CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 31-Jul-2013

Day Change Summary
	Previous	Current
	30-Jul-2013	31-Jul-2013	Change	Change %	Previous Week
Open	0.9178	0.9041	-0.0137	-1.5%	0.9142
High	0.9179	0.9048	-0.0131	-1.4%	0.9284
Low	0.9013	0.8901	-0.0112	-1.2%	0.9096
Close	0.9033	0.8978	-0.0055	-0.6%	0.9228
Range	0.0166	0.0147	-0.0019	-11.4%	0.0188
ATR	0.0129	0.0130	0.0001	1.0%	0.0000
Volume	127,177	159,267	32,090	25.2%	457,516

Daily Pivots for day following 31-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9417	0.9344	0.9059
R3	0.9270	0.9197	0.9018
R2	0.9123	0.9123	0.9005
R1	0.9050	0.9050	0.8991	0.9013
PP	0.8976	0.8976	0.8976	0.8957
S1	0.8903	0.8903	0.8965	0.8866
S2	0.8829	0.8829	0.8951
S3	0.8682	0.8756	0.8938
S4	0.8535	0.8609	0.8897

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	0.9264	0.8901	0.0363	4.0%	0.0127	1.4%	21%	False	True	106,184
10	0.9284	0.8901	0.0383	4.3%	0.0119	1.3%	20%	False	True	97,936
20	0.9284	0.8901	0.0383	4.3%	0.0129	1.4%	20%	False	True	108,856
40	0.9609	0.8901	0.0708	7.9%	0.0137	1.5%	11%	False	True	103,945
60	1.0184	0.8901	0.1283	14.3%	0.0132	1.5%	6%	False	True	70,400
80	1.0454	0.8901	0.1553	17.3%	0.0118	1.3%	5%	False	True	52,843
100	1.0454	0.8901	0.1553	17.3%	0.0102	1.1%	5%	False	True	42,280
120	1.0454	0.8901	0.1553	17.3%	0.0088	1.0%	5%	False	True	35,234

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9673
2.618	0.9433
1.618	0.9286
1.000	0.9195
0.618	0.9139
HIGH	0.9048
0.618	0.8992
0.500	0.8975
0.382	0.8957
LOW	0.8901
0.618	0.8810
1.000	0.8754
1.618	0.8663
2.618	0.8516
4.250	0.8276

Fisher Pivots for day following 31-Jul-2013
Pivot	1 day	3 day
R1	0.8977	0.9079
PP	0.8976	0.9045
S1	0.8975	0.9012

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

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