CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 29-Jun-2010

Day Change Summary
	Previous	Current
	28-Jun-2010	29-Jun-2010	Change	Change %	Previous Week
Open	0.8667	0.8640	-0.0027	-0.3%	0.8715
High	0.8700	0.8643	-0.0057	-0.7%	0.8772
Low	0.8629	0.8393	-0.0236	-2.7%	0.8517
Close	0.8652	0.8435	-0.0217	-2.5%	0.8668
Range	0.0071	0.0250	0.0179	252.1%	0.0255
ATR	0.0144	0.0152	0.0008	5.7%	0.0000
Volume	103,509	67,487	-36,022	-34.8%	473,154

Daily Pivots for day following 29-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9240	0.9088	0.8573
R3	0.8990	0.8838	0.8504
R2	0.8740	0.8740	0.8481
R1	0.8588	0.8588	0.8458	0.8539
PP	0.8490	0.8490	0.8490	0.8466
S1	0.8338	0.8338	0.8412	0.8289
S2	0.8240	0.8240	0.8389
S3	0.7990	0.8088	0.8366
S4	0.7740	0.7838	0.8298

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9417	0.9298	0.8808
R3	0.9162	0.9043	0.8738
R2	0.8907	0.8907	0.8715
R1	0.8788	0.8788	0.8691	0.8720
PP	0.8652	0.8652	0.8652	0.8619
S1	0.8533	0.8533	0.8645	0.8465
S2	0.8397	0.8397	0.8621
S3	0.8142	0.8278	0.8598
S4	0.7887	0.8023	0.8528

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8700	0.8393	0.0307	3.6%	0.0147	1.7%	14%	False	True	99,693
10	0.8772	0.8393	0.0379	4.5%	0.0124	1.5%	11%	False	True	89,491
20	0.8772	0.8000	0.0772	9.2%	0.0146	1.7%	56%	False	False	62,638
40	0.9123	0.7970	0.1153	13.7%	0.0163	1.9%	40%	False	False	32,066
60	0.9230	0.7970	0.1260	14.9%	0.0133	1.6%	37%	False	False	21,453
80	0.9230	0.7970	0.1260	14.9%	0.0112	1.3%	37%	False	False	16,114
100	0.9230	0.7970	0.1260	14.9%	0.0090	1.1%	37%	False	False	12,892

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 17 trading days

Fibonacci Retracements and Extensions
4.250	0.9706
2.618	0.9298
1.618	0.9048
1.000	0.8893
0.618	0.8798
HIGH	0.8643
0.618	0.8548
0.500	0.8518
0.382	0.8489
LOW	0.8393
0.618	0.8239
1.000	0.8143
1.618	0.7989
2.618	0.7739
4.250	0.7331

Fisher Pivots for day following 29-Jun-2010
Pivot	1 day	3 day
R1	0.8518	0.8547
PP	0.8490	0.8509
S1	0.8463	0.8472

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

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