CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 21-May-2014

Day Change Summary
	Previous	Current
	20-May-2014	21-May-2014	Change	Change %	Previous Week
Open	0.9256	0.9167	-0.0089	-1.0%	0.9282
High	0.9259	0.9179	-0.0080	-0.9%	0.9328
Low	0.9166	0.9136	-0.0030	-0.3%	0.9250
Close	0.9181	0.9162	-0.0019	-0.2%	0.9289
Range	0.0093	0.0043	-0.0050	-53.8%	0.0078
ATR	0.0053	0.0053	-0.0001	-1.1%	0.0000
Volume	340	1,352	1,012	297.6%	1,724

Daily Pivots for day following 21-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9288	0.9268	0.9186
R3	0.9245	0.9225	0.9174
R2	0.9202	0.9202	0.9170
R1	0.9182	0.9182	0.9166	0.9171
PP	0.9159	0.9159	0.9159	0.9153
S1	0.9139	0.9139	0.9158	0.9128
S2	0.9116	0.9116	0.9154
S3	0.9073	0.9096	0.9150
S4	0.9030	0.9053	0.9138

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9523	0.9484	0.9332
R3	0.9445	0.9406	0.9310
R2	0.9367	0.9367	0.9303
R1	0.9328	0.9328	0.9296	0.9348
PP	0.9289	0.9289	0.9289	0.9299
S1	0.9250	0.9250	0.9282	0.9270
S2	0.9211	0.9211	0.9275
S3	0.9133	0.9172	0.9268
S4	0.9055	0.9094	0.9246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9314	0.9136	0.0178	1.9%	0.0054	0.6%	15%	False	True	615
10	0.9328	0.9136	0.0192	2.1%	0.0050	0.5%	14%	False	True	411
20	0.9328	0.9120	0.0208	2.3%	0.0051	0.6%	20%	False	False	304
40	0.9355	0.9049	0.0306	3.3%	0.0053	0.6%	37%	False	False	220
60	0.9355	0.8813	0.0542	5.9%	0.0043	0.5%	64%	False	False	149
80	0.9355	0.8615	0.0740	8.1%	0.0034	0.4%	74%	False	False	112
100	0.9355	0.8582	0.0773	8.4%	0.0028	0.3%	75%	False	False	90
120	0.9355	0.8582	0.0773	8.4%	0.0023	0.3%	75%	False	False	75

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9362
2.618	0.9292
1.618	0.9249
1.000	0.9222
0.618	0.9206
HIGH	0.9179
0.618	0.9163
0.500	0.9158
0.382	0.9152
LOW	0.9136
0.618	0.9109
1.000	0.9093
1.618	0.9066
2.618	0.9023
4.250	0.8953

Fisher Pivots for day following 21-May-2014
Pivot	1 day	3 day
R1	0.9161	0.9214
PP	0.9159	0.9196
S1	0.9158	0.9179

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

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