CME Australian Dollar Future September 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	0.8213	0.8320	0.0107	1.3%	0.8183
High	0.8323	0.8420	0.0097	1.2%	0.8448
Low	0.8189	0.8269	0.0080	1.0%	0.7970
Close	0.8268	0.8333	0.0065	0.8%	0.8357
Range	0.0134	0.0151	0.0017	12.7%	0.0478
ATR	0.0168	0.0167	-0.0001	-0.7%	0.0000
Volume	3,595	1,549	-2,046	-56.9%	6,944

Daily Pivots for day following 03-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8794	0.8714	0.8416
R3	0.8643	0.8563	0.8375
R2	0.8492	0.8492	0.8361
R1	0.8412	0.8412	0.8347	0.8452
PP	0.8341	0.8341	0.8341	0.8361
S1	0.8261	0.8261	0.8319	0.8301
S2	0.8190	0.8190	0.8305
S3	0.8039	0.8110	0.8291
S4	0.7888	0.7959	0.8250

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	0.8120	0.0328	3.9%	0.0187	2.2%	65%	False	False	2,105
10	0.8448	0.7970	0.0478	5.7%	0.0208	2.5%	76%	False	False	2,027
20	0.8955	0.7970	0.0985	11.8%	0.0181	2.2%	37%	False	False	1,714
40	0.9230	0.7970	0.1260	15.1%	0.0131	1.6%	29%	False	False	986
60	0.9230	0.7970	0.1260	15.1%	0.0106	1.3%	29%	False	False	691
80	0.9230	0.7970	0.1260	15.1%	0.0080	1.0%	29%	False	False	520

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	0.0039
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9062
2.618	0.8815
1.618	0.8664
1.000	0.8571
0.618	0.8513
HIGH	0.8420
0.618	0.8362
0.500	0.8345
0.382	0.8327
LOW	0.8269
0.618	0.8176
1.000	0.8118
1.618	0.8025
2.618	0.7874
4.250	0.7627

Fisher Pivots for day following 03-Jun-2010
Pivot	1 day	3 day
R1	0.8345	0.8323
PP	0.8341	0.8313
S1	0.8337	0.8304

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

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