The syntax for 'Average' is incorrect.

Hi All i'm trying to create a new calculated field and in the expression field i have

"AVG([ZONE],[Measures].[Utility Percentage])"

and when i click on save i'm getting the following error message

TITLE: Microsoft Visual Studio
------------------------------

MdxScript(DWSTAGING) (11, 38) Parser: The syntax for 'Average' is incorrect.

------------------------------
BUTTONS:

OK
------------------------------
AVG([ZONE],[Measures].[Utility Percentage])

Can anyone please tell me whats wrong with the syntax?

Thanks

SV