CME Australian Dollar Future September 2011

Trading Metrics calculated at close of trading on 02-Jun-2011

Day Change Summary
	Previous	Current
	01-Jun-2011	02-Jun-2011	Change	Change %	Previous Week
Open	1.0520	1.0453	-0.0067	-0.6%	1.0478
High	1.0600	1.0541	-0.0059	-0.6%	1.0563
Low	1.0455	1.0442	-0.0013	-0.1%	1.0289
Close	1.0503	1.0525	0.0022	0.2%	1.0555
Range	0.0145	0.0099	-0.0046	-31.7%	0.0274
ATR	0.0117	0.0116	-0.0001	-1.1%	0.0000
Volume	1,444	2,054	610	42.2%	2,001

Daily Pivots for day following 02-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0800	1.0761	1.0579
R3	1.0701	1.0662	1.0552
R2	1.0602	1.0602	1.0543
R1	1.0563	1.0563	1.0534	1.0583
PP	1.0503	1.0503	1.0503	1.0512
S1	1.0464	1.0464	1.0516	1.0484
S2	1.0404	1.0404	1.0507
S3	1.0305	1.0365	1.0498
S4	1.0206	1.0266	1.0471

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	1.0371	0.0235	2.2%	0.0116	1.1%	66%	False	False	1,090
10	1.0606	1.0289	0.0317	3.0%	0.0108	1.0%	74%	False	False	721
20	1.0700	1.0289	0.0411	3.9%	0.0125	1.2%	57%	False	False	462
40	1.0806	1.0116	0.0690	6.6%	0.0103	1.0%	59%	False	False	293

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	True
Bull Hook	False
Stretch	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0962
2.618	1.0800
1.618	1.0701
1.000	1.0640
0.618	1.0602
HIGH	1.0541
0.618	1.0503
0.500	1.0492
0.382	1.0480
LOW	1.0442
0.618	1.0381
1.000	1.0343
1.618	1.0282
2.618	1.0183
4.250	1.0021

Fisher Pivots for day following 02-Jun-2011
Pivot	1 day	3 day
R1	1.0514	1.0525
PP	1.0503	1.0524
S1	1.0492	1.0524

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

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