CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 30-Jul-2013

Day Change Summary
	Previous	Current
	29-Jul-2013	30-Jul-2013	Change	Change %	Previous Week
Open	0.9227	0.9178	-0.0049	-0.5%	0.9142
High	0.9256	0.9179	-0.0077	-0.8%	0.9284
Low	0.9157	0.9013	-0.0144	-1.6%	0.9096
Close	0.9171	0.9033	-0.0138	-1.5%	0.9228
Range	0.0099	0.0166	0.0067	67.7%	0.0188
ATR	0.0126	0.0129	0.0003	2.3%	0.0000
Volume	71,546	127,177	55,631	77.8%	457,516

Daily Pivots for day following 30-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9573	0.9469	0.9124
R3	0.9407	0.9303	0.9079
R2	0.9241	0.9241	0.9063
R1	0.9137	0.9137	0.9048	0.9106
PP	0.9075	0.9075	0.9075	0.9060
S1	0.8971	0.8971	0.9018	0.8940
S2	0.8909	0.8909	0.9003
S3	0.8743	0.8805	0.8987
S4	0.8577	0.8639	0.8942

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	0.9013	0.0271	3.0%	0.0135	1.5%	7%	False	True	99,096
10	0.9284	0.9013	0.0271	3.0%	0.0114	1.3%	7%	False	True	94,452
20	0.9284	0.8957	0.0327	3.6%	0.0127	1.4%	23%	False	False	106,074
40	0.9696	0.8957	0.0739	8.2%	0.0137	1.5%	10%	False	False	100,260
60	1.0207	0.8957	0.1250	13.8%	0.0130	1.4%	6%	False	False	67,749
80	1.0454	0.8957	0.1497	16.6%	0.0117	1.3%	5%	False	False	50,854
100	1.0454	0.8957	0.1497	16.6%	0.0101	1.1%	5%	False	False	40,687
120	1.0454	0.8957	0.1497	16.6%	0.0087	1.0%	5%	False	False	33,907

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0021
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9885
2.618	0.9614
1.618	0.9448
1.000	0.9345
0.618	0.9282
HIGH	0.9179
0.618	0.9116
0.500	0.9096
0.382	0.9076
LOW	0.9013
0.618	0.8910
1.000	0.8847
1.618	0.8744
2.618	0.8578
4.250	0.8308

Fisher Pivots for day following 30-Jul-2013
Pivot	1 day	3 day
R1	0.9096	0.9139
PP	0.9075	0.9103
S1	0.9054	0.9068

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

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