CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 22-Aug-2013

Day Change Summary
	Previous	Current
	21-Aug-2013	22-Aug-2013	Change	Change %	Previous Week
Open	0.9054	0.8966	-0.0088	-1.0%	0.9161
High	0.9077	0.9031	-0.0046	-0.5%	0.9200
Low	0.8949	0.8918	-0.0031	-0.3%	0.9039
Close	0.9010	0.8986	-0.0024	-0.3%	0.9182
Range	0.0128	0.0113	-0.0015	-11.7%	0.0161
ATR	0.0116	0.0116	0.0000	-0.2%	0.0000
Volume	128,058	111,229	-16,829	-13.1%	438,939

Daily Pivots for day following 22-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9317	0.9265	0.9048
R3	0.9204	0.9152	0.9017
R2	0.9091	0.9091	0.9007
R1	0.9039	0.9039	0.8996	0.9065
PP	0.8978	0.8978	0.8978	0.8992
S1	0.8926	0.8926	0.8976	0.8952
S2	0.8865	0.8865	0.8965
S3	0.8752	0.8813	0.8955
S4	0.8639	0.8700	0.8924

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	0.8918	0.0299	3.3%	0.0114	1.3%	23%	False	True	100,172
10	0.9217	0.8918	0.0299	3.3%	0.0108	1.2%	23%	False	True	95,392
20	0.9264	0.8823	0.0441	4.9%	0.0111	1.2%	37%	False	False	98,683
40	0.9287	0.8823	0.0464	5.2%	0.0120	1.3%	35%	False	False	104,326
60	0.9719	0.8823	0.0896	10.0%	0.0130	1.4%	18%	False	False	95,649
80	1.0269	0.8823	0.1446	16.1%	0.0124	1.4%	11%	False	False	72,056
100	1.0454	0.8823	0.1631	18.2%	0.0114	1.3%	10%	False	False	57,675
120	1.0454	0.8823	0.1631	18.2%	0.0100	1.1%	10%	False	False	48,065

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	0.9511
2.618	0.9327
1.618	0.9214
1.000	0.9144
0.618	0.9101
HIGH	0.9031
0.618	0.8988
0.500	0.8975
0.382	0.8961
LOW	0.8918
0.618	0.8848
1.000	0.8805
1.618	0.8735
2.618	0.8622
4.250	0.8438

Fisher Pivots for day following 22-Aug-2013
Pivot	1 day	3 day
R1	0.8982	0.9018
PP	0.8978	0.9007
S1	0.8975	0.8997

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

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