CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 19-Aug-2013

Day Change Summary
	Previous	Current
	16-Aug-2013	19-Aug-2013	Change	Change %	Previous Week
Open	0.9124	0.9173	0.0049	0.5%	0.9161
High	0.9198	0.9217	0.0019	0.2%	0.9200
Low	0.9107	0.9085	-0.0022	-0.2%	0.9039
Close	0.9182	0.9109	-0.0073	-0.8%	0.9182
Range	0.0091	0.0132	0.0041	45.1%	0.0161
ATR	0.0115	0.0116	0.0001	1.0%	0.0000
Volume	87,243	80,625	-6,618	-7.6%	438,939

Daily Pivots for day following 19-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9533	0.9453	0.9182
R3	0.9401	0.9321	0.9145
R2	0.9269	0.9269	0.9133
R1	0.9189	0.9189	0.9121	0.9163
PP	0.9137	0.9137	0.9137	0.9124
S1	0.9057	0.9057	0.9097	0.9031
S2	0.9005	0.9005	0.9085
S3	0.8873	0.8925	0.9073
S4	0.8741	0.8793	0.9036

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9623	0.9564	0.9271
R3	0.9462	0.9403	0.9226
R2	0.9301	0.9301	0.9212
R1	0.9242	0.9242	0.9197	0.9272
PP	0.9140	0.9140	0.9140	0.9155
S1	0.9081	0.9081	0.9167	0.9111
S2	0.8979	0.8979	0.9152
S3	0.8818	0.8920	0.9138
S4	0.8657	0.8759	0.9093

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9217	0.9039	0.0178	2.0%	0.0104	1.1%	39%	True	False	88,107
10	0.9217	0.8882	0.0335	3.7%	0.0111	1.2%	68%	True	False	90,992
20	0.9284	0.8823	0.0461	5.1%	0.0115	1.3%	62%	False	False	97,221
40	0.9289	0.8823	0.0466	5.1%	0.0121	1.3%	61%	False	False	106,043
60	0.9719	0.8823	0.0896	9.8%	0.0130	1.4%	32%	False	False	90,238
80	1.0283	0.8823	0.1460	16.0%	0.0122	1.3%	20%	False	False	67,897
100	1.0454	0.8823	0.1631	17.9%	0.0112	1.2%	18%	False	False	54,346
120	1.0454	0.8823	0.1631	17.9%	0.0098	1.1%	18%	False	False	45,290

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9778
2.618	0.9563
1.618	0.9431
1.000	0.9349
0.618	0.9299
HIGH	0.9217
0.618	0.9167
0.500	0.9151
0.382	0.9135
LOW	0.9085
0.618	0.9003
1.000	0.8953
1.618	0.8871
2.618	0.8739
4.250	0.8524

Fisher Pivots for day following 19-Aug-2013
Pivot	1 day	3 day
R1	0.9151	0.9128
PP	0.9137	0.9122
S1	0.9123	0.9115

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

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