CME Australian Dollar Future December 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	0.8261	0.8292	0.0031	0.4%	0.8579
High	0.8290	0.8347	0.0057	0.7%	0.8594
Low	0.8162	0.8253	0.0091	1.1%	0.8162
Close	0.8247	0.8265	0.0018	0.2%	0.8265
Range	0.0128	0.0094	-0.0034	-26.6%	0.0432
ATR	0.0111	0.0110	-0.0001	-0.7%	0.0000
Volume	86	98	12	14.0%	661

Daily Pivots for day following 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8570	0.8512	0.8317
R3	0.8476	0.8418	0.8291
R2	0.8382	0.8382	0.8282
R1	0.8324	0.8324	0.8274	0.8306
PP	0.8288	0.8288	0.8288	0.8280
S1	0.8230	0.8230	0.8256	0.8212
S2	0.8194	0.8194	0.8248
S3	0.8100	0.8136	0.8239
S4	0.8006	0.8042	0.8213

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9636	0.9383	0.8503
R3	0.9204	0.8951	0.8384
R2	0.8772	0.8772	0.8344
R1	0.8519	0.8519	0.8305	0.8430
PP	0.8340	0.8340	0.8340	0.8296
S1	0.8087	0.8087	0.8225	0.7998
S2	0.7908	0.7908	0.8186
S3	0.7476	0.7655	0.8146
S4	0.7044	0.7223	0.8027

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8594	0.8162	0.0432	5.2%	0.0132	1.6%	24%	False	False	132
10	0.8672	0.8162	0.0510	6.2%	0.0122	1.5%	20%	False	False	97
20	0.8672	0.7968	0.0704	8.5%	0.0074	0.9%	42%	False	False	50
40	0.8790	0.7950	0.0840	10.2%	0.0046	0.6%	38%	False	False	48
60	0.9086	0.7950	0.1136	13.7%	0.0030	0.4%	28%	False	False	33
80	0.9086	0.7950	0.1136	13.7%	0.0023	0.3%	28%	False	False	25
100	0.9086	0.7950	0.1136	13.7%	0.0018	0.2%	28%	False	False	20

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	0.0034
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8747
2.618	0.8593
1.618	0.8499
1.000	0.8441
0.618	0.8405
HIGH	0.8347
0.618	0.8311
0.500	0.8300
0.382	0.8289
LOW	0.8253
0.618	0.8195
1.000	0.8159
1.618	0.8101
2.618	0.8007
4.250	0.7854

Fisher Pivots for day following 02-Jul-2010
Pivot	1 day	3 day
R1	0.8300	0.8279
PP	0.8288	0.8274
S1	0.8277	0.8270

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

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