CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 03-Sep-2014

Day Change Summary
	Previous	Current
	02-Sep-2014	03-Sep-2014	Change	Change %	Previous Week
Open	0.9263	0.9211	-0.0052	-0.6%	0.9239
High	0.9283	0.9285	0.0002	0.0%	0.9303
Low	0.9203	0.9197	-0.0006	-0.1%	0.9200
Close	0.9207	0.9279	0.0072	0.8%	0.9266
Range	0.0080	0.0088	0.0008	10.0%	0.0103
ATR	0.0045	0.0048	0.0003	6.7%	0.0000
Volume	3,549	5,688	2,139	60.3%	5,040

Daily Pivots for day following 03-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9518	0.9486	0.9327
R3	0.9430	0.9398	0.9303
R2	0.9342	0.9342	0.9295
R1	0.9310	0.9310	0.9287	0.9326
PP	0.9254	0.9254	0.9254	0.9262
S1	0.9222	0.9222	0.9271	0.9238
S2	0.9166	0.9166	0.9263
S3	0.9078	0.9134	0.9255
S4	0.8990	0.9046	0.9231

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9565	0.9519	0.9323
R3	0.9462	0.9416	0.9294
R2	0.9359	0.9359	0.9285
R1	0.9313	0.9313	0.9275	0.9336
PP	0.9256	0.9256	0.9256	0.9268
S1	0.9210	0.9210	0.9257	0.9233
S2	0.9153	0.9153	0.9247
S3	0.9050	0.9107	0.9238
S4	0.8947	0.9004	0.9209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9303	0.9197	0.0106	1.1%	0.0056	0.6%	77%	False	True	2,558
10	0.9303	0.9159	0.0144	1.6%	0.0052	0.6%	83%	False	False	1,709
20	0.9303	0.9159	0.0144	1.6%	0.0048	0.5%	83%	False	False	1,039
40	0.9364	0.9159	0.0205	2.2%	0.0044	0.5%	59%	False	False	631
60	0.9394	0.9159	0.0235	2.5%	0.0041	0.4%	51%	False	False	441
80	0.9394	0.9087	0.0307	3.3%	0.0034	0.4%	63%	False	False	332
100	0.9394	0.9087	0.0307	3.3%	0.0029	0.3%	63%	False	False	266
120	0.9394	0.8858	0.0536	5.8%	0.0025	0.3%	79%	False	False	222

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.9659
2.618	0.9515
1.618	0.9427
1.000	0.9373
0.618	0.9339
HIGH	0.9285
0.618	0.9251
0.500	0.9241
0.382	0.9231
LOW	0.9197
0.618	0.9143
1.000	0.9109
1.618	0.9055
2.618	0.8967
4.250	0.8823

Fisher Pivots for day following 03-Sep-2014
Pivot	1 day	3 day
R1	0.9266	0.9268
PP	0.9254	0.9256
S1	0.9241	0.9245

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

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