CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 17-Jul-2013

Day Change Summary
	Previous	Current
	16-Jul-2013	17-Jul-2013	Change	Change %	Previous Week
Open	0.9063	0.9201	0.0138	1.5%	0.9006
High	0.9221	0.9253	0.0032	0.3%	0.9263
Low	0.9046	0.9152	0.0106	1.2%	0.8957
Close	0.9203	0.9187	-0.0016	-0.2%	0.9016
Range	0.0175	0.0101	-0.0074	-42.3%	0.0306
ATR	0.0140	0.0137	-0.0003	-2.0%	0.0000
Volume	109,333	124,432	15,099	13.8%	587,429

Daily Pivots for day following 17-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9500	0.9445	0.9243
R3	0.9399	0.9344	0.9215
R2	0.9298	0.9298	0.9206
R1	0.9243	0.9243	0.9196	0.9220
PP	0.9197	0.9197	0.9197	0.9186
S1	0.9142	0.9142	0.9178	0.9119
S2	0.9096	0.9096	0.9168
S3	0.8995	0.9041	0.9159
S4	0.8894	0.8940	0.9131

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	3.3%	0.0147	1.6%	75%	False	False	116,212
10	0.9263	0.8957	0.0306	3.3%	0.0139	1.5%	75%	False	False	119,777
20	0.9500	0.8957	0.0543	5.9%	0.0138	1.5%	42%	False	False	125,324
40	0.9761	0.8957	0.0804	8.8%	0.0141	1.5%	29%	False	False	80,818
60	1.0283	0.8957	0.1326	14.4%	0.0123	1.3%	17%	False	False	54,105
80	1.0454	0.8957	0.1497	16.3%	0.0109	1.2%	15%	False	False	40,607
100	1.0454	0.8957	0.1497	16.3%	0.0092	1.0%	15%	False	False	32,487
120	1.0454	0.8957	0.1497	16.3%	0.0078	0.9%	15%	False	False	27,073

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9682
2.618	0.9517
1.618	0.9416
1.000	0.9354
0.618	0.9315
HIGH	0.9253
0.618	0.9214
0.500	0.9203
0.382	0.9191
LOW	0.9152
0.618	0.9090
1.000	0.9051
1.618	0.8989
2.618	0.8888
4.250	0.8723

Fisher Pivots for day following 17-Jul-2013
Pivot	1 day	3 day
R1	0.9203	0.9166
PP	0.9197	0.9145
S1	0.9192	0.9125

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

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