CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 13-Sep-2013

Day Change Summary
	Previous	Current
	12-Sep-2013	13-Sep-2013	Change	Change %	Previous Week
Open	0.9323	0.9264	-0.0059	-0.6%	0.9196
High	0.9353	0.9270	-0.0083	-0.9%	0.9353
Low	0.9224	0.9224	0.0000	0.0%	0.9163
Close	0.9266	0.9250	-0.0016	-0.2%	0.9250
Range	0.0129	0.0046	-0.0083	-64.3%	0.0190
ATR	0.0104	0.0100	-0.0004	-4.0%	0.0000
Volume	88,286	21,140	-67,146	-76.1%	390,334

Daily Pivots for day following 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9386	0.9364	0.9275
R3	0.9340	0.9318	0.9263
R2	0.9294	0.9294	0.9258
R1	0.9272	0.9272	0.9254	0.9260
PP	0.9248	0.9248	0.9248	0.9242
S1	0.9226	0.9226	0.9246	0.9214
S2	0.9202	0.9202	0.9242
S3	0.9156	0.9180	0.9237
S4	0.9110	0.9134	0.9225

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9825	0.9728	0.9355
R3	0.9635	0.9538	0.9302
R2	0.9445	0.9445	0.9285
R1	0.9348	0.9348	0.9267	0.9397
PP	0.9255	0.9255	0.9255	0.9280
S1	0.9158	0.9158	0.9233	0.9207
S2	0.9065	0.9065	0.9215
S3	0.8875	0.8968	0.9198
S4	0.8685	0.8778	0.9146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9353	0.9163	0.0190	2.1%	0.0083	0.9%	46%	False	False	78,066
10	0.9353	0.8883	0.0470	5.1%	0.0098	1.1%	78%	False	False	94,350
20	0.9353	0.8881	0.0472	5.1%	0.0098	1.1%	78%	False	False	94,054
40	0.9353	0.8823	0.0530	5.7%	0.0105	1.1%	81%	False	False	95,307
60	0.9353	0.8823	0.0530	5.7%	0.0113	1.2%	81%	False	False	104,346
80	0.9746	0.8823	0.0923	10.0%	0.0123	1.3%	46%	False	False	89,134
100	1.0283	0.8823	0.1460	15.8%	0.0116	1.3%	29%	False	False	71,455
120	1.0454	0.8823	0.1631	17.6%	0.0108	1.2%	26%	False	False	59,566

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0023
Narrowest range in 114 trading days

Fibonacci Retracements and Extensions
4.250	0.9466
2.618	0.9390
1.618	0.9344
1.000	0.9316
0.618	0.9298
HIGH	0.9270
0.618	0.9252
0.500	0.9247
0.382	0.9242
LOW	0.9224
0.618	0.9196
1.000	0.9178
1.618	0.9150
2.618	0.9104
4.250	0.9029

Fisher Pivots for day following 13-Sep-2013
Pivot	1 day	3 day
R1	0.9249	0.9289
PP	0.9248	0.9276
S1	0.9247	0.9263

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

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