CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 10-Dec-2013

Day Change Summary
	Previous	Current
	09-Dec-2013	10-Dec-2013	Change	Change %	Previous Week
Open	0.9055	0.9022	-0.0033	-0.4%	0.9046
High	0.9070	0.9108	0.0038	0.4%	0.9106
Low	0.9013	0.9021	0.0008	0.1%	0.8929
Close	0.9048	0.9098	0.0050	0.6%	0.9038
Range	0.0057	0.0087	0.0030	52.6%	0.0177
ATR	0.0086	0.0086	0.0000	0.1%	0.0000
Volume	10,766	44,032	33,266	309.0%	28,309

Daily Pivots for day following 10-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9337	0.9304	0.9146
R3	0.9250	0.9217	0.9122
R2	0.9163	0.9163	0.9114
R1	0.9130	0.9130	0.9106	0.9147
PP	0.9076	0.9076	0.9076	0.9084
S1	0.9043	0.9043	0.9090	0.9060
S2	0.8989	0.8989	0.9082
S3	0.8902	0.8956	0.9074
S4	0.8815	0.8869	0.9050

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9555	0.9474	0.9135
R3	0.9378	0.9297	0.9087
R2	0.9201	0.9201	0.9070
R1	0.9120	0.9120	0.9054	0.9072
PP	0.9024	0.9024	0.9024	0.9001
S1	0.8943	0.8943	0.9022	0.8895
S2	0.8847	0.8847	0.9006
S3	0.8670	0.8766	0.8989
S4	0.8493	0.8589	0.8941

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9108	0.8929	0.0179	2.0%	0.0097	1.1%	94%	True	False	15,625
10	0.9136	0.8929	0.0207	2.3%	0.0091	1.0%	82%	False	False	8,650
20	0.9375	0.8929	0.0446	4.9%	0.0089	1.0%	38%	False	False	4,749
40	0.9661	0.8929	0.0732	8.0%	0.0079	0.9%	23%	False	False	2,477
60	0.9661	0.8929	0.0732	8.0%	0.0073	0.8%	23%	False	False	1,680
80	0.9661	0.8791	0.0870	9.6%	0.0066	0.7%	35%	False	False	1,264
100	0.9661	0.8765	0.0896	9.8%	0.0059	0.6%	37%	False	False	1,012
120	0.9661	0.8765	0.0896	9.8%	0.0052	0.6%	37%	False	False	844

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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9478
2.618	0.9336
1.618	0.9249
1.000	0.9195
0.618	0.9162
HIGH	0.9108
0.618	0.9075
0.500	0.9065
0.382	0.9054
LOW	0.9021
0.618	0.8967
1.000	0.8934
1.618	0.8880
2.618	0.8793
4.250	0.8651

Fisher Pivots for day following 10-Dec-2013
Pivot	1 day	3 day
R1	0.9087	0.9072
PP	0.9076	0.9045
S1	0.9065	0.9019

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

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