CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 12-Aug-2014

Day Change Summary
	Previous	Current
	11-Aug-2014	12-Aug-2014	Change	Change %	Previous Week
Open	0.9200	0.9184	-0.0016	-0.2%	0.9220
High	0.9201	0.9196	-0.0005	-0.1%	0.9290
Low	0.9181	0.9170	-0.0011	-0.1%	0.9165
Close	0.9182	0.9196	0.0014	0.2%	0.9196
Range	0.0020	0.0026	0.0006	30.0%	0.0125
ATR	0.0047	0.0045	-0.0001	-3.2%	0.0000
Volume	436	73	-363	-83.3%	2,122

Daily Pivots for day following 12-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9265	0.9257	0.9210
R3	0.9239	0.9231	0.9203
R2	0.9213	0.9213	0.9201
R1	0.9205	0.9205	0.9198	0.9209
PP	0.9187	0.9187	0.9187	0.9190
S1	0.9179	0.9179	0.9194	0.9183
S2	0.9161	0.9161	0.9191
S3	0.9135	0.9153	0.9189
S4	0.9109	0.9127	0.9182

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9592	0.9519	0.9265
R3	0.9467	0.9394	0.9230
R2	0.9342	0.9342	0.9219
R1	0.9269	0.9269	0.9207	0.9243
PP	0.9217	0.9217	0.9217	0.9204
S1	0.9144	0.9144	0.9185	0.9118
S2	0.9092	0.9092	0.9173
S3	0.8967	0.9019	0.9162
S4	0.8842	0.8894	0.9127

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9290	0.9165	0.0125	1.4%	0.0053	0.6%	25%	False	False	411
10	0.9291	0.9165	0.0126	1.4%	0.0051	0.6%	25%	False	False	400
20	0.9364	0.9165	0.0199	2.2%	0.0045	0.5%	16%	False	False	269
40	0.9394	0.9165	0.0229	2.5%	0.0041	0.4%	14%	False	False	191
60	0.9394	0.9087	0.0307	3.3%	0.0033	0.4%	36%	False	False	130
80	0.9394	0.9087	0.0307	3.3%	0.0027	0.3%	36%	False	False	98
100	0.9394	0.8924	0.0470	5.1%	0.0023	0.2%	58%	False	False	79
120	0.9394	0.8750	0.0644	7.0%	0.0019	0.2%	69%	False	False	66

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9307
2.618	0.9264
1.618	0.9238
1.000	0.9222
0.618	0.9212
HIGH	0.9196
0.618	0.9186
0.500	0.9183
0.382	0.9180
LOW	0.9170
0.618	0.9154
1.000	0.9144
1.618	0.9128
2.618	0.9102
4.250	0.9060

Fisher Pivots for day following 12-Aug-2014
Pivot	1 day	3 day
R1	0.9192	0.9193
PP	0.9187	0.9189
S1	0.9183	0.9186

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

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