CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 27-Aug-2013

Day Change Summary
	Previous	Current
	26-Aug-2013	27-Aug-2013	Change	Change %	Previous Week
Open	0.9014	0.9018	0.0004	0.0%	0.9173
High	0.9059	0.9019	-0.0040	-0.4%	0.9217
Low	0.8991	0.8922	-0.0069	-0.8%	0.8918
Close	0.9018	0.8969	-0.0049	-0.5%	0.9019
Range	0.0068	0.0097	0.0029	42.6%	0.0299
ATR	0.0110	0.0109	-0.0001	-0.9%	0.0000
Volume	66,286	106,170	39,884	60.2%	504,753

Daily Pivots for day following 27-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9261	0.9212	0.9022
R3	0.9164	0.9115	0.8996
R2	0.9067	0.9067	0.8987
R1	0.9018	0.9018	0.8978	0.8994
PP	0.8970	0.8970	0.8970	0.8958
S1	0.8921	0.8921	0.8960	0.8897
S2	0.8873	0.8873	0.8951
S3	0.8776	0.8824	0.8942
S4	0.8679	0.8727	0.8916

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9948	0.9783	0.9183
R3	0.9649	0.9484	0.9101
R2	0.9350	0.9350	0.9074
R1	0.9185	0.9185	0.9046	0.9118
PP	0.9051	0.9051	0.9051	0.9018
S1	0.8886	0.8886	0.8992	0.8819
S2	0.8752	0.8752	0.8964
S3	0.8453	0.8587	0.8937
S4	0.8154	0.8288	0.8855

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9077	0.8918	0.0159	1.8%	0.0097	1.1%	32%	False	False	100,575
10	0.9217	0.8918	0.0299	3.3%	0.0103	1.1%	17%	False	False	95,464
20	0.9217	0.8823	0.0394	4.4%	0.0106	1.2%	37%	False	False	98,130
40	0.9284	0.8823	0.0461	5.1%	0.0117	1.3%	32%	False	False	102,102
60	0.9696	0.8823	0.0873	9.7%	0.0127	1.4%	17%	False	False	99,550
80	1.0207	0.8823	0.1384	15.4%	0.0124	1.4%	11%	False	False	75,344
100	1.0454	0.8823	0.1631	18.2%	0.0115	1.3%	9%	False	False	60,309
120	1.0454	0.8823	0.1631	18.2%	0.0102	1.1%	9%	False	False	50,261

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9431
2.618	0.9273
1.618	0.9176
1.000	0.9116
0.618	0.9079
HIGH	0.9019
0.618	0.8982
0.500	0.8971
0.382	0.8959
LOW	0.8922
0.618	0.8862
1.000	0.8825
1.618	0.8765
2.618	0.8668
4.250	0.8510

Fisher Pivots for day following 27-Aug-2013
Pivot	1 day	3 day
R1	0.8971	0.8991
PP	0.8970	0.8983
S1	0.8970	0.8976

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

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