CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 05-Aug-2013

Day Change Summary
	Previous	Current
	02-Aug-2013	05-Aug-2013	Change	Change %	Previous Week
Open	0.8911	0.8887	-0.0024	-0.3%	0.9227
High	0.8945	0.8909	-0.0036	-0.4%	0.9256
Low	0.8844	0.8823	-0.0021	-0.2%	0.8844
Close	0.8884	0.8887	0.0003	0.0%	0.8884
Range	0.0101	0.0086	-0.0015	-14.9%	0.0412
ATR	0.0126	0.0123	-0.0003	-2.3%	0.0000
Volume	111,483	72,996	-38,487	-34.5%	581,833

Daily Pivots for day following 05-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9131	0.9095	0.8934
R3	0.9045	0.9009	0.8911
R2	0.8959	0.8959	0.8903
R1	0.8923	0.8923	0.8895	0.8930
PP	0.8873	0.8873	0.8873	0.8877
S1	0.8837	0.8837	0.8879	0.8844
S2	0.8787	0.8787	0.8871
S3	0.8701	0.8751	0.8863
S4	0.8615	0.8665	0.8840

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	0.9179	0.8823	0.0356	4.0%	0.0119	1.3%	18%	False	True	116,656
10	0.9284	0.8823	0.0461	5.2%	0.0119	1.3%	14%	False	True	103,450
20	0.9284	0.8823	0.0461	5.2%	0.0123	1.4%	14%	False	True	105,489
40	0.9593	0.8823	0.0770	8.7%	0.0130	1.5%	8%	False	True	109,991
60	1.0006	0.8823	0.1183	13.3%	0.0130	1.5%	5%	False	True	75,297
80	1.0431	0.8823	0.1608	18.1%	0.0119	1.3%	4%	False	True	56,549
100	1.0454	0.8823	0.1631	18.4%	0.0104	1.2%	4%	False	True	45,248
120	1.0454	0.8823	0.1631	18.4%	0.0090	1.0%	4%	False	True	37,707

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0024
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9275
2.618	0.9134
1.618	0.9048
1.000	0.8995
0.618	0.8962
HIGH	0.8909
0.618	0.8876
0.500	0.8866
0.382	0.8856
LOW	0.8823
0.618	0.8770
1.000	0.8737
1.618	0.8684
2.618	0.8598
4.250	0.8458

Fisher Pivots for day following 05-Aug-2013
Pivot	1 day	3 day
R1	0.8880	0.8901
PP	0.8873	0.8896
S1	0.8866	0.8892

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

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