CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 22-Aug-2013

Day Change Summary
	Previous	Current
	21-Aug-2013	22-Aug-2013	Change	Change %	Previous Week
Open	0.8995	0.8913	-0.0082	-0.9%	0.9116
High	0.9000	0.8977	-0.0023	-0.3%	0.9145
Low	0.8898	0.8865	-0.0033	-0.4%	0.8989
Close	0.8957	0.8933	-0.0024	-0.3%	0.9128
Range	0.0102	0.0112	0.0010	9.8%	0.0156
ATR	0.0107	0.0107	0.0000	0.3%	0.0000
Volume	502	780	278	55.4%	3,142

Daily Pivots for day following 22-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9261	0.9209	0.8995
R3	0.9149	0.9097	0.8964
R2	0.9037	0.9037	0.8954
R1	0.8985	0.8985	0.8943	0.9011
PP	0.8925	0.8925	0.8925	0.8938
S1	0.8873	0.8873	0.8923	0.8899
S2	0.8813	0.8813	0.8912
S3	0.8701	0.8761	0.8902
S4	0.8589	0.8649	0.8871

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	0.9159	0.8865	0.0294	3.3%	0.0104	1.2%	23%	False	True	495
10	0.9159	0.8865	0.0294	3.3%	0.0099	1.1%	23%	False	True	577
20	0.9202	0.8769	0.0433	4.8%	0.0102	1.1%	38%	False	False	649
40	0.9222	0.8769	0.0453	5.1%	0.0108	1.2%	36%	False	False	410
60	0.9626	0.8769	0.0857	9.6%	0.0107	1.2%	19%	False	False	292
80	1.0192	0.8769	0.1423	15.9%	0.0093	1.0%	12%	False	False	221
100	1.0359	0.8769	0.1590	17.8%	0.0077	0.9%	10%	False	False	177
120	1.0359	0.8769	0.1590	17.8%	0.0064	0.7%	10%	False	False	148

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9453
2.618	0.9270
1.618	0.9158
1.000	0.9089
0.618	0.9046
HIGH	0.8977
0.618	0.8934
0.500	0.8921
0.382	0.8908
LOW	0.8865
0.618	0.8796
1.000	0.8753
1.618	0.8684
2.618	0.8572
4.250	0.8389

Fisher Pivots for day following 22-Aug-2013
Pivot	1 day	3 day
R1	0.8929	0.8963
PP	0.8925	0.8953
S1	0.8921	0.8943

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

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