CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 31-Jul-2013

Day Change Summary
	Previous	Current
	30-Jul-2013	31-Jul-2013	Change	Change %	Previous Week
Open	0.9120	0.8981	-0.0139	-1.5%	0.9093
High	0.9120	0.8981	-0.0139	-1.5%	0.9210
Low	0.8964	0.8855	-0.0109	-1.2%	0.9042
Close	0.8981	0.8926	-0.0055	-0.6%	0.9173
Range	0.0156	0.0126	-0.0030	-19.2%	0.0168
ATR	0.0113	0.0114	0.0001	0.8%	0.0000
Volume	111	2,214	2,103	1,894.6%	1,069

Daily Pivots for day following 31-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9299	0.9238	0.8995
R3	0.9173	0.9112	0.8961
R2	0.9047	0.9047	0.8949
R1	0.8986	0.8986	0.8938	0.8954
PP	0.8921	0.8921	0.8921	0.8904
S1	0.8860	0.8860	0.8914	0.8828
S2	0.8795	0.8795	0.8903
S3	0.8669	0.8734	0.8891
S4	0.8543	0.8608	0.8857

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	0.9202	0.8855	0.0347	3.9%	0.0115	1.3%	20%	False	True	634
10	0.9210	0.8855	0.0355	4.0%	0.0105	1.2%	20%	False	True	381
20	0.9210	0.8855	0.0355	4.0%	0.0113	1.3%	20%	False	True	285
40	0.9551	0.8855	0.0696	7.8%	0.0113	1.3%	10%	False	True	181
60	1.0090	0.8855	0.1235	13.8%	0.0096	1.1%	6%	False	True	124
80	1.0359	0.8855	0.1504	16.8%	0.0076	0.8%	5%	False	True	93
100	1.0359	0.8855	0.1504	16.8%	0.0061	0.7%	5%	False	True	75
120	1.0359	0.8855	0.1504	16.8%	0.0051	0.6%	5%	False	True	63

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9517
2.618	0.9311
1.618	0.9185
1.000	0.9107
0.618	0.9059
HIGH	0.8981
0.618	0.8933
0.500	0.8918
0.382	0.8903
LOW	0.8855
0.618	0.8777
1.000	0.8729
1.618	0.8651
2.618	0.8525
4.250	0.8320

Fisher Pivots for day following 31-Jul-2013
Pivot	1 day	3 day
R1	0.8923	0.9029
PP	0.8921	0.8994
S1	0.8918	0.8960

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

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