CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 23-Jul-2013

Day Change Summary
	Previous	Current
	22-Jul-2013	23-Jul-2013	Change	Change %	Previous Week
Open	0.9093	0.9179	0.0086	0.9%	0.8992
High	0.9174	0.9205	0.0031	0.3%	0.9195
Low	0.9090	0.9137	0.0047	0.5%	0.8944
Close	0.9152	0.9205	0.0053	0.6%	0.9102
Range	0.0084	0.0068	-0.0016	-19.0%	0.0251
ATR	0.0110	0.0107	-0.0003	-2.7%	0.0000
Volume	123	124	1	0.8%	896

Daily Pivots for day following 23-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9386	0.9364	0.9242
R3	0.9318	0.9296	0.9224
R2	0.9250	0.9250	0.9217
R1	0.9228	0.9228	0.9211	0.9239
PP	0.9182	0.9182	0.9182	0.9188
S1	0.9160	0.9160	0.9199	0.9171
S2	0.9114	0.9114	0.9193
S3	0.9046	0.9092	0.9186
S4	0.8978	0.9024	0.9168

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	0.9205	0.9050	0.0155	1.7%	0.0081	0.9%	100%	True	False	157
10	0.9205	0.8910	0.0295	3.2%	0.0110	1.2%	100%	True	False	166
20	0.9233	0.8910	0.0323	3.5%	0.0106	1.2%	91%	False	False	158
40	0.9626	0.8910	0.0716	7.8%	0.0106	1.1%	41%	False	False	100
60	1.0197	0.8910	0.1287	14.0%	0.0086	0.9%	23%	False	False	70
80	1.0359	0.8910	0.1449	15.7%	0.0066	0.7%	20%	False	False	53
100	1.0359	0.8910	0.1449	15.7%	0.0053	0.6%	20%	False	False	42
120	1.0359	0.8910	0.1449	15.7%	0.0045	0.5%	20%	False	False	36

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	0.0028
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.9494
2.618	0.9383
1.618	0.9315
1.000	0.9273
0.618	0.9247
HIGH	0.9205
0.618	0.9179
0.500	0.9171
0.382	0.9163
LOW	0.9137
0.618	0.9095
1.000	0.9069
1.618	0.9027
2.618	0.8959
4.250	0.8848

Fisher Pivots for day following 23-Jul-2013
Pivot	1 day	3 day
R1	0.9194	0.9182
PP	0.9182	0.9159
S1	0.9171	0.9136

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

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