CME Australian Dollar Future December 2013

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

Day Change Summary
	Previous	Current
	19-Jul-2013	22-Jul-2013	Change	Change %	Previous Week
Open	0.9087	0.9093	0.0006	0.1%	0.8992
High	0.9140	0.9174	0.0034	0.4%	0.9195
Low	0.9066	0.9090	0.0024	0.3%	0.8944
Close	0.9102	0.9152	0.0050	0.5%	0.9102
Range	0.0074	0.0084	0.0010	13.5%	0.0251
ATR	0.0112	0.0110	-0.0002	-1.8%	0.0000
Volume	146	123	-23	-15.8%	896

Daily Pivots for day following 22-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9391	0.9355	0.9198
R3	0.9307	0.9271	0.9175
R2	0.9223	0.9223	0.9167
R1	0.9187	0.9187	0.9160	0.9205
PP	0.9139	0.9139	0.9139	0.9148
S1	0.9103	0.9103	0.9144	0.9121
S2	0.9055	0.9055	0.9137
S3	0.8971	0.9019	0.9129
S4	0.8887	0.8935	0.9106

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9833	0.9719	0.9240
R3	0.9582	0.9468	0.9171
R2	0.9331	0.9331	0.9148
R1	0.9217	0.9217	0.9125	0.9274
PP	0.9080	0.9080	0.9080	0.9109
S1	0.8966	0.8966	0.9079	0.9023
S2	0.8829	0.8829	0.9056
S3	0.8578	0.8715	0.9033
S4	0.8327	0.8464	0.8964

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9195	0.9002	0.0193	2.1%	0.0097	1.1%	78%	False	False	154
10	0.9204	0.8910	0.0294	3.2%	0.0114	1.2%	82%	False	False	163
20	0.9233	0.8910	0.0323	3.5%	0.0110	1.2%	75%	False	False	159
40	0.9626	0.8910	0.0716	7.8%	0.0105	1.1%	34%	False	False	98
60	1.0197	0.8910	0.1287	14.1%	0.0085	0.9%	19%	False	False	68
80	1.0359	0.8910	0.1449	15.8%	0.0066	0.7%	17%	False	False	51
100	1.0359	0.8910	0.1449	15.8%	0.0053	0.6%	17%	False	False	41
120	1.0359	0.8910	0.1449	15.8%	0.0044	0.5%	17%	False	False	36

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9531
2.618	0.9394
1.618	0.9310
1.000	0.9258
0.618	0.9226
HIGH	0.9174
0.618	0.9142
0.500	0.9132
0.382	0.9122
LOW	0.9090
0.618	0.9038
1.000	0.9006
1.618	0.8954
2.618	0.8870
4.250	0.8733

Fisher Pivots for day following 22-Jul-2013
Pivot	1 day	3 day
R1	0.9145	0.9139
PP	0.9139	0.9125
S1	0.9132	0.9112

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

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