CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 17-Jul-2013

Day Change Summary
	Previous	Current
	16-Jul-2013	17-Jul-2013	Change	Change %	Previous Week
Open	0.9002	0.9127	0.0125	1.4%	0.8947
High	0.9148	0.9195	0.0047	0.5%	0.9204
Low	0.9002	0.9100	0.0098	1.1%	0.8910
Close	0.9147	0.9131	-0.0016	-0.2%	0.8961
Range	0.0146	0.0095	-0.0051	-34.9%	0.0294
ATR	0.0119	0.0117	-0.0002	-1.4%	0.0000
Volume	112	240	128	114.3%	858

Daily Pivots for day following 17-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9427	0.9374	0.9183
R3	0.9332	0.9279	0.9157
R2	0.9237	0.9237	0.9148
R1	0.9184	0.9184	0.9140	0.9211
PP	0.9142	0.9142	0.9142	0.9155
S1	0.9089	0.9089	0.9122	0.9116
S2	0.9047	0.9047	0.9114
S3	0.8952	0.8994	0.9105
S4	0.8857	0.8899	0.9079

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9907	0.9728	0.9123
R3	0.9613	0.9434	0.9042
R2	0.9319	0.9319	0.9015
R1	0.9140	0.9140	0.8988	0.9230
PP	0.9025	0.9025	0.9025	0.9070
S1	0.8846	0.8846	0.8934	0.8936
S2	0.8731	0.8731	0.8907
S3	0.8437	0.8552	0.8880
S4	0.8143	0.8258	0.8799

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9204	0.8910	0.0294	3.2%	0.0135	1.5%	75%	False	False	191
10	0.9204	0.8910	0.0294	3.2%	0.0122	1.3%	75%	False	False	190
20	0.9424	0.8910	0.0514	5.6%	0.0121	1.3%	43%	False	False	167
40	0.9673	0.8910	0.0763	8.4%	0.0106	1.2%	29%	False	False	88
60	1.0197	0.8910	0.1287	14.1%	0.0082	0.9%	17%	False	False	61
80	1.0359	0.8910	0.1449	15.9%	0.0063	0.7%	15%	False	False	46
100	1.0359	0.8910	0.1449	15.9%	0.0050	0.6%	15%	False	False	37

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	0.0033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9599
2.618	0.9444
1.618	0.9349
1.000	0.9290
0.618	0.9254
HIGH	0.9195
0.618	0.9159
0.500	0.9148
0.382	0.9136
LOW	0.9100
0.618	0.9041
1.000	0.9005
1.618	0.8946
2.618	0.8851
4.250	0.8696

Fisher Pivots for day following 17-Jul-2013
Pivot	1 day	3 day
R1	0.9148	0.9111
PP	0.9142	0.9090
S1	0.9137	0.9070

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

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