CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 24-Jun-2010

Day Change Summary
	Previous	Current
	23-Jun-2010	24-Jun-2010	Change	Change %	Previous Week
Open	0.8635	0.8658	0.0023	0.3%	0.8427
High	0.8699	0.8691	-0.0008	-0.1%	0.8644
Low	0.8579	0.8562	-0.0017	-0.2%	0.8416
Close	0.8654	0.8607	-0.0047	-0.5%	0.8615
Range	0.0120	0.0129	0.0009	7.5%	0.0228
ATR	0.0150	0.0148	-0.0001	-1.0%	0.0000
Volume	101,162	132,524	31,362	31.0%	422,965

Daily Pivots for day following 24-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9007	0.8936	0.8678
R3	0.8878	0.8807	0.8642
R2	0.8749	0.8749	0.8631
R1	0.8678	0.8678	0.8619	0.8649
PP	0.8620	0.8620	0.8620	0.8606
S1	0.8549	0.8549	0.8595	0.8520
S2	0.8491	0.8491	0.8583
S3	0.8362	0.8420	0.8572
S4	0.8233	0.8291	0.8536

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9242	0.9157	0.8740
R3	0.9014	0.8929	0.8678
R2	0.8786	0.8786	0.8657
R1	0.8701	0.8701	0.8636	0.8744
PP	0.8558	0.8558	0.8558	0.8580
S1	0.8473	0.8473	0.8594	0.8516
S2	0.8330	0.8330	0.8573
S3	0.8102	0.8245	0.8552
S4	0.7874	0.8017	0.8490

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8772	0.8562	0.0210	2.4%	0.0112	1.3%	21%	False	True	93,622
10	0.8772	0.8336	0.0436	5.1%	0.0115	1.3%	62%	False	False	89,149
20	0.8772	0.8000	0.0772	9.0%	0.0154	1.8%	79%	False	False	49,668
40	0.9176	0.7970	0.1206	14.0%	0.0155	1.8%	53%	False	False	25,477
60	0.9230	0.7970	0.1260	14.6%	0.0127	1.5%	51%	False	False	17,044
80	0.9230	0.7970	0.1260	14.6%	0.0106	1.2%	51%	False	False	12,804
100	0.9230	0.7970	0.1260	14.6%	0.0085	1.0%	51%	False	False	10,245

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0038
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9239
2.618	0.9029
1.618	0.8900
1.000	0.8820
0.618	0.8771
HIGH	0.8691
0.618	0.8642
0.500	0.8627
0.382	0.8611
LOW	0.8562
0.618	0.8482
1.000	0.8433
1.618	0.8353
2.618	0.8224
4.250	0.8014

Fisher Pivots for day following 24-Jun-2010
Pivot	1 day	3 day
R1	0.8627	0.8656
PP	0.8620	0.8640
S1	0.8614	0.8623

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

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