CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 20-Aug-2013

Day Change Summary
	Previous	Current
	19-Aug-2013	20-Aug-2013	Change	Change %	Previous Week
Open	0.9173	0.9102	-0.0071	-0.8%	0.9161
High	0.9217	0.9117	-0.0100	-1.1%	0.9200
Low	0.9085	0.9011	-0.0074	-0.8%	0.9039
Close	0.9109	0.9077	-0.0032	-0.4%	0.9182
Range	0.0132	0.0106	-0.0026	-19.7%	0.0161
ATR	0.0116	0.0116	-0.0001	-0.6%	0.0000
Volume	80,625	93,706	13,081	16.2%	438,939

Daily Pivots for day following 20-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9386	0.9338	0.9135
R3	0.9280	0.9232	0.9106
R2	0.9174	0.9174	0.9096
R1	0.9126	0.9126	0.9087	0.9097
PP	0.9068	0.9068	0.9068	0.9054
S1	0.9020	0.9020	0.9067	0.8991
S2	0.8962	0.8962	0.9058
S3	0.8856	0.8914	0.9048
S4	0.8750	0.8808	0.9019

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9623	0.9564	0.9271
R3	0.9462	0.9403	0.9226
R2	0.9301	0.9301	0.9212
R1	0.9242	0.9242	0.9197	0.9272
PP	0.9140	0.9140	0.9140	0.9155
S1	0.9081	0.9081	0.9167	0.9111
S2	0.8979	0.8979	0.9152
S3	0.8818	0.8920	0.9138
S4	0.8657	0.8759	0.9093

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9217	0.9011	0.0206	2.3%	0.0109	1.2%	32%	False	True	90,354
10	0.9217	0.8895	0.0322	3.5%	0.0112	1.2%	57%	False	False	90,656
20	0.9284	0.8823	0.0461	5.1%	0.0116	1.3%	55%	False	False	97,761
40	0.9289	0.8823	0.0466	5.1%	0.0120	1.3%	55%	False	False	104,663
60	0.9719	0.8823	0.0896	9.9%	0.0130	1.4%	28%	False	False	91,746
80	1.0283	0.8823	0.1460	16.1%	0.0123	1.4%	17%	False	False	69,066
100	1.0454	0.8823	0.1631	18.0%	0.0112	1.2%	16%	False	False	55,282
120	1.0454	0.8823	0.1631	18.0%	0.0098	1.1%	16%	False	False	46,071

Crabel Price Patterns
NR	True
NR4	False
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	0.0030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9568
2.618	0.9395
1.618	0.9289
1.000	0.9223
0.618	0.9183
HIGH	0.9117
0.618	0.9077
0.500	0.9064
0.382	0.9051
LOW	0.9011
0.618	0.8945
1.000	0.8905
1.618	0.8839
2.618	0.8733
4.250	0.8561

Fisher Pivots for day following 20-Aug-2013
Pivot	1 day	3 day
R1	0.9073	0.9114
PP	0.9068	0.9102
S1	0.9064	0.9089

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

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