CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 15-Jun-2010

Day Change Summary
	Previous	Current
	14-Jun-2010	15-Jun-2010	Change	Change %	Previous Week
Open	0.8427	0.8494	0.0067	0.8%	0.8136
High	0.8575	0.8570	-0.0005	-0.1%	0.8419
Low	0.8420	0.8416	-0.0004	0.0%	0.8000
Close	0.8522	0.8550	0.0028	0.3%	0.8395
Range	0.0155	0.0154	-0.0001	-0.6%	0.0419
ATR	0.0170	0.0169	-0.0001	-0.7%	0.0000
Volume	85,868	86,332	464	0.5%	177,798

Daily Pivots for day following 15-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8974	0.8916	0.8635
R3	0.8820	0.8762	0.8592
R2	0.8666	0.8666	0.8578
R1	0.8608	0.8608	0.8564	0.8637
PP	0.8512	0.8512	0.8512	0.8527
S1	0.8454	0.8454	0.8536	0.8483
S2	0.8358	0.8358	0.8522
S3	0.8204	0.8300	0.8508
S4	0.8050	0.8146	0.8465

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9528	0.9381	0.8625
R3	0.9109	0.8962	0.8510
R2	0.8690	0.8690	0.8472
R1	0.8543	0.8543	0.8433	0.8617
PP	0.8271	0.8271	0.8271	0.8308
S1	0.8124	0.8124	0.8357	0.8198
S2	0.7852	0.7852	0.8318
S3	0.7433	0.7705	0.8280
S4	0.7014	0.7286	0.8165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8575	0.8104	0.0471	5.5%	0.0158	1.9%	95%	False	False	66,019
10	0.8575	0.8000	0.0575	6.7%	0.0167	2.0%	96%	False	False	35,785
20	0.8668	0.7970	0.0698	8.2%	0.0194	2.3%	83%	False	False	18,903
40	0.9179	0.7970	0.1209	14.1%	0.0151	1.8%	48%	False	False	9,776
60	0.9230	0.7970	0.1260	14.7%	0.0123	1.4%	46%	False	False	6,555
80	0.9230	0.7970	0.1260	14.7%	0.0097	1.1%	46%	False	False	4,928
100	0.9230	0.7970	0.1260	14.7%	0.0077	0.9%	46%	False	False	3,944

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9225
2.618	0.8973
1.618	0.8819
1.000	0.8724
0.618	0.8665
HIGH	0.8570
0.618	0.8511
0.500	0.8493
0.382	0.8475
LOW	0.8416
0.618	0.8321
1.000	0.8262
1.618	0.8167
2.618	0.8013
4.250	0.7762

Fisher Pivots for day following 15-Jun-2010
Pivot	1 day	3 day
R1	0.8531	0.8519
PP	0.8512	0.8487
S1	0.8493	0.8456

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

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