CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 01-Jul-2010

Day Change Summary
	Previous	Current
	30-Jun-2010	01-Jul-2010	Change	Change %	Previous Week
Open	0.8420	0.8339	-0.0081	-1.0%	0.8715
High	0.8493	0.8380	-0.0113	-1.3%	0.8772
Low	0.8330	0.8247	-0.0083	-1.0%	0.8517
Close	0.8374	0.8334	-0.0040	-0.5%	0.8668
Range	0.0163	0.0133	-0.0030	-18.4%	0.0255
ATR	0.0153	0.0151	-0.0001	-0.9%	0.0000
Volume	133,817	124,917	-8,900	-6.7%	473,154

Daily Pivots for day following 01-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8719	0.8660	0.8407
R3	0.8586	0.8527	0.8371
R2	0.8453	0.8453	0.8358
R1	0.8394	0.8394	0.8346	0.8357
PP	0.8320	0.8320	0.8320	0.8302
S1	0.8261	0.8261	0.8322	0.8224
S2	0.8187	0.8187	0.8310
S3	0.8054	0.8128	0.8297
S4	0.7921	0.7995	0.8261

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	0.8247	0.0453	5.4%	0.0156	1.9%	19%	False	True	104,702
10	0.8772	0.8247	0.0525	6.3%	0.0134	1.6%	17%	False	True	99,162
20	0.8772	0.8000	0.0772	9.3%	0.0146	1.8%	43%	False	False	75,317
40	0.8955	0.7970	0.0985	11.8%	0.0164	2.0%	37%	False	False	38,516
60	0.9230	0.7970	0.1260	15.1%	0.0136	1.6%	29%	False	False	25,763
80	0.9230	0.7970	0.1260	15.1%	0.0116	1.4%	29%	False	False	19,348
100	0.9230	0.7970	0.1260	15.1%	0.0093	1.1%	29%	False	False	15,479

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	0.0043
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8945
2.618	0.8728
1.618	0.8595
1.000	0.8513
0.618	0.8462
HIGH	0.8380
0.618	0.8329
0.500	0.8314
0.382	0.8298
LOW	0.8247
0.618	0.8165
1.000	0.8114
1.618	0.8032
2.618	0.7899
4.250	0.7682

Fisher Pivots for day following 01-Jul-2010
Pivot	1 day	3 day
R1	0.8327	0.8445
PP	0.8320	0.8408
S1	0.8314	0.8371

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

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