CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 20-Jun-2014

Day Change Summary
	Previous	Current
	19-Jun-2014	20-Jun-2014	Change	Change %	Previous Week
Open	0.9341	0.9341	0.0000	0.0%	0.9345
High	0.9374	0.9358	-0.0016	-0.2%	0.9374
Low	0.9303	0.9321	0.0018	0.2%	0.9261
Close	0.9345	0.9330	-0.0015	-0.2%	0.9330
Range	0.0071	0.0037	-0.0034	-47.9%	0.0113
ATR	0.0059	0.0057	-0.0002	-2.7%	0.0000
Volume	65,828	46,659	-19,169	-29.1%	297,570

Daily Pivots for day following 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9447	0.9426	0.9350
R3	0.9410	0.9389	0.9340
R2	0.9373	0.9373	0.9337
R1	0.9352	0.9352	0.9333	0.9344
PP	0.9336	0.9336	0.9336	0.9333
S1	0.9315	0.9315	0.9327	0.9307
S2	0.9299	0.9299	0.9323
S3	0.9262	0.9278	0.9320
S4	0.9225	0.9241	0.9310

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9661	0.9608	0.9392
R3	0.9548	0.9495	0.9361
R2	0.9435	0.9435	0.9351
R1	0.9382	0.9382	0.9340	0.9352
PP	0.9322	0.9322	0.9322	0.9307
S1	0.9269	0.9269	0.9320	0.9239
S2	0.9209	0.9209	0.9309
S3	0.9096	0.9156	0.9299
S4	0.8983	0.9043	0.9268

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9374	0.9261	0.0113	1.2%	0.0063	0.7%	61%	False	False	59,514
10	0.9377	0.9261	0.0116	1.2%	0.0057	0.6%	59%	False	False	55,458
20	0.9377	0.9143	0.0234	2.5%	0.0058	0.6%	80%	False	False	28,790
40	0.9377	0.9120	0.0257	2.8%	0.0054	0.6%	82%	False	False	14,583
60	0.9377	0.9107	0.0270	2.9%	0.0054	0.6%	83%	False	False	9,770
80	0.9377	0.8813	0.0564	6.0%	0.0048	0.5%	92%	False	False	7,330
100	0.9377	0.8615	0.0762	8.2%	0.0039	0.4%	94%	False	False	5,864
120	0.9377	0.8582	0.0795	8.5%	0.0033	0.4%	94%	False	False	4,887

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 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9515
2.618	0.9455
1.618	0.9418
1.000	0.9395
0.618	0.9381
HIGH	0.9358
0.618	0.9344
0.500	0.9340
0.382	0.9335
LOW	0.9321
0.618	0.9298
1.000	0.9284
1.618	0.9261
2.618	0.9224
4.250	0.9164

Fisher Pivots for day following 20-Jun-2014
Pivot	1 day	3 day
R1	0.9340	0.9326
PP	0.9336	0.9322
S1	0.9333	0.9318

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

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