CME Australian Dollar Future September 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	0.8005	0.8176	0.0171	2.1%	0.8339
High	0.8192	0.8268	0.0076	0.9%	0.8420
Low	0.8000	0.8104	0.0104	1.3%	0.8111
Close	0.8121	0.8182	0.0061	0.8%	0.8118
Range	0.0192	0.0164	-0.0028	-14.6%	0.0309
ATR	0.0172	0.0172	-0.0001	-0.3%	0.0000
Volume	13,592	32,828	19,236	141.5%	9,349

Daily Pivots for day following 09-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8677	0.8593	0.8272
R3	0.8513	0.8429	0.8227
R2	0.8349	0.8349	0.8212
R1	0.8265	0.8265	0.8197	0.8307
PP	0.8185	0.8185	0.8185	0.8206
S1	0.8101	0.8101	0.8167	0.8143
S2	0.8021	0.8021	0.8152
S3	0.7857	0.7937	0.8137
S4	0.7693	0.7773	0.8092

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	0.8420	0.8000	0.0420	5.1%	0.0181	2.2%	43%	False	False	11,398
10	0.8448	0.8000	0.0448	5.5%	0.0187	2.3%	41%	False	False	6,682
20	0.8896	0.7970	0.0926	11.3%	0.0184	2.2%	23%	False	False	4,369
40	0.9195	0.7970	0.1225	15.0%	0.0143	1.7%	17%	False	False	2,356
60	0.9230	0.7970	0.1260	15.4%	0.0117	1.4%	17%	False	False	1,611
80	0.9230	0.7970	0.1260	15.4%	0.0089	1.1%	17%	False	False	1,212
100	0.9230	0.7970	0.1260	15.4%	0.0071	0.9%	17%	False	False	971

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	0.0040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8965
2.618	0.8697
1.618	0.8533
1.000	0.8432
0.618	0.8369
HIGH	0.8268
0.618	0.8205
0.500	0.8186
0.382	0.8167
LOW	0.8104
0.618	0.8003
1.000	0.7940
1.618	0.7839
2.618	0.7675
4.250	0.7407

Fisher Pivots for day following 09-Jun-2010
Pivot	1 day	3 day
R1	0.8186	0.8166
PP	0.8185	0.8150
S1	0.8183	0.8134

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

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