CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 02-Aug-2013

Day Change Summary
	Previous	Current
	01-Aug-2013	02-Aug-2013	Change	Change %	Previous Week
Open	0.8924	0.8911	-0.0013	-0.1%	0.9227
High	0.8978	0.8945	-0.0033	-0.4%	0.9256
Low	0.8882	0.8844	-0.0038	-0.4%	0.8844
Close	0.8911	0.8884	-0.0027	-0.3%	0.8884
Range	0.0096	0.0101	0.0005	5.2%	0.0412
ATR	0.0127	0.0126	-0.0002	-1.5%	0.0000
Volume	112,360	111,483	-877	-0.8%	581,833

Daily Pivots for day following 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9194	0.9140	0.8940
R3	0.9093	0.9039	0.8912
R2	0.8992	0.8992	0.8903
R1	0.8938	0.8938	0.8893	0.8915
PP	0.8891	0.8891	0.8891	0.8879
S1	0.8837	0.8837	0.8875	0.8814
S2	0.8790	0.8790	0.8865
S3	0.8689	0.8736	0.8856
S4	0.8588	0.8635	0.8828

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0231	0.9969	0.9111
R3	0.9819	0.9557	0.8997
R2	0.9407	0.9407	0.8960
R1	0.9145	0.9145	0.8922	0.9070
PP	0.8995	0.8995	0.8995	0.8957
S1	0.8733	0.8733	0.8846	0.8658
S2	0.8583	0.8583	0.8808
S3	0.8171	0.8321	0.8771
S4	0.7759	0.7909	0.8657

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9256	0.8844	0.0412	4.6%	0.0122	1.4%	10%	False	True	116,366
10	0.9284	0.8844	0.0440	5.0%	0.0120	1.3%	9%	False	True	103,934
20	0.9284	0.8844	0.0440	5.0%	0.0124	1.4%	9%	False	True	105,701
40	0.9593	0.8844	0.0749	8.4%	0.0132	1.5%	5%	False	True	108,583
60	1.0184	0.8844	0.1340	15.1%	0.0133	1.5%	3%	False	True	74,088
80	1.0454	0.8844	0.1610	18.1%	0.0119	1.3%	2%	False	True	55,638
100	1.0454	0.8844	0.1610	18.1%	0.0103	1.2%	2%	False	True	44,518
120	1.0454	0.8844	0.1610	18.1%	0.0090	1.0%	2%	False	True	37,099

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9374
2.618	0.9209
1.618	0.9108
1.000	0.9046
0.618	0.9007
HIGH	0.8945
0.618	0.8906
0.500	0.8895
0.382	0.8883
LOW	0.8844
0.618	0.8782
1.000	0.8743
1.618	0.8681
2.618	0.8580
4.250	0.8415

Fisher Pivots for day following 02-Aug-2013
Pivot	1 day	3 day
R1	0.8895	0.8946
PP	0.8891	0.8925
S1	0.8888	0.8905

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

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