CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 15-Sep-2014

Day Change Summary
	Previous	Current
	12-Sep-2014	15-Sep-2014	Change	Change %	Previous Week
Open	0.9105	0.9012	-0.0093	-1.0%	0.9363
High	0.9110	0.9047	-0.0063	-0.7%	0.9370
Low	0.9030	0.8985	-0.0045	-0.5%	0.9030
Close	0.9042	0.9039	-0.0003	0.0%	0.9042
Range	0.0080	0.0062	-0.0018	-22.5%	0.0340
ATR	0.0069	0.0069	-0.0001	-0.8%	0.0000
Volume	21,558	1,033	-20,525	-95.2%	651,237

Daily Pivots for day following 15-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9210	0.9186	0.9073
R3	0.9148	0.9124	0.9056
R2	0.9086	0.9086	0.9050
R1	0.9062	0.9062	0.9045	0.9074
PP	0.9024	0.9024	0.9024	0.9030
S1	0.9000	0.9000	0.9033	0.9012
S2	0.8962	0.8962	0.9028
S3	0.8900	0.8938	0.9022
S4	0.8838	0.8876	0.9005

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0167	0.9945	0.9229
R3	0.9827	0.9605	0.9136
R2	0.9487	0.9487	0.9104
R1	0.9265	0.9265	0.9073	0.9206
PP	0.9147	0.9147	0.9147	0.9118
S1	0.8925	0.8925	0.9011	0.8866
S2	0.8807	0.8807	0.8980
S3	0.8467	0.8585	0.8949
S4	0.8127	0.8245	0.8855

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9285	0.8985	0.0300	3.3%	0.0095	1.1%	18%	False	True	107,354
10	0.9398	0.8985	0.0413	4.6%	0.0088	1.0%	13%	False	True	111,238
20	0.9398	0.8985	0.0413	4.6%	0.0066	0.7%	13%	False	True	91,532
40	0.9438	0.8985	0.0453	5.0%	0.0059	0.7%	12%	False	True	84,359
60	0.9454	0.8985	0.0469	5.2%	0.0058	0.6%	12%	False	True	78,023
80	0.9454	0.8985	0.0469	5.2%	0.0058	0.6%	12%	False	True	65,152
100	0.9454	0.8985	0.0469	5.2%	0.0057	0.6%	12%	False	True	52,182
120	0.9454	0.8985	0.0469	5.2%	0.0056	0.6%	12%	False	True	43,508

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0018
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9311
2.618	0.9209
1.618	0.9147
1.000	0.9109
0.618	0.9085
HIGH	0.9047
0.618	0.9023
0.500	0.9016
0.382	0.9009
LOW	0.8985
0.618	0.8947
1.000	0.8923
1.618	0.8885
2.618	0.8823
4.250	0.8722

Fisher Pivots for day following 15-Sep-2014
Pivot	1 day	3 day
R1	0.9031	0.9101
PP	0.9024	0.9080
S1	0.9016	0.9060

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

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