CME Australian Dollar Future June 2010

Trading Metrics calculated at close of trading on 08-Jun-2010

Day Change Summary
	Previous	Current
	07-Jun-2010	08-Jun-2010	Change	Change %	Previous Week
Open	0.8227	0.8091	-0.0136	-1.7%	0.8444
High	0.8227	0.8285	0.0058	0.7%	0.8515
Low	0.8089	0.8083	-0.0006	-0.1%	0.8203
Close	0.8134	0.8208	0.0074	0.9%	0.8205
Range	0.0138	0.0202	0.0064	46.4%	0.0312
ATR	0.0181	0.0182	0.0002	0.8%	0.0000
Volume	131,028	130,463	-565	-0.4%	489,414

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8798	0.8705	0.8319
R3	0.8596	0.8503	0.8264
R2	0.8394	0.8394	0.8245
R1	0.8301	0.8301	0.8227	0.8348
PP	0.8192	0.8192	0.8192	0.8215
S1	0.8099	0.8099	0.8189	0.8146
S2	0.7990	0.7990	0.8171
S3	0.7788	0.7897	0.8152
S4	0.7586	0.7695	0.8097

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9244	0.9036	0.8377
R3	0.8932	0.8724	0.8291
R2	0.8620	0.8620	0.8262
R1	0.8412	0.8412	0.8234	0.8360
PP	0.8308	0.8308	0.8308	0.8282
S1	0.8100	0.8100	0.8176	0.8048
S2	0.7996	0.7996	0.8148
S3	0.7684	0.7788	0.8119
S4	0.7372	0.7476	0.8033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8515	0.8083	0.0432	5.3%	0.0183	2.2%	29%	False	True	126,634
10	0.8537	0.8049	0.0488	5.9%	0.0200	2.4%	33%	False	False	130,645
20	0.8997	0.8049	0.0948	11.5%	0.0192	2.3%	17%	False	False	143,986
40	0.9304	0.8049	0.1255	15.3%	0.0155	1.9%	13%	False	False	130,715
60	0.9308	0.8049	0.1259	15.3%	0.0132	1.6%	13%	False	False	111,843
80	0.9308	0.8049	0.1259	15.3%	0.0122	1.5%	13%	False	False	86,553
100	0.9308	0.8049	0.1259	15.3%	0.0118	1.4%	13%	False	False	69,306
120	0.9308	0.8049	0.1259	15.3%	0.0110	1.3%	13%	False	False	57,804

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9144
2.618	0.8814
1.618	0.8612
1.000	0.8487
0.618	0.8410
HIGH	0.8285
0.618	0.8208
0.500	0.8184
0.382	0.8160
LOW	0.8083
0.618	0.7958
1.000	0.7881
1.618	0.7756
2.618	0.7554
4.250	0.7225

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	0.8200	0.8276
PP	0.8192	0.8253
S1	0.8184	0.8231

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

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