CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 28-Jun-2010

Day Change Summary
	Previous	Current
	25-Jun-2010	28-Jun-2010	Change	Change %	Previous Week
Open	0.8513	0.8579	0.0066	0.8%	0.8607
High	0.8589	0.8594	0.0005	0.1%	0.8672
Low	0.8444	0.8548	0.0104	1.2%	0.8444
Close	0.8577	0.8562	-0.0015	-0.2%	0.8577
Range	0.0145	0.0046	-0.0099	-68.3%	0.0228
ATR	0.0099	0.0095	-0.0004	-3.8%	0.0000
Volume	57	55	-2	-3.5%	315

Daily Pivots for day following 28-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8706	0.8680	0.8587
R3	0.8660	0.8634	0.8575
R2	0.8614	0.8614	0.8570
R1	0.8588	0.8588	0.8566	0.8578
PP	0.8568	0.8568	0.8568	0.8563
S1	0.8542	0.8542	0.8558	0.8532
S2	0.8522	0.8522	0.8554
S3	0.8476	0.8496	0.8549
S4	0.8430	0.8450	0.8537

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9248	0.9141	0.8702
R3	0.9020	0.8913	0.8640
R2	0.8792	0.8792	0.8619
R1	0.8685	0.8685	0.8598	0.8625
PP	0.8564	0.8564	0.8564	0.8534
S1	0.8457	0.8457	0.8556	0.8397
S2	0.8336	0.8336	0.8535
S3	0.8108	0.8229	0.8514
S4	0.7880	0.8001	0.8452

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8648	0.8444	0.0204	2.4%	0.0101	1.2%	58%	False	False	72
10	0.8672	0.8335	0.0337	3.9%	0.0084	1.0%	67%	False	False	40
20	0.8672	0.7968	0.0704	8.2%	0.0043	0.5%	84%	False	False	22
40	0.9005	0.7950	0.1055	12.3%	0.0030	0.4%	58%	False	False	33
60	0.9086	0.7950	0.1136	13.3%	0.0020	0.2%	54%	False	False	23
80	0.9086	0.7950	0.1136	13.3%	0.0015	0.2%	54%	False	False	17
100	0.9086	0.7950	0.1136	13.3%	0.0012	0.1%	54%	False	False	14

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0026
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8790
2.618	0.8714
1.618	0.8668
1.000	0.8640
0.618	0.8622
HIGH	0.8594
0.618	0.8576
0.500	0.8571
0.382	0.8566
LOW	0.8548
0.618	0.8520
1.000	0.8502
1.618	0.8474
2.618	0.8428
4.250	0.8353

Fisher Pivots for day following 28-Jun-2010
Pivot	1 day	3 day
R1	0.8571	0.8548
PP	0.8568	0.8533
S1	0.8565	0.8519

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

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