CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 25-Jul-2013

Day Change Summary
	Previous	Current
	24-Jul-2013	25-Jul-2013	Change	Change %	Previous Week
Open	0.9194	0.9059	-0.0135	-1.5%	0.8992
High	0.9210	0.9181	-0.0029	-0.3%	0.9195
Low	0.9042	0.9046	0.0004	0.0%	0.8944
Close	0.9067	0.9127	0.0060	0.7%	0.9102
Range	0.0168	0.0135	-0.0033	-19.6%	0.0251
ATR	0.0111	0.0113	0.0002	1.5%	0.0000
Volume	95	421	326	343.2%	896

Daily Pivots for day following 25-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9523	0.9460	0.9201
R3	0.9388	0.9325	0.9164
R2	0.9253	0.9253	0.9152
R1	0.9190	0.9190	0.9139	0.9222
PP	0.9118	0.9118	0.9118	0.9134
S1	0.9055	0.9055	0.9115	0.9087
S2	0.8983	0.8983	0.9102
S3	0.8848	0.8920	0.9090
S4	0.8713	0.8785	0.9053

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	0.9210	0.9042	0.0168	1.8%	0.0106	1.2%	51%	False	False	181
10	0.9210	0.8910	0.0300	3.3%	0.0112	1.2%	72%	False	False	186
20	0.9222	0.8910	0.0312	3.4%	0.0113	1.2%	70%	False	False	171
40	0.9626	0.8910	0.0716	7.8%	0.0110	1.2%	30%	False	False	113
60	1.0192	0.8910	0.1282	14.0%	0.0090	1.0%	17%	False	False	78
80	1.0359	0.8910	0.1449	15.9%	0.0070	0.8%	15%	False	False	59
100	1.0359	0.8910	0.1449	15.9%	0.0057	0.6%	15%	False	False	47
120	1.0359	0.8910	0.1449	15.9%	0.0047	0.5%	15%	False	False	41

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9755
2.618	0.9534
1.618	0.9399
1.000	0.9316
0.618	0.9264
HIGH	0.9181
0.618	0.9129
0.500	0.9114
0.382	0.9098
LOW	0.9046
0.618	0.8963
1.000	0.8911
1.618	0.8828
2.618	0.8693
4.250	0.8472

Fisher Pivots for day following 25-Jul-2013
Pivot	1 day	3 day
R1	0.9123	0.9127
PP	0.9118	0.9126
S1	0.9114	0.9126

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

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