CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 29-Jul-2013

Day Change Summary
	Previous	Current
	26-Jul-2013	29-Jul-2013	Change	Change %	Previous Week
Open	0.9155	0.9200	0.0045	0.5%	0.9093
High	0.9202	0.9202	0.0000	0.0%	0.9210
Low	0.9145	0.9103	-0.0042	-0.5%	0.9042
Close	0.9173	0.9117	-0.0056	-0.6%	0.9173
Range	0.0057	0.0099	0.0042	73.7%	0.0168
ATR	0.0110	0.0109	-0.0001	-0.7%	0.0000
Volume	306	118	-188	-61.4%	1,069

Daily Pivots for day following 29-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9438	0.9376	0.9171
R3	0.9339	0.9277	0.9144
R2	0.9240	0.9240	0.9135
R1	0.9178	0.9178	0.9126	0.9160
PP	0.9141	0.9141	0.9141	0.9131
S1	0.9079	0.9079	0.9108	0.9061
S2	0.9042	0.9042	0.9099
S3	0.8943	0.8980	0.9090
S4	0.8844	0.8881	0.9063

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%	0.0105	1.2%	45%	False	False	212
10	0.9210	0.9002	0.0208	2.3%	0.0101	1.1%	55%	False	False	183
20	0.9210	0.8910	0.0300	3.3%	0.0110	1.2%	69%	False	False	182
40	0.9626	0.8910	0.0716	7.9%	0.0111	1.2%	29%	False	False	123
60	1.0192	0.8910	0.1282	14.1%	0.0092	1.0%	16%	False	False	85
80	1.0359	0.8910	0.1449	15.9%	0.0072	0.8%	14%	False	False	64
100	1.0359	0.8910	0.1449	15.9%	0.0058	0.6%	14%	False	False	52
120	1.0359	0.8910	0.1449	15.9%	0.0048	0.5%	14%	False	False	44

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9623
2.618	0.9461
1.618	0.9362
1.000	0.9301
0.618	0.9263
HIGH	0.9202
0.618	0.9164
0.500	0.9153
0.382	0.9141
LOW	0.9103
0.618	0.9042
1.000	0.9004
1.618	0.8943
2.618	0.8844
4.250	0.8682

Fisher Pivots for day following 29-Jul-2013
Pivot	1 day	3 day
R1	0.9153	0.9124
PP	0.9141	0.9122
S1	0.9129	0.9119

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

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