CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 24-Jun-2014

Day Change Summary
	Previous	Current
	23-Jun-2014	24-Jun-2014	Change	Change %	Previous Week
Open	0.9323	0.9367	0.0044	0.5%	0.9345
High	0.9389	0.9376	-0.0013	-0.1%	0.9374
Low	0.9321	0.9310	-0.0011	-0.1%	0.9261
Close	0.9360	0.9323	-0.0037	-0.4%	0.9330
Range	0.0068	0.0066	-0.0002	-2.9%	0.0113
ATR	0.0058	0.0059	0.0001	1.0%	0.0000
Volume	56,828	62,599	5,771	10.2%	297,570

Daily Pivots for day following 24-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9534	0.9495	0.9359
R3	0.9468	0.9429	0.9341
R2	0.9402	0.9402	0.9335
R1	0.9363	0.9363	0.9329	0.9350
PP	0.9336	0.9336	0.9336	0.9330
S1	0.9297	0.9297	0.9317	0.9284
S2	0.9270	0.9270	0.9311
S3	0.9204	0.9231	0.9305
S4	0.9138	0.9165	0.9287

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	0.9389	0.9261	0.0128	1.4%	0.0067	0.7%	48%	False	False	60,905
10	0.9389	0.9261	0.0128	1.4%	0.0063	0.7%	48%	False	False	63,998
20	0.9389	0.9144	0.0245	2.6%	0.0060	0.6%	73%	False	False	34,692
40	0.9389	0.9120	0.0269	2.9%	0.0055	0.6%	75%	False	False	17,561
60	0.9389	0.9107	0.0282	3.0%	0.0055	0.6%	77%	False	False	11,754
80	0.9389	0.8813	0.0576	6.2%	0.0049	0.5%	89%	False	False	8,823
100	0.9389	0.8615	0.0774	8.3%	0.0040	0.4%	91%	False	False	7,059
120	0.9389	0.8582	0.0807	8.7%	0.0034	0.4%	92%	False	False	5,882

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9657
2.618	0.9549
1.618	0.9483
1.000	0.9442
0.618	0.9417
HIGH	0.9376
0.618	0.9351
0.500	0.9343
0.382	0.9335
LOW	0.9310
0.618	0.9269
1.000	0.9244
1.618	0.9203
2.618	0.9137
4.250	0.9030

Fisher Pivots for day following 24-Jun-2014
Pivot	1 day	3 day
R1	0.9343	0.9350
PP	0.9336	0.9341
S1	0.9330	0.9332

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

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