CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 02-Jul-2010

Day Change Summary
	Previous	Current
	01-Jul-2010	02-Jul-2010	Change	Change %	Previous Week
Open	0.8339	0.8407	0.0068	0.8%	0.8667
High	0.8380	0.8441	0.0061	0.7%	0.8700
Low	0.8247	0.8332	0.0085	1.0%	0.8247
Close	0.8334	0.8352	0.0018	0.2%	0.8352
Range	0.0133	0.0109	-0.0024	-18.0%	0.0453
ATR	0.0151	0.0148	-0.0003	-2.0%	0.0000
Volume	124,917	167,227	42,310	33.9%	596,957

Daily Pivots for day following 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8702	0.8636	0.8412
R3	0.8593	0.8527	0.8382
R2	0.8484	0.8484	0.8372
R1	0.8418	0.8418	0.8362	0.8397
PP	0.8375	0.8375	0.8375	0.8364
S1	0.8309	0.8309	0.8342	0.8288
S2	0.8266	0.8266	0.8332
S3	0.8157	0.8200	0.8322
S4	0.8048	0.8091	0.8292

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9792	0.9525	0.8601
R3	0.9339	0.9072	0.8477
R2	0.8886	0.8886	0.8435
R1	0.8619	0.8619	0.8394	0.8526
PP	0.8433	0.8433	0.8433	0.8387
S1	0.8166	0.8166	0.8310	0.8073
S2	0.7980	0.7980	0.8269
S3	0.7527	0.7713	0.8227
S4	0.7074	0.7260	0.8103

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%	0.0145	1.7%	23%	False	False	119,391
10	0.8772	0.8247	0.0525	6.3%	0.0137	1.6%	20%	False	False	107,011
20	0.8772	0.8000	0.0772	9.2%	0.0138	1.7%	46%	False	False	83,543
40	0.8943	0.7970	0.0973	11.6%	0.0157	1.9%	39%	False	False	42,686
60	0.9230	0.7970	0.1260	15.1%	0.0137	1.6%	30%	False	False	28,549
80	0.9230	0.7970	0.1260	15.1%	0.0117	1.4%	30%	False	False	21,438
100	0.9230	0.7970	0.1260	15.1%	0.0094	1.1%	30%	False	False	17,152

Crabel Price Patterns
NR	True
NR4	True
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	0.0044
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8904
2.618	0.8726
1.618	0.8617
1.000	0.8550
0.618	0.8508
HIGH	0.8441
0.618	0.8399
0.500	0.8387
0.382	0.8374
LOW	0.8332
0.618	0.8265
1.000	0.8223
1.618	0.8156
2.618	0.8047
4.250	0.7869

Fisher Pivots for day following 02-Jul-2010
Pivot	1 day	3 day
R1	0.8387	0.8370
PP	0.8375	0.8364
S1	0.8364	0.8358

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

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