CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 29-Aug-2013

Day Change Summary
	Previous	Current
	28-Aug-2013	29-Aug-2013	Change	Change %	Previous Week
Open	0.8971	0.8933	-0.0038	-0.4%	0.9173
High	0.8975	0.8970	-0.0005	-0.1%	0.9217
Low	0.8881	0.8907	0.0026	0.3%	0.8918
Close	0.8932	0.8924	-0.0008	-0.1%	0.9019
Range	0.0094	0.0063	-0.0031	-33.0%	0.0299
ATR	0.0108	0.0105	-0.0003	-3.0%	0.0000
Volume	89,108	84,016	-5,092	-5.7%	504,753

Daily Pivots for day following 29-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9123	0.9086	0.8959
R3	0.9060	0.9023	0.8941
R2	0.8997	0.8997	0.8936
R1	0.8960	0.8960	0.8930	0.8947
PP	0.8934	0.8934	0.8934	0.8927
S1	0.8897	0.8897	0.8918	0.8884
S2	0.8871	0.8871	0.8912
S3	0.8808	0.8834	0.8907
S4	0.8745	0.8771	0.8889

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	0.9059	0.8881	0.0178	2.0%	0.0080	0.9%	24%	False	False	87,343
10	0.9217	0.8881	0.0336	3.8%	0.0097	1.1%	13%	False	False	93,757
20	0.9217	0.8823	0.0394	4.4%	0.0102	1.1%	26%	False	False	93,205
40	0.9284	0.8823	0.0461	5.2%	0.0114	1.3%	22%	False	False	100,929
60	0.9609	0.8823	0.0786	8.8%	0.0124	1.4%	13%	False	False	102,094
80	1.0184	0.8823	0.1361	15.3%	0.0124	1.4%	7%	False	False	77,501
100	1.0454	0.8823	0.1631	18.3%	0.0115	1.3%	6%	False	False	62,037
120	1.0454	0.8823	0.1631	18.3%	0.0102	1.1%	6%	False	False	51,704

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 76 trading days

Fibonacci Retracements and Extensions
4.250	0.9238
2.618	0.9135
1.618	0.9072
1.000	0.9033
0.618	0.9009
HIGH	0.8970
0.618	0.8946
0.500	0.8939
0.382	0.8931
LOW	0.8907
0.618	0.8868
1.000	0.8844
1.618	0.8805
2.618	0.8742
4.250	0.8639

Fisher Pivots for day following 29-Aug-2013
Pivot	1 day	3 day
R1	0.8939	0.8950
PP	0.8934	0.8941
S1	0.8929	0.8933

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

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