CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 09-May-2014

Day Change Summary
	Previous	Current
	08-May-2014	09-May-2014	Change	Change %	Previous Week
Open	0.9303	0.9348	0.0045	0.5%	0.9254
High	0.9371	0.9357	-0.0014	-0.1%	0.9371
Low	0.9295	0.9324	0.0029	0.3%	0.9226
Close	0.9352	0.9332	-0.0020	-0.2%	0.9332
Range	0.0076	0.0033	-0.0043	-56.6%	0.0145
ATR	0.0064	0.0062	-0.0002	-3.5%	0.0000
Volume	78,798	46,135	-32,663	-41.5%	312,629

Daily Pivots for day following 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9437	0.9417	0.9350
R3	0.9404	0.9384	0.9341
R2	0.9371	0.9371	0.9338
R1	0.9351	0.9351	0.9335	0.9345
PP	0.9338	0.9338	0.9338	0.9334
S1	0.9318	0.9318	0.9329	0.9312
S2	0.9305	0.9305	0.9326
S3	0.9272	0.9285	0.9323
S4	0.9239	0.9252	0.9314

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9745	0.9683	0.9412
R3	0.9600	0.9538	0.9372
R2	0.9455	0.9455	0.9359
R1	0.9393	0.9393	0.9345	0.9424
PP	0.9310	0.9310	0.9310	0.9325
S1	0.9248	0.9248	0.9319	0.9279
S2	0.9165	0.9165	0.9305
S3	0.9020	0.9103	0.9292
S4	0.8875	0.8958	0.9252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9371	0.9226	0.0145	1.6%	0.0056	0.6%	73%	False	False	62,525
10	0.9371	0.9175	0.0196	2.1%	0.0059	0.6%	80%	False	False	63,819
20	0.9386	0.9175	0.0211	2.3%	0.0060	0.6%	74%	False	False	60,946
40	0.9419	0.8941	0.0478	5.1%	0.0066	0.7%	82%	False	False	67,216
60	0.9419	0.8829	0.0590	6.3%	0.0069	0.7%	85%	False	False	48,444
80	0.9419	0.8586	0.0833	8.9%	0.0073	0.8%	90%	False	False	36,416
100	0.9419	0.8586	0.0833	8.9%	0.0070	0.7%	90%	False	False	29,156
120	0.9419	0.8586	0.0833	8.9%	0.0065	0.7%	90%	False	False	24,297

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9497
2.618	0.9443
1.618	0.9410
1.000	0.9390
0.618	0.9377
HIGH	0.9357
0.618	0.9344
0.500	0.9341
0.382	0.9337
LOW	0.9324
0.618	0.9304
1.000	0.9291
1.618	0.9271
2.618	0.9238
4.250	0.9184

Fisher Pivots for day following 09-May-2014
Pivot	1 day	3 day
R1	0.9341	0.9333
PP	0.9338	0.9332
S1	0.9335	0.9332

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

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