CME Australian Dollar Future June 2010

Trading Metrics calculated at close of trading on 11-Jun-2010

Day Change Summary
	Previous	Current
	10-Jun-2010	11-Jun-2010	Change	Change %	Previous Week
Open	0.8276	0.8488	0.0212	2.6%	0.8227
High	0.8508	0.8509	0.0001	0.0%	0.8509
Low	0.8266	0.8426	0.0160	1.9%	0.8083
Close	0.8485	0.8485	0.0000	0.0%	0.8485
Range	0.0242	0.0083	-0.0159	-65.7%	0.0426
ATR	0.0185	0.0178	-0.0007	-3.9%	0.0000
Volume	97,223	93,215	-4,008	-4.1%	602,159

Daily Pivots for day following 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8722	0.8687	0.8531
R3	0.8639	0.8604	0.8508
R2	0.8556	0.8556	0.8500
R1	0.8521	0.8521	0.8493	0.8497
PP	0.8473	0.8473	0.8473	0.8462
S1	0.8438	0.8438	0.8477	0.8414
S2	0.8390	0.8390	0.8470
S3	0.8307	0.8355	0.8462
S4	0.8224	0.8272	0.8439

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9637	0.9487	0.8719
R3	0.9211	0.9061	0.8602
R2	0.8785	0.8785	0.8563
R1	0.8635	0.8635	0.8524	0.8710
PP	0.8359	0.8359	0.8359	0.8397
S1	0.8209	0.8209	0.8446	0.8284
S2	0.7933	0.7933	0.8407
S3	0.7507	0.7783	0.8368
S4	0.7081	0.7357	0.8251

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8509	0.8083	0.0426	5.0%	0.0166	2.0%	94%	True	False	120,431
10	0.8537	0.8083	0.0454	5.4%	0.0176	2.1%	89%	False	False	123,759
20	0.8951	0.8049	0.0902	10.6%	0.0202	2.4%	48%	False	False	143,151
40	0.9286	0.8049	0.1237	14.6%	0.0162	1.9%	35%	False	False	134,564
60	0.9308	0.8049	0.1259	14.8%	0.0136	1.6%	35%	False	False	113,814
80	0.9308	0.8049	0.1259	14.8%	0.0124	1.5%	35%	False	False	90,778
100	0.9308	0.8049	0.1259	14.8%	0.0121	1.4%	35%	False	False	72,710
120	0.9308	0.8049	0.1259	14.8%	0.0113	1.3%	35%	False	False	60,642

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0036
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	0.8862
2.618	0.8726
1.618	0.8643
1.000	0.8592
0.618	0.8560
HIGH	0.8509
0.618	0.8477
0.500	0.8468
0.382	0.8458
LOW	0.8426
0.618	0.8375
1.000	0.8343
1.618	0.8292
2.618	0.8209
4.250	0.8073

Fisher Pivots for day following 11-Jun-2010
Pivot	1 day	3 day
R1	0.8479	0.8440
PP	0.8473	0.8395
S1	0.8468	0.8350

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

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