CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 01-Aug-2013

Day Change Summary
	Previous	Current
	31-Jul-2013	01-Aug-2013	Change	Change %	Previous Week
Open	0.9041	0.8924	-0.0117	-1.3%	0.9142
High	0.9048	0.8978	-0.0070	-0.8%	0.9284
Low	0.8901	0.8882	-0.0019	-0.2%	0.9096
Close	0.8978	0.8911	-0.0067	-0.7%	0.9228
Range	0.0147	0.0096	-0.0051	-34.7%	0.0188
ATR	0.0130	0.0127	-0.0002	-1.9%	0.0000
Volume	159,267	112,360	-46,907	-29.5%	457,516

Daily Pivots for day following 01-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9212	0.9157	0.8964
R3	0.9116	0.9061	0.8937
R2	0.9020	0.9020	0.8929
R1	0.8965	0.8965	0.8920	0.8945
PP	0.8924	0.8924	0.8924	0.8913
S1	0.8869	0.8869	0.8902	0.8849
S2	0.8828	0.8828	0.8893
S3	0.8732	0.8773	0.8885
S4	0.8636	0.8677	0.8858

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	0.8882	0.0382	4.3%	0.0115	1.3%	8%	False	True	109,253
10	0.9284	0.8882	0.0402	4.5%	0.0118	1.3%	7%	False	True	100,468
20	0.9284	0.8882	0.0402	4.5%	0.0126	1.4%	7%	False	True	108,653
40	0.9609	0.8882	0.0727	8.2%	0.0135	1.5%	4%	False	True	106,538
60	1.0184	0.8882	0.1302	14.6%	0.0132	1.5%	2%	False	True	72,266
80	1.0454	0.8882	0.1572	17.6%	0.0118	1.3%	2%	False	True	54,245
100	1.0454	0.8882	0.1572	17.6%	0.0102	1.1%	2%	False	True	43,403
120	1.0454	0.8882	0.1572	17.6%	0.0089	1.0%	2%	False	True	36,170

Crabel Price Patterns
NR	True
NR4	True
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	0.0021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9386
2.618	0.9229
1.618	0.9133
1.000	0.9074
0.618	0.9037
HIGH	0.8978
0.618	0.8941
0.500	0.8930
0.382	0.8919
LOW	0.8882
0.618	0.8823
1.000	0.8786
1.618	0.8727
2.618	0.8631
4.250	0.8474

Fisher Pivots for day following 01-Aug-2013
Pivot	1 day	3 day
R1	0.8930	0.9031
PP	0.8924	0.8991
S1	0.8917	0.8951

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

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