CME Australian Dollar Future June 2010

Trading Metrics calculated at close of trading on 09-Jun-2010

Day Change Summary
	Previous	Current
	08-Jun-2010	09-Jun-2010	Change	Change %	Previous Week
Open	0.8091	0.8266	0.0175	2.2%	0.8444
High	0.8285	0.8354	0.0069	0.8%	0.8515
Low	0.8083	0.8191	0.0108	1.3%	0.8203
Close	0.8208	0.8270	0.0062	0.8%	0.8205
Range	0.0202	0.0163	-0.0039	-19.3%	0.0312
ATR	0.0182	0.0181	-0.0001	-0.7%	0.0000
Volume	130,463	150,230	19,767	15.2%	489,414

Daily Pivots for day following 09-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8761	0.8678	0.8360
R3	0.8598	0.8515	0.8315
R2	0.8435	0.8435	0.8300
R1	0.8352	0.8352	0.8285	0.8394
PP	0.8272	0.8272	0.8272	0.8292
S1	0.8189	0.8189	0.8255	0.8231
S2	0.8109	0.8109	0.8240
S3	0.7946	0.8026	0.8225
S4	0.7783	0.7863	0.8180

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	5.2%	0.0186	2.2%	43%	False	False	124,787
10	0.8537	0.8083	0.0454	5.5%	0.0195	2.4%	41%	False	False	134,091
20	0.8996	0.8049	0.0947	11.5%	0.0196	2.4%	23%	False	False	144,406
40	0.9304	0.8049	0.1255	15.2%	0.0157	1.9%	18%	False	False	132,729
60	0.9308	0.8049	0.1259	15.2%	0.0133	1.6%	18%	False	False	112,993
80	0.9308	0.8049	0.1259	15.2%	0.0123	1.5%	18%	False	False	88,420
100	0.9308	0.8049	0.1259	15.2%	0.0119	1.4%	18%	False	False	70,808
120	0.9308	0.8049	0.1259	15.2%	0.0110	1.3%	18%	False	False	59,055

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	0.0043
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9047
2.618	0.8781
1.618	0.8618
1.000	0.8517
0.618	0.8455
HIGH	0.8354
0.618	0.8292
0.500	0.8273
0.382	0.8253
LOW	0.8191
0.618	0.8090
1.000	0.8028
1.618	0.7927
2.618	0.7764
4.250	0.7498

Fisher Pivots for day following 09-Jun-2010
Pivot	1 day	3 day
R1	0.8273	0.8253
PP	0.8272	0.8236
S1	0.8271	0.8219

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

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