CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 03-Jun-2014

Day Change Summary
	Previous	Current
	02-Jun-2014	03-Jun-2014	Change	Change %	Previous Week
Open	0.9301	0.9234	-0.0067	-0.7%	0.9222
High	0.9305	0.9279	-0.0026	-0.3%	0.9320
Low	0.9225	0.9221	-0.0004	0.0%	0.9200
Close	0.9237	0.9249	0.0012	0.1%	0.9295
Range	0.0080	0.0058	-0.0022	-27.5%	0.0120
ATR	0.0060	0.0060	0.0000	-0.2%	0.0000
Volume	60,819	62,837	2,018	3.3%	271,257

Daily Pivots for day following 03-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9424	0.9394	0.9281
R3	0.9366	0.9336	0.9265
R2	0.9308	0.9308	0.9260
R1	0.9278	0.9278	0.9254	0.9293
PP	0.9250	0.9250	0.9250	0.9257
S1	0.9220	0.9220	0.9244	0.9235
S2	0.9192	0.9192	0.9238
S3	0.9134	0.9162	0.9233
S4	0.9076	0.9104	0.9217

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9632	0.9583	0.9361
R3	0.9512	0.9463	0.9328
R2	0.9392	0.9392	0.9317
R1	0.9343	0.9343	0.9306	0.9368
PP	0.9272	0.9272	0.9272	0.9284
S1	0.9223	0.9223	0.9284	0.9248
S2	0.9152	0.9152	0.9273
S3	0.9032	0.9103	0.9262
S4	0.8912	0.8983	0.9229

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9320	0.9200	0.0120	1.3%	0.0068	0.7%	41%	False	False	66,157
10	0.9320	0.9192	0.0128	1.4%	0.0062	0.7%	45%	False	False	66,546
20	0.9388	0.9192	0.0196	2.1%	0.0058	0.6%	29%	False	False	61,122
40	0.9419	0.9175	0.0244	2.6%	0.0060	0.7%	30%	False	False	61,212
60	0.9419	0.8866	0.0553	6.0%	0.0064	0.7%	69%	False	False	63,756
80	0.9419	0.8829	0.0590	6.4%	0.0066	0.7%	71%	False	False	48,270
100	0.9419	0.8586	0.0833	9.0%	0.0071	0.8%	80%	False	False	38,672
120	0.9419	0.8586	0.0833	9.0%	0.0067	0.7%	80%	False	False	32,240

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9526
2.618	0.9431
1.618	0.9373
1.000	0.9337
0.618	0.9315
HIGH	0.9279
0.618	0.9257
0.500	0.9250
0.382	0.9243
LOW	0.9221
0.618	0.9185
1.000	0.9163
1.618	0.9127
2.618	0.9069
4.250	0.8975

Fisher Pivots for day following 03-Jun-2014
Pivot	1 day	3 day
R1	0.9250	0.9271
PP	0.9250	0.9263
S1	0.9249	0.9256

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

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