CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 30-Jun-2010

Day Change Summary
	Previous	Current
	29-Jun-2010	30-Jun-2010	Change	Change %	Previous Week
Open	0.8640	0.8420	-0.0220	-2.5%	0.8715
High	0.8643	0.8493	-0.0150	-1.7%	0.8772
Low	0.8393	0.8330	-0.0063	-0.8%	0.8517
Close	0.8435	0.8374	-0.0061	-0.7%	0.8668
Range	0.0250	0.0163	-0.0087	-34.8%	0.0255
ATR	0.0152	0.0153	0.0001	0.5%	0.0000
Volume	67,487	133,817	66,330	98.3%	473,154

Daily Pivots for day following 30-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8888	0.8794	0.8464
R3	0.8725	0.8631	0.8419
R2	0.8562	0.8562	0.8404
R1	0.8468	0.8468	0.8389	0.8434
PP	0.8399	0.8399	0.8399	0.8382
S1	0.8305	0.8305	0.8359	0.8271
S2	0.8236	0.8236	0.8344
S3	0.8073	0.8142	0.8329
S4	0.7910	0.7979	0.8284

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	0.8330	0.0370	4.4%	0.0155	1.9%	12%	False	True	106,224
10	0.8772	0.8330	0.0442	5.3%	0.0131	1.6%	10%	False	True	94,438
20	0.8772	0.8000	0.0772	9.2%	0.0147	1.8%	48%	False	False	69,149
40	0.8971	0.7970	0.1001	12.0%	0.0162	1.9%	40%	False	False	35,410
60	0.9230	0.7970	0.1260	15.0%	0.0134	1.6%	32%	False	False	23,682
80	0.9230	0.7970	0.1260	15.0%	0.0114	1.4%	32%	False	False	17,786
100	0.9230	0.7970	0.1260	15.0%	0.0092	1.1%	32%	False	False	14,230

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	0.0042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9186
2.618	0.8920
1.618	0.8757
1.000	0.8656
0.618	0.8594
HIGH	0.8493
0.618	0.8431
0.500	0.8412
0.382	0.8392
LOW	0.8330
0.618	0.8229
1.000	0.8167
1.618	0.8066
2.618	0.7903
4.250	0.7637

Fisher Pivots for day following 30-Jun-2010
Pivot	1 day	3 day
R1	0.8412	0.8515
PP	0.8399	0.8468
S1	0.8387	0.8421

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

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