.8204
0.618	0.8012
1.000	0.7894
1.618	0.7702
2.618	0.7392
4.250	0.6887

Fisher Pivots for day following 27-May-2010
Pivot	1 day	3 day
R1	0.8431	0.8405
PP	0.8395	0.8343
S1	0.8359	0.8282

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

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