CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 10-Mar-2014

Day Change Summary
	Previous	Current
	07-Mar-2014	10-Mar-2014	Change	Change %	Previous Week
Open	0.9025	0.8989	-0.0036	-0.4%	0.8846
High	0.9071	0.9007	-0.0064	-0.7%	0.9071
Low	0.9001	0.8953	-0.0048	-0.5%	0.8829
Close	0.9007	0.8956	-0.0051	-0.6%	0.9007
Range	0.0070	0.0054	-0.0016	-22.9%	0.0242
ATR	0.0076	0.0075	-0.0002	-2.1%	0.0000
Volume	9,529	17,737	8,208	86.1%	24,549

Daily Pivots for day following 10-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9134	0.9099	0.8986
R3	0.9080	0.9045	0.8971
R2	0.9026	0.9026	0.8966
R1	0.8991	0.8991	0.8961	0.8982
PP	0.8972	0.8972	0.8972	0.8967
S1	0.8937	0.8937	0.8951	0.8928
S2	0.8918	0.8918	0.8946
S3	0.8864	0.8883	0.8941
S4	0.8810	0.8829	0.8926

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9695	0.9593	0.9140
R3	0.9453	0.9351	0.9074
R2	0.9211	0.9211	0.9051
R1	0.9109	0.9109	0.9029	0.9160
PP	0.8969	0.8969	0.8969	0.8995
S1	0.8867	0.8867	0.8985	0.8918
S2	0.8727	0.8727	0.8963
S3	0.8485	0.8625	0.8940
S4	0.8243	0.8383	0.8874

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9071	0.8851	0.0220	2.5%	0.0075	0.8%	48%	False	False	8,141
10	0.9071	0.8829	0.0242	2.7%	0.0068	0.8%	52%	False	False	4,815
20	0.9071	0.8829	0.0242	2.7%	0.0070	0.8%	52%	False	False	2,674
40	0.9071	0.8586	0.0485	5.4%	0.0081	0.9%	76%	False	False	1,487
60	0.9071	0.8586	0.0485	5.4%	0.0070	0.8%	76%	False	False	1,019
80	0.9296	0.8586	0.0710	7.9%	0.0062	0.7%	52%	False	False	765
100	0.9557	0.8586	0.0971	10.8%	0.0050	0.6%	38%	False	False	613

Crabel Price Patterns
NR	True
NR4	True
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	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9237
2.618	0.9148
1.618	0.9094
1.000	0.9061
0.618	0.9040
HIGH	0.9007
0.618	0.8986
0.500	0.8980
0.382	0.8974
LOW	0.8953
0.618	0.8920
1.000	0.8899
1.618	0.8866
2.618	0.8812
4.250	0.8724

Fisher Pivots for day following 10-Mar-2014
Pivot	1 day	3 day
R1	0.8980	0.8993
PP	0.8972	0.8980
S1	0.8964	0.8968

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

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