CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 26-Jul-2013

Day Change Summary
	Previous	Current
	25-Jul-2013	26-Jul-2013	Change	Change %	Previous Week
Open	0.9059	0.9155	0.0096	1.1%	0.9093
High	0.9181	0.9202	0.0021	0.2%	0.9210
Low	0.9046	0.9145	0.0099	1.1%	0.9042
Close	0.9127	0.9173	0.0046	0.5%	0.9173
Range	0.0135	0.0057	-0.0078	-57.8%	0.0168
ATR	0.0113	0.0110	-0.0003	-2.4%	0.0000
Volume	421	306	-115	-27.3%	1,069

Daily Pivots for day following 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9344	0.9316	0.9204
R3	0.9287	0.9259	0.9189
R2	0.9230	0.9230	0.9183
R1	0.9202	0.9202	0.9178	0.9216
PP	0.9173	0.9173	0.9173	0.9181
S1	0.9145	0.9145	0.9168	0.9159
S2	0.9116	0.9116	0.9163
S3	0.9059	0.9088	0.9157
S4	0.9002	0.9031	0.9142

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9646	0.9577	0.9265
R3	0.9478	0.9409	0.9219
R2	0.9310	0.9310	0.9204
R1	0.9241	0.9241	0.9188	0.9276
PP	0.9142	0.9142	0.9142	0.9159
S1	0.9073	0.9073	0.9158	0.9108
S2	0.8974	0.8974	0.9142
S3	0.8806	0.8905	0.9127
S4	0.8638	0.8737	0.9081

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%	0.0102	1.1%	78%	False	False	213
10	0.9210	0.8944	0.0266	2.9%	0.0099	1.1%	86%	False	False	196
20	0.9210	0.8910	0.0300	3.3%	0.0113	1.2%	88%	False	False	178
40	0.9626	0.8910	0.0716	7.8%	0.0111	1.2%	37%	False	False	121
60	1.0192	0.8910	0.1282	14.0%	0.0091	1.0%	21%	False	False	84
80	1.0359	0.8910	0.1449	15.8%	0.0071	0.8%	18%	False	False	63
100	1.0359	0.8910	0.1449	15.8%	0.0057	0.6%	18%	False	False	50
120	1.0359	0.8910	0.1449	15.8%	0.0048	0.5%	18%	False	False	43

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	0.9444
2.618	0.9351
1.618	0.9294
1.000	0.9259
0.618	0.9237
HIGH	0.9202
0.618	0.9180
0.500	0.9174
0.382	0.9167
LOW	0.9145
0.618	0.9110
1.000	0.9088
1.618	0.9053
2.618	0.8996
4.250	0.8903

Fisher Pivots for day following 26-Jul-2013
Pivot	1 day	3 day
R1	0.9174	0.9157
PP	0.9173	0.9142
S1	0.9173	0.9126

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

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