CME Australian Dollar Future September 2011

Trading Metrics calculated at close of trading on 01-Jun-2011

Day Change Summary
	Previous	Current
	31-May-2011	01-Jun-2011	Change	Change %	Previous Week
Open	1.0560	1.0520	-0.0040	-0.4%	1.0478
High	1.0606	1.0600	-0.0006	-0.1%	1.0563
Low	1.0486	1.0455	-0.0031	-0.3%	1.0289
Close	1.0513	1.0503	-0.0010	-0.1%	1.0555
Range	0.0120	0.0145	0.0025	20.8%	0.0274
ATR	0.0115	0.0117	0.0002	1.9%	0.0000
Volume	1,245	1,444	199	16.0%	2,001

Daily Pivots for day following 01-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0954	1.0874	1.0583
R3	1.0809	1.0729	1.0543
R2	1.0664	1.0664	1.0530
R1	1.0584	1.0584	1.0516	1.0552
PP	1.0519	1.0519	1.0519	1.0503
S1	1.0439	1.0439	1.0490	1.0407
S2	1.0374	1.0374	1.0476
S3	1.0229	1.0294	1.0463
S4	1.0084	1.0149	1.0423

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1291	1.1197	1.0706
R3	1.1017	1.0923	1.0630
R2	1.0743	1.0743	1.0605
R1	1.0649	1.0649	1.0580	1.0696
PP	1.0469	1.0469	1.0469	1.0493
S1	1.0375	1.0375	1.0530	1.0422
S2	1.0195	1.0195	1.0505
S3	0.9921	1.0101	1.0480
S4	0.9647	0.9827	1.0404

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0606	1.0289	0.0317	3.0%	0.0117	1.1%	68%	False	False	767
10	1.0606	1.0289	0.0317	3.0%	0.0104	1.0%	68%	False	False	540
20	1.0700	1.0289	0.0411	3.9%	0.0126	1.2%	52%	False	False	368
40	1.0806	1.0102	0.0704	6.7%	0.0102	1.0%	57%	False	False	247

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1216
2.618	1.0980
1.618	1.0835
1.000	1.0745
0.618	1.0690
HIGH	1.0600
0.618	1.0545
0.500	1.0528
0.382	1.0510
LOW	1.0455
0.618	1.0365
1.000	1.0310
1.618	1.0220
2.618	1.0075
4.250	0.9839

Fisher Pivots for day following 01-Jun-2011
Pivot	1 day	3 day
R1	1.0528	1.0531
PP	1.0519	1.0521
S1	1.0511	1.0512

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

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