CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 25-Jul-2013

Day Change Summary
	Previous	Current
	24-Jul-2013	25-Jul-2013	Change	Change %	Previous Week
Open	0.9255	0.9136	-0.0119	-1.3%	0.9040
High	0.9284	0.9250	-0.0034	-0.4%	0.9253
Low	0.9096	0.9096	0.0000	0.0%	0.8996
Close	0.9122	0.9182	0.0060	0.7%	0.9157
Range	0.0188	0.0154	-0.0034	-18.1%	0.0257
ATR	0.0130	0.0131	0.0002	1.3%	0.0000
Volume	123,825	97,015	-26,810	-21.7%	487,258

Daily Pivots for day following 25-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9638	0.9564	0.9267
R3	0.9484	0.9410	0.9224
R2	0.9330	0.9330	0.9210
R1	0.9256	0.9256	0.9196	0.9293
PP	0.9176	0.9176	0.9176	0.9195
S1	0.9102	0.9102	0.9168	0.9139
S2	0.9022	0.9022	0.9154
S3	0.8868	0.8948	0.9140
S4	0.8714	0.8794	0.9097

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9906	0.9789	0.9298
R3	0.9649	0.9532	0.9228
R2	0.9392	0.9392	0.9204
R1	0.9275	0.9275	0.9181	0.9334
PP	0.9135	0.9135	0.9135	0.9165
S1	0.9018	0.9018	0.9133	0.9077
S2	0.8878	0.8878	0.9110
S3	0.8621	0.8761	0.9086
S4	0.8364	0.8504	0.9016

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9284	0.9096	0.0188	2.0%	0.0120	1.3%	46%	False	True	91,683
10	0.9284	0.8957	0.0327	3.6%	0.0126	1.4%	69%	False	False	97,745
20	0.9287	0.8957	0.0330	3.6%	0.0130	1.4%	68%	False	False	109,968
40	0.9719	0.8957	0.0762	8.3%	0.0140	1.5%	30%	False	False	94,132
60	1.0269	0.8957	0.1312	14.3%	0.0129	1.4%	17%	False	False	63,180
80	1.0454	0.8957	0.1497	16.3%	0.0115	1.3%	15%	False	False	47,423
100	1.0454	0.8957	0.1497	16.3%	0.0098	1.1%	15%	False	False	37,941
120	1.0454	0.8957	0.1497	16.3%	0.0084	0.9%	15%	False	False	31,618

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	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9905
2.618	0.9653
1.618	0.9499
1.000	0.9404
0.618	0.9345
HIGH	0.9250
0.618	0.9191
0.500	0.9173
0.382	0.9155
LOW	0.9096
0.618	0.9001
1.000	0.8942
1.618	0.8847
2.618	0.8693
4.250	0.8442

Fisher Pivots for day following 25-Jul-2013
Pivot	1 day	3 day
R1	0.9179	0.9190
PP	0.9176	0.9187
S1	0.9173	0.9185

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

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