CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 15-Jul-2013

Day Change Summary
	Previous	Current
	12-Jul-2013	15-Jul-2013	Change	Change %	Previous Week
Open	0.9133	0.9040	-0.0093	-1.0%	0.9006
High	0.9147	0.9081	-0.0066	-0.7%	0.9263
Low	0.8957	0.8996	0.0039	0.4%	0.8957
Close	0.9016	0.9058	0.0042	0.5%	0.9016
Range	0.0190	0.0085	-0.0105	-55.3%	0.0306
ATR	0.0141	0.0137	-0.0004	-2.8%	0.0000
Volume	108,594	89,637	-18,957	-17.5%	587,429

Daily Pivots for day following 15-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9300	0.9264	0.9105
R3	0.9215	0.9179	0.9081
R2	0.9130	0.9130	0.9074
R1	0.9094	0.9094	0.9066	0.9112
PP	0.9045	0.9045	0.9045	0.9054
S1	0.9009	0.9009	0.9050	0.9027
S2	0.8960	0.8960	0.9042
S3	0.8875	0.8924	0.9035
S4	0.8790	0.8839	0.9011

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9997	0.9812	0.9184
R3	0.9691	0.9506	0.9100
R2	0.9385	0.9385	0.9072
R1	0.9200	0.9200	0.9044	0.9293
PP	0.9079	0.9079	0.9079	0.9125
S1	0.8894	0.8894	0.8988	0.8987
S2	0.8773	0.8773	0.8960
S3	0.8467	0.8588	0.8932
S4	0.8161	0.8282	0.8848

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9263	0.8957	0.0306	3.4%	0.0144	1.6%	33%	False	False	119,966
10	0.9263	0.8957	0.0306	3.4%	0.0137	1.5%	33%	False	False	116,283
20	0.9579	0.8957	0.0622	6.9%	0.0138	1.5%	16%	False	False	123,302
40	0.9761	0.8957	0.0804	8.9%	0.0140	1.5%	13%	False	False	75,059
60	1.0283	0.8957	0.1326	14.6%	0.0120	1.3%	8%	False	False	50,217
80	1.0454	0.8957	0.1497	16.5%	0.0106	1.2%	7%	False	False	37,686
100	1.0454	0.8957	0.1497	16.5%	0.0090	1.0%	7%	False	False	30,149
120	1.0454	0.8957	0.1497	16.5%	0.0076	0.8%	7%	False	False	25,125

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0040
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9442
2.618	0.9304
1.618	0.9219
1.000	0.9166
0.618	0.9134
HIGH	0.9081
0.618	0.9049
0.500	0.9039
0.382	0.9028
LOW	0.8996
0.618	0.8943
1.000	0.8911
1.618	0.8858
2.618	0.8773
4.250	0.8635

Fisher Pivots for day following 15-Jul-2013
Pivot	1 day	3 day
R1	0.9052	0.9110
PP	0.9045	0.9093
S1	0.9039	0.9075

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

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