CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 29-Jul-2013

Day Change Summary
	Previous	Current
	26-Jul-2013	29-Jul-2013	Change	Change %	Previous Week
Open	0.9206	0.9227	0.0021	0.2%	0.9142
High	0.9264	0.9256	-0.0008	-0.1%	0.9284
Low	0.9195	0.9157	-0.0038	-0.4%	0.9096
Close	0.9228	0.9171	-0.0057	-0.6%	0.9228
Range	0.0069	0.0099	0.0030	43.5%	0.0188
ATR	0.0128	0.0126	-0.0002	-1.6%	0.0000
Volume	75,917	71,546	-4,371	-5.8%	457,516

Daily Pivots for day following 29-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9492	0.9430	0.9225
R3	0.9393	0.9331	0.9198
R2	0.9294	0.9294	0.9189
R1	0.9232	0.9232	0.9180	0.9214
PP	0.9195	0.9195	0.9195	0.9185
S1	0.9133	0.9133	0.9162	0.9115
S2	0.9096	0.9096	0.9153
S3	0.8997	0.9034	0.9144
S4	0.8898	0.8935	0.9117

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%	40%	False	False	90,244
10	0.9284	0.9046	0.0238	2.6%	0.0115	1.3%	53%	False	False	92,668
20	0.9284	0.8957	0.0327	3.6%	0.0126	1.4%	65%	False	False	104,475
40	0.9719	0.8957	0.0762	8.3%	0.0138	1.5%	28%	False	False	97,377
60	1.0223	0.8957	0.1266	13.8%	0.0129	1.4%	17%	False	False	65,631
80	1.0454	0.8957	0.1497	16.3%	0.0116	1.3%	14%	False	False	49,265
100	1.0454	0.8957	0.1497	16.3%	0.0100	1.1%	14%	False	False	39,416
120	1.0454	0.8957	0.1497	16.3%	0.0086	0.9%	14%	False	False	32,847

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9677
2.618	0.9515
1.618	0.9416
1.000	0.9355
0.618	0.9317
HIGH	0.9256
0.618	0.9218
0.500	0.9207
0.382	0.9195
LOW	0.9157
0.618	0.9096
1.000	0.9058
1.618	0.8997
2.618	0.8898
4.250	0.8736

Fisher Pivots for day following 29-Jul-2013
Pivot	1 day	3 day
R1	0.9207	0.9180
PP	0.9195	0.9177
S1	0.9183	0.9174

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

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