CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 02-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	0.8339	0.8213	-0.0126	-1.5%	0.8183
High	0.8412	0.8323	-0.0089	-1.1%	0.8448
Low	0.8187	0.8189	0.0002	0.0%	0.7970
Close	0.8281	0.8268	-0.0013	-0.2%	0.8357
Range	0.0225	0.0134	-0.0091	-40.4%	0.0478
ATR	0.0170	0.0168	-0.0003	-1.5%	0.0000
Volume	1,493	3,595	2,102	140.8%	6,944

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8662	0.8599	0.8342
R3	0.8528	0.8465	0.8305
R2	0.8394	0.8394	0.8293
R1	0.8331	0.8331	0.8280	0.8363
PP	0.8260	0.8260	0.8260	0.8276
S1	0.8197	0.8197	0.8256	0.8229
S2	0.8126	0.8126	0.8243
S3	0.7992	0.8063	0.8231
S4	0.7858	0.7929	0.8194

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9692	0.9503	0.8620
R3	0.9214	0.9025	0.8488
R2	0.8736	0.8736	0.8445
R1	0.8547	0.8547	0.8401	0.8642
PP	0.8258	0.8258	0.8258	0.8306
S1	0.8069	0.8069	0.8313	0.8164
S2	0.7780	0.7780	0.8269
S3	0.7302	0.7591	0.8226
S4	0.6824	0.7113	0.8094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8448	0.8100	0.0348	4.2%	0.0193	2.3%	48%	False	False	1,967
10	0.8516	0.7970	0.0546	6.6%	0.0220	2.7%	55%	False	False	2,300
20	0.8971	0.7970	0.1001	12.1%	0.0178	2.1%	30%	False	False	1,671
40	0.9230	0.7970	0.1260	15.2%	0.0128	1.5%	24%	False	False	949
60	0.9230	0.7970	0.1260	15.2%	0.0104	1.3%	24%	False	False	665
80	0.9230	0.7970	0.1260	15.2%	0.0078	0.9%	24%	False	False	500

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8893
2.618	0.8674
1.618	0.8540
1.000	0.8457
0.618	0.8406
HIGH	0.8323
0.618	0.8272
0.500	0.8256
0.382	0.8240
LOW	0.8189
0.618	0.8106
1.000	0.8055
1.618	0.7972
2.618	0.7838
4.250	0.7620

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	0.8264	0.8318
PP	0.8260	0.8301
S1	0.8256	0.8285

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

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