CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 16-Aug-2013

Day Change Summary
	Previous	Current
	15-Aug-2013	16-Aug-2013	Change	Change %	Previous Week
Open	0.9067	0.9064	-0.0003	0.0%	0.9116
High	0.9119	0.9143	0.0024	0.3%	0.9145
Low	0.8989	0.9057	0.0068	0.8%	0.8989
Close	0.9069	0.9128	0.0059	0.7%	0.9128
Range	0.0130	0.0086	-0.0044	-33.8%	0.0156
ATR	0.0106	0.0105	-0.0001	-1.4%	0.0000
Volume	989	440	-549	-55.5%	3,142

Daily Pivots for day following 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9367	0.9334	0.9175
R3	0.9281	0.9248	0.9152
R2	0.9195	0.9195	0.9144
R1	0.9162	0.9162	0.9136	0.9179
PP	0.9109	0.9109	0.9109	0.9118
S1	0.9076	0.9076	0.9120	0.9093
S2	0.9023	0.9023	0.9112
S3	0.8937	0.8990	0.9104
S4	0.8851	0.8904	0.9081

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9555	0.9498	0.9214
R3	0.9399	0.9342	0.9171
R2	0.9243	0.9243	0.9157
R1	0.9186	0.9186	0.9142	0.9215
PP	0.9087	0.9087	0.9087	0.9102
S1	0.9030	0.9030	0.9114	0.9059
S2	0.8931	0.8931	0.9099
S3	0.8775	0.8874	0.9085
S4	0.8619	0.8718	0.9042

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9145	0.8989	0.0156	1.7%	0.0088	1.0%	89%	False	False	628
10	0.9145	0.8769	0.0376	4.1%	0.0099	1.1%	95%	False	False	582
20	0.9210	0.8769	0.0441	4.8%	0.0103	1.1%	81%	False	False	585
40	0.9233	0.8769	0.0464	5.1%	0.0106	1.2%	77%	False	False	375
60	0.9626	0.8769	0.0857	9.4%	0.0105	1.1%	42%	False	False	259
80	1.0197	0.8769	0.1428	15.6%	0.0089	1.0%	25%	False	False	196
100	1.0359	0.8769	0.1590	17.4%	0.0072	0.8%	23%	False	False	157
120	1.0359	0.8769	0.1590	17.4%	0.0060	0.7%	23%	False	False	131

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	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9509
2.618	0.9368
1.618	0.9282
1.000	0.9229
0.618	0.9196
HIGH	0.9143
0.618	0.9110
0.500	0.9100
0.382	0.9090
LOW	0.9057
0.618	0.9004
1.000	0.8971
1.618	0.8918
2.618	0.8832
4.250	0.8692

Fisher Pivots for day following 16-Aug-2013
Pivot	1 day	3 day
R1	0.9119	0.9107
PP	0.9109	0.9087
S1	0.9100	0.9066

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

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