CME Australian Dollar Future September 2014

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

Day Change Summary
	Previous	Current
	08-Sep-2014	09-Sep-2014	Change	Change %	Previous Week
Open	0.9363	0.9274	-0.0089	-1.0%	0.9318
High	0.9370	0.9285	-0.0085	-0.9%	0.9398
Low	0.9274	0.9184	-0.0090	-1.0%	0.9255
Close	0.9286	0.9192	-0.0094	-1.0%	0.9371
Range	0.0096	0.0101	0.0005	5.2%	0.0143
ATR	0.0058	0.0061	0.0003	5.5%	0.0000
Volume	115,496	175,172	59,676	51.7%	460,114

Daily Pivots for day following 09-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9523	0.9459	0.9248
R3	0.9422	0.9358	0.9220
R2	0.9321	0.9321	0.9211
R1	0.9257	0.9257	0.9201	0.9239
PP	0.9220	0.9220	0.9220	0.9211
S1	0.9156	0.9156	0.9183	0.9138
S2	0.9119	0.9119	0.9173
S3	0.9018	0.9055	0.9164
S4	0.8917	0.8954	0.9136

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9770	0.9714	0.9450
R3	0.9627	0.9571	0.9410
R2	0.9484	0.9484	0.9397
R1	0.9428	0.9428	0.9384	0.9456
PP	0.9341	0.9341	0.9341	0.9356
S1	0.9285	0.9285	0.9358	0.9313
S2	0.9198	0.9198	0.9345
S3	0.9055	0.9142	0.9332
S4	0.8912	0.8999	0.9292

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9398	0.9184	0.0214	2.3%	0.0084	0.9%	4%	False	True	123,620
10	0.9398	0.9184	0.0214	2.3%	0.0068	0.7%	4%	False	True	105,060
20	0.9398	0.9184	0.0214	2.3%	0.0055	0.6%	4%	False	True	85,745
40	0.9438	0.9184	0.0254	2.8%	0.0055	0.6%	3%	False	True	82,210
60	0.9454	0.9184	0.0270	2.9%	0.0056	0.6%	3%	False	True	76,178
80	0.9454	0.9136	0.0318	3.5%	0.0056	0.6%	18%	False	False	60,663
100	0.9454	0.9120	0.0334	3.6%	0.0055	0.6%	22%	False	False	48,571
120	0.9454	0.8900	0.0554	6.0%	0.0055	0.6%	53%	False	False	40,495

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	0.9714
2.618	0.9549
1.618	0.9448
1.000	0.9386
0.618	0.9347
HIGH	0.9285
0.618	0.9246
0.500	0.9235
0.382	0.9223
LOW	0.9184
0.618	0.9122
1.000	0.9083
1.618	0.9021
2.618	0.8920
4.250	0.8755

Fisher Pivots for day following 09-Sep-2014
Pivot	1 day	3 day
R1	0.9235	0.9291
PP	0.9220	0.9258
S1	0.9206	0.9225

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

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