CME Australian Dollar Future June 2010

Trading Metrics calculated at close of trading on 03-Jun-2010

Day Change Summary
	Previous	Current
	02-Jun-2010	03-Jun-2010	Change	Change %	Previous Week
Open	0.8295	0.8410	0.0115	1.4%	0.8291
High	0.8413	0.8515	0.0102	1.2%	0.8537
Low	0.8265	0.8355	0.0090	1.1%	0.8049
Close	0.8354	0.8421	0.0067	0.8%	0.8445
Range	0.0148	0.0160	0.0012	8.1%	0.0488
ATR	0.0179	0.0177	-0.0001	-0.7%	0.0000
Volume	159,465	106,791	-52,674	-33.0%	764,380

Daily Pivots for day following 03-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8910	0.8826	0.8509
R3	0.8750	0.8666	0.8465
R2	0.8590	0.8590	0.8450
R1	0.8506	0.8506	0.8436	0.8548
PP	0.8430	0.8430	0.8430	0.8452
S1	0.8346	0.8346	0.8406	0.8388
S2	0.8270	0.8270	0.8392
S3	0.8110	0.8186	0.8377
S4	0.7950	0.8026	0.8333

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9808	0.9614	0.8713
R3	0.9320	0.9126	0.8579
R2	0.8832	0.8832	0.8534
R1	0.8638	0.8638	0.8490	0.8735
PP	0.8344	0.8344	0.8344	0.8392
S1	0.8150	0.8150	0.8400	0.8247
S2	0.7856	0.7856	0.8356
S3	0.7368	0.7662	0.8311
S4	0.6880	0.7174	0.8177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8537	0.8204	0.0333	4.0%	0.0195	2.3%	65%	False	False	135,360
10	0.8537	0.8049	0.0488	5.8%	0.0219	2.6%	76%	False	False	165,501
20	0.9056	0.8049	0.1007	12.0%	0.0198	2.4%	37%	False	False	160,489
40	0.9308	0.8049	0.1259	15.0%	0.0146	1.7%	30%	False	False	126,895
60	0.9308	0.8049	0.1259	15.0%	0.0125	1.5%	30%	False	False	108,187
80	0.9308	0.8049	0.1259	15.0%	0.0119	1.4%	30%	False	False	81,987
100	0.9308	0.8049	0.1259	15.0%	0.0114	1.4%	30%	False	False	65,658

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9195
2.618	0.8934
1.618	0.8774
1.000	0.8675
0.618	0.8614
HIGH	0.8515
0.618	0.8454
0.500	0.8435
0.382	0.8416
LOW	0.8355
0.618	0.8256
1.000	0.8195
1.618	0.8096
2.618	0.7936
4.250	0.7675

Fisher Pivots for day following 03-Jun-2010
Pivot	1 day	3 day
R1	0.8435	0.8411
PP	0.8430	0.8400
S1	0.8426	0.8390

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

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