CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 04-Jun-2010

Day Change Summary
	Previous	Current
	03-Jun-2010	04-Jun-2010	Change	Change %	Previous Week
Open	0.8320	0.8330	0.0010	0.1%	0.8339
High	0.8420	0.8380	-0.0040	-0.5%	0.8420
Low	0.8269	0.8111	-0.0158	-1.9%	0.8111
Close	0.8333	0.8118	-0.0215	-2.6%	0.8118
Range	0.0151	0.0269	0.0118	78.1%	0.0309
ATR	0.0167	0.0174	0.0007	4.4%	0.0000
Volume	1,549	2,712	1,163	75.1%	9,349

Daily Pivots for day following 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9010	0.8833	0.8266
R3	0.8741	0.8564	0.8192
R2	0.8472	0.8472	0.8167
R1	0.8295	0.8295	0.8143	0.8249
PP	0.8203	0.8203	0.8203	0.8180
S1	0.8026	0.8026	0.8093	0.7980
S2	0.7934	0.7934	0.8069
S3	0.7665	0.7757	0.8044
S4	0.7396	0.7488	0.7970

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9143	0.8940	0.8288
R3	0.8834	0.8631	0.8203
R2	0.8525	0.8525	0.8175
R1	0.8322	0.8322	0.8146	0.8269
PP	0.8216	0.8216	0.8216	0.8190
S1	0.8013	0.8013	0.8090	0.7960
S2	0.7907	0.7907	0.8061
S3	0.7598	0.7704	0.8033
S4	0.7289	0.7395	0.7948

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8448	0.8111	0.0337	4.2%	0.0180	2.2%	2%	False	True	2,404
10	0.8448	0.7970	0.0478	5.9%	0.0202	2.5%	31%	False	False	1,899
20	0.8943	0.7970	0.0973	12.0%	0.0176	2.2%	15%	False	False	1,828
40	0.9230	0.7970	0.1260	15.5%	0.0137	1.7%	12%	False	False	1,051
60	0.9230	0.7970	0.1260	15.5%	0.0111	1.4%	12%	False	False	736
80	0.9230	0.7970	0.1260	15.5%	0.0083	1.0%	12%	False	False	554

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0044
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9523
2.618	0.9084
1.618	0.8815
1.000	0.8649
0.618	0.8546
HIGH	0.8380
0.618	0.8277
0.500	0.8246
0.382	0.8214
LOW	0.8111
0.618	0.7945
1.000	0.7842
1.618	0.7676
2.618	0.7407
4.250	0.6968

Fisher Pivots for day following 04-Jun-2010
Pivot	1 day	3 day
R1	0.8246	0.8266
PP	0.8203	0.8216
S1	0.8161	0.8167

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

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