CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 28-Aug-2013

Day Change Summary
	Previous	Current
	27-Aug-2013	28-Aug-2013	Change	Change %	Previous Week
Open	0.8961	0.8918	-0.0043	-0.5%	0.9128
High	0.8965	0.8918	-0.0047	-0.5%	0.9159
Low	0.8876	0.8830	-0.0046	-0.5%	0.8865
Close	0.8917	0.8880	-0.0037	-0.4%	0.8967
Range	0.0089	0.0088	-0.0001	-1.1%	0.0294
ATR	0.0101	0.0100	-0.0001	-0.9%	0.0000
Volume	798	1,536	738	92.5%	3,729

Daily Pivots for day following 28-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9140	0.9098	0.8928
R3	0.9052	0.9010	0.8904
R2	0.8964	0.8964	0.8896
R1	0.8922	0.8922	0.8888	0.8899
PP	0.8876	0.8876	0.8876	0.8865
S1	0.8834	0.8834	0.8872	0.8811
S2	0.8788	0.8788	0.8864
S3	0.8700	0.8746	0.8856
S4	0.8612	0.8658	0.8832

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9879	0.9717	0.9129
R3	0.9585	0.9423	0.9048
R2	0.9291	0.9291	0.9021
R1	0.9129	0.9129	0.8994	0.9063
PP	0.8997	0.8997	0.8997	0.8964
S1	0.8835	0.8835	0.8940	0.8769
S2	0.8703	0.8703	0.8913
S3	0.8409	0.8541	0.8886
S4	0.8115	0.8247	0.8805

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9005	0.8830	0.0175	2.0%	0.0086	1.0%	29%	False	True	1,121
10	0.9159	0.8830	0.0329	3.7%	0.0097	1.1%	15%	False	True	829
20	0.9159	0.8769	0.0390	4.4%	0.0096	1.1%	28%	False	False	752
40	0.9210	0.8769	0.0441	5.0%	0.0105	1.2%	25%	False	False	519
60	0.9551	0.8769	0.0782	8.8%	0.0107	1.2%	14%	False	False	372
80	1.0090	0.8769	0.1321	14.9%	0.0096	1.1%	8%	False	False	281
100	1.0359	0.8769	0.1590	17.9%	0.0080	0.9%	7%	False	False	225
120	1.0359	0.8769	0.1590	17.9%	0.0066	0.7%	7%	False	False	188

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9292
2.618	0.9148
1.618	0.9060
1.000	0.9006
0.618	0.8972
HIGH	0.8918
0.618	0.8884
0.500	0.8874
0.382	0.8864
LOW	0.8830
0.618	0.8776
1.000	0.8742
1.618	0.8688
2.618	0.8600
4.250	0.8456

Fisher Pivots for day following 28-Aug-2013
Pivot	1 day	3 day
R1	0.8878	0.8918
PP	0.8876	0.8905
S1	0.8874	0.8893

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

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