CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 07-Aug-2013

Day Change Summary
	Previous	Current
	06-Aug-2013	07-Aug-2013	Change	Change %	Previous Week
Open	0.8908	0.8958	0.0050	0.6%	0.9227
High	0.8981	0.9002	0.0021	0.2%	0.9256
Low	0.8882	0.8895	0.0013	0.1%	0.8844
Close	0.8961	0.8966	0.0005	0.1%	0.8884
Range	0.0099	0.0107	0.0008	8.1%	0.0412
ATR	0.0121	0.0120	-0.0001	-0.8%	0.0000
Volume	97,069	78,173	-18,896	-19.5%	581,833

Daily Pivots for day following 07-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9275	0.9228	0.9025
R3	0.9168	0.9121	0.8995
R2	0.9061	0.9061	0.8986
R1	0.9014	0.9014	0.8976	0.9038
PP	0.8954	0.8954	0.8954	0.8966
S1	0.8907	0.8907	0.8956	0.8931
S2	0.8847	0.8847	0.8946
S3	0.8740	0.8800	0.8937
S4	0.8633	0.8693	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	0.9002	0.8823	0.0179	2.0%	0.0098	1.1%	80%	True	False	94,416
10	0.9264	0.8823	0.0441	4.9%	0.0112	1.3%	32%	False	False	100,300
20	0.9284	0.8823	0.0461	5.1%	0.0121	1.3%	31%	False	False	101,625
40	0.9593	0.8823	0.0770	8.6%	0.0129	1.4%	19%	False	False	112,250
60	0.9913	0.8823	0.1090	12.2%	0.0131	1.5%	13%	False	False	78,181
80	1.0283	0.8823	0.1460	16.3%	0.0118	1.3%	10%	False	False	58,737
100	1.0454	0.8823	0.1631	18.2%	0.0105	1.2%	9%	False	False	47,001
120	1.0454	0.8823	0.1631	18.2%	0.0091	1.0%	9%	False	False	39,168

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9457
2.618	0.9282
1.618	0.9175
1.000	0.9109
0.618	0.9068
HIGH	0.9002
0.618	0.8961
0.500	0.8949
0.382	0.8936
LOW	0.8895
0.618	0.8829
1.000	0.8788
1.618	0.8722
2.618	0.8615
4.250	0.8440

Fisher Pivots for day following 07-Aug-2013
Pivot	1 day	3 day
R1	0.8960	0.8948
PP	0.8954	0.8930
S1	0.8949	0.8913

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

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