CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 26-Jul-2013

Day Change Summary
	Previous	Current
	25-Jul-2013	26-Jul-2013	Change	Change %	Previous Week
Open	0.9136	0.9206	0.0070	0.8%	0.9142
High	0.9250	0.9264	0.0014	0.2%	0.9284
Low	0.9096	0.9195	0.0099	1.1%	0.9096
Close	0.9182	0.9228	0.0046	0.5%	0.9228
Range	0.0154	0.0069	-0.0085	-55.2%	0.0188
ATR	0.0131	0.0128	-0.0004	-2.7%	0.0000
Volume	97,015	75,917	-21,098	-21.7%	457,516

Daily Pivots for day following 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9436	0.9401	0.9266
R3	0.9367	0.9332	0.9247
R2	0.9298	0.9298	0.9241
R1	0.9263	0.9263	0.9234	0.9281
PP	0.9229	0.9229	0.9229	0.9238
S1	0.9194	0.9194	0.9222	0.9212
S2	0.9160	0.9160	0.9215
S3	0.9091	0.9125	0.9209
S4	0.9022	0.9056	0.9190

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9767	0.9685	0.9331
R3	0.9579	0.9497	0.9280
R2	0.9391	0.9391	0.9262
R1	0.9309	0.9309	0.9245	0.9350
PP	0.9203	0.9203	0.9203	0.9223
S1	0.9121	0.9121	0.9211	0.9162
S2	0.9015	0.9015	0.9194
S3	0.8827	0.8933	0.9176
S4	0.8639	0.8745	0.9125

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%	0.0118	1.3%	70%	False	False	91,503
10	0.9284	0.8996	0.0288	3.1%	0.0114	1.2%	81%	False	False	94,477
20	0.9284	0.8957	0.0327	3.5%	0.0129	1.4%	83%	False	False	108,228
40	0.9719	0.8957	0.0762	8.3%	0.0139	1.5%	36%	False	False	95,699
60	1.0223	0.8957	0.1266	13.7%	0.0128	1.4%	21%	False	False	64,443
80	1.0454	0.8957	0.1497	16.2%	0.0115	1.3%	18%	False	False	48,371
100	1.0454	0.8957	0.1497	16.2%	0.0099	1.1%	18%	False	False	38,700
120	1.0454	0.8957	0.1497	16.2%	0.0085	0.9%	18%	False	False	32,251

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	0.9557
2.618	0.9445
1.618	0.9376
1.000	0.9333
0.618	0.9307
HIGH	0.9264
0.618	0.9238
0.500	0.9230
0.382	0.9221
LOW	0.9195
0.618	0.9152
1.000	0.9126
1.618	0.9083
2.618	0.9014
4.250	0.8902

Fisher Pivots for day following 26-Jul-2013
Pivot	1 day	3 day
R1	0.9230	0.9215
PP	0.9229	0.9203
S1	0.9229	0.9190

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

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