CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 06-Aug-2013

Day Change Summary
	Previous	Current
	05-Aug-2013	06-Aug-2013	Change	Change %	Previous Week
Open	0.8887	0.8908	0.0021	0.2%	0.9227
High	0.8909	0.8981	0.0072	0.8%	0.9256
Low	0.8823	0.8882	0.0059	0.7%	0.8844
Close	0.8887	0.8961	0.0074	0.8%	0.8884
Range	0.0086	0.0099	0.0013	15.1%	0.0412
ATR	0.0123	0.0121	-0.0002	-1.4%	0.0000
Volume	72,996	97,069	24,073	33.0%	581,833

Daily Pivots for day following 06-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9238	0.9199	0.9015
R3	0.9139	0.9100	0.8988
R2	0.9040	0.9040	0.8979
R1	0.9001	0.9001	0.8970	0.9021
PP	0.8941	0.8941	0.8941	0.8951
S1	0.8902	0.8902	0.8952	0.8922
S2	0.8842	0.8842	0.8943
S3	0.8743	0.8803	0.8934
S4	0.8644	0.8704	0.8907

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	0.9048	0.8823	0.0225	2.5%	0.0106	1.2%	61%	False	False	110,635
10	0.9284	0.8823	0.0461	5.1%	0.0121	1.3%	30%	False	False	104,865
20	0.9284	0.8823	0.0461	5.1%	0.0122	1.4%	30%	False	False	104,754
40	0.9593	0.8823	0.0770	8.6%	0.0130	1.5%	18%	False	False	111,835
60	0.9919	0.8823	0.1096	12.2%	0.0130	1.4%	13%	False	False	76,905
80	1.0399	0.8823	0.1576	17.6%	0.0119	1.3%	9%	False	False	57,762
100	1.0454	0.8823	0.1631	18.2%	0.0104	1.2%	8%	False	False	46,219
120	1.0454	0.8823	0.1631	18.2%	0.0091	1.0%	8%	False	False	38,516

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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9402
2.618	0.9240
1.618	0.9141
1.000	0.9080
0.618	0.9042
HIGH	0.8981
0.618	0.8943
0.500	0.8932
0.382	0.8920
LOW	0.8882
0.618	0.8821
1.000	0.8783
1.618	0.8722
2.618	0.8623
4.250	0.8461

Fisher Pivots for day following 06-Aug-2013
Pivot	1 day	3 day
R1	0.8951	0.8941
PP	0.8941	0.8922
S1	0.8932	0.8902

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

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