CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 26-Aug-2013

Day Change Summary
	Previous	Current
	23-Aug-2013	26-Aug-2013	Change	Change %	Previous Week
Open	0.9003	0.9014	0.0011	0.1%	0.9173
High	0.9038	0.9059	0.0021	0.2%	0.9217
Low	0.8959	0.8991	0.0032	0.4%	0.8918
Close	0.9019	0.9018	-0.0001	0.0%	0.9019
Range	0.0079	0.0068	-0.0011	-13.9%	0.0299
ATR	0.0114	0.0110	-0.0003	-2.9%	0.0000
Volume	91,135	66,286	-24,849	-27.3%	504,753

Daily Pivots for day following 26-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9227	0.9190	0.9055
R3	0.9159	0.9122	0.9037
R2	0.9091	0.9091	0.9030
R1	0.9054	0.9054	0.9024	0.9073
PP	0.9023	0.9023	0.9023	0.9032
S1	0.8986	0.8986	0.9012	0.9005
S2	0.8955	0.8955	0.9006
S3	0.8887	0.8918	0.8999
S4	0.8819	0.8850	0.8981

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9948	0.9783	0.9183
R3	0.9649	0.9484	0.9101
R2	0.9350	0.9350	0.9074
R1	0.9185	0.9185	0.9046	0.9118
PP	0.9051	0.9051	0.9051	0.9018
S1	0.8886	0.8886	0.8992	0.8819
S2	0.8752	0.8752	0.8964
S3	0.8453	0.8587	0.8937
S4	0.8154	0.8288	0.8855

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9117	0.8918	0.0199	2.2%	0.0099	1.1%	50%	False	False	98,082
10	0.9217	0.8918	0.0299	3.3%	0.0101	1.1%	33%	False	False	93,095
20	0.9217	0.8823	0.0394	4.4%	0.0110	1.2%	49%	False	False	99,181
40	0.9284	0.8823	0.0461	5.1%	0.0118	1.3%	42%	False	False	101,828
60	0.9719	0.8823	0.0896	9.9%	0.0129	1.4%	22%	False	False	97,978
80	1.0223	0.8823	0.1400	15.5%	0.0124	1.4%	14%	False	False	74,019
100	1.0454	0.8823	0.1631	18.1%	0.0114	1.3%	12%	False	False	59,248
120	1.0454	0.8823	0.1631	18.1%	0.0101	1.1%	12%	False	False	49,377

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0031
Narrowest range in 71 trading days

Fibonacci Retracements and Extensions
4.250	0.9348
2.618	0.9237
1.618	0.9169
1.000	0.9127
0.618	0.9101
HIGH	0.9059
0.618	0.9033
0.500	0.9025
0.382	0.9017
LOW	0.8991
0.618	0.8949
1.000	0.8923
1.618	0.8881
2.618	0.8813
4.250	0.8702

Fisher Pivots for day following 26-Aug-2013
Pivot	1 day	3 day
R1	0.9025	0.9008
PP	0.9023	0.8998
S1	0.9020	0.8989

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

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