CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 04-Dec-2013

Day Change Summary
	Previous	Current
	03-Dec-2013	04-Dec-2013	Change	Change %	Previous Week
Open	0.9041	0.9076	0.0035	0.4%	0.9104
High	0.9083	0.9078	-0.0005	-0.1%	0.9136
Low	0.9000	0.8938	-0.0062	-0.7%	0.8996
Close	0.9075	0.8966	-0.0109	-1.2%	0.9038
Range	0.0083	0.0140	0.0057	68.7%	0.0140
ATR	0.0081	0.0086	0.0004	5.1%	0.0000
Volume	2,967	3,807	840	28.3%	4,795

Daily Pivots for day following 04-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9414	0.9330	0.9043
R3	0.9274	0.9190	0.9005
R2	0.9134	0.9134	0.8992
R1	0.9050	0.9050	0.8979	0.9022
PP	0.8994	0.8994	0.8994	0.8980
S1	0.8910	0.8910	0.8953	0.8882
S2	0.8854	0.8854	0.8940
S3	0.8714	0.8770	0.8928
S4	0.8574	0.8630	0.8889

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9477	0.9397	0.9115
R3	0.9337	0.9257	0.9077
R2	0.9197	0.9197	0.9064
R1	0.9117	0.9117	0.9051	0.9087
PP	0.9057	0.9057	0.9057	0.9042
S1	0.8977	0.8977	0.9025	0.8947
S2	0.8917	0.8917	0.9012
S3	0.8777	0.8837	0.9000
S4	0.8637	0.8697	0.8961

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9106	0.8938	0.0168	1.9%	0.0092	1.0%	17%	False	True	2,307
10	0.9370	0.8938	0.0432	4.8%	0.0099	1.1%	6%	False	True	1,842
20	0.9454	0.8938	0.0516	5.8%	0.0087	1.0%	5%	False	True	1,097
40	0.9661	0.8938	0.0723	8.1%	0.0076	0.8%	4%	False	True	635
60	0.9661	0.8938	0.0723	8.1%	0.0071	0.8%	4%	False	True	443
80	0.9661	0.8791	0.0870	9.7%	0.0062	0.7%	20%	False	False	335
100	0.9661	0.8765	0.0896	10.0%	0.0056	0.6%	22%	False	False	268
120	0.9661	0.8765	0.0896	10.0%	0.0049	0.5%	22%	False	False	226

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	0.9673
2.618	0.9445
1.618	0.9305
1.000	0.9218
0.618	0.9165
HIGH	0.9078
0.618	0.9025
0.500	0.9008
0.382	0.8991
LOW	0.8938
0.618	0.8851
1.000	0.8798
1.618	0.8711
2.618	0.8571
4.250	0.8343

Fisher Pivots for day following 04-Dec-2013
Pivot	1 day	3 day
R1	0.9008	0.9022
PP	0.8994	0.9003
S1	0.8980	0.8985

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

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