CME Australian Dollar Future December 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	0.9303	0.9216	-0.0087	-0.9%	0.9263
High	0.9310	0.9226	-0.0084	-0.9%	0.9338
Low	0.9214	0.9126	-0.0088	-1.0%	0.9197
Close	0.9227	0.9133	-0.0094	-1.0%	0.9312
Range	0.0096	0.0100	0.0004	4.2%	0.0141
ATR	0.0054	0.0057	0.0003	6.2%	0.0000
Volume	17,778	60,238	42,460	238.8%	21,859

Daily Pivots for day following 09-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9462	0.9397	0.9188
R3	0.9362	0.9297	0.9161
R2	0.9262	0.9262	0.9151
R1	0.9197	0.9197	0.9142	0.9180
PP	0.9162	0.9162	0.9162	0.9153
S1	0.9097	0.9097	0.9124	0.9080
S2	0.9062	0.9062	0.9115
S3	0.8962	0.8997	0.9106
S4	0.8862	0.8897	0.9078

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9705	0.9650	0.9390
R3	0.9564	0.9509	0.9351
R2	0.9423	0.9423	0.9338
R1	0.9368	0.9368	0.9325	0.9396
PP	0.9282	0.9282	0.9282	0.9296
S1	0.9227	0.9227	0.9299	0.9255
S2	0.9141	0.9141	0.9286
S3	0.9000	0.9086	0.9273
S4	0.8859	0.8945	0.9234

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9338	0.9126	0.0212	2.3%	0.0083	0.9%	3%	False	True	19,265
10	0.9338	0.9126	0.0212	2.3%	0.0066	0.7%	3%	False	True	10,419
20	0.9338	0.9126	0.0212	2.3%	0.0053	0.6%	3%	False	True	5,471
40	0.9364	0.9126	0.0238	2.6%	0.0049	0.5%	3%	False	True	2,880
60	0.9394	0.9126	0.0268	2.9%	0.0044	0.5%	3%	False	True	1,950
80	0.9394	0.9087	0.0307	3.4%	0.0038	0.4%	15%	False	False	1,464
100	0.9394	0.9087	0.0307	3.4%	0.0032	0.3%	15%	False	False	1,172
120	0.9394	0.8875	0.0519	5.7%	0.0027	0.3%	50%	False	False	977

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	0.0010
Widest range in 150 trading days

Fibonacci Retracements and Extensions
4.250	0.9651
2.618	0.9488
1.618	0.9388
1.000	0.9326
0.618	0.9288
HIGH	0.9226
0.618	0.9188
0.500	0.9176
0.382	0.9164
LOW	0.9126
0.618	0.9064
1.000	0.9026
1.618	0.8964
2.618	0.8864
4.250	0.8701

Fisher Pivots for day following 09-Sep-2014
Pivot	1 day	3 day
R1	0.9176	0.9232
PP	0.9162	0.9199
S1	0.9147	0.9166

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

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