CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 01-Aug-2013

Day Change Summary
	Previous	Current
	31-Jul-2013	01-Aug-2013	Change	Change %	Previous Week
Open	0.8981	0.8891	-0.0090	-1.0%	0.9093
High	0.8981	0.8912	-0.0069	-0.8%	0.9210
Low	0.8855	0.8831	-0.0024	-0.3%	0.9042
Close	0.8926	0.8859	-0.0067	-0.8%	0.9173
Range	0.0126	0.0081	-0.0045	-35.7%	0.0168
ATR	0.0114	0.0112	-0.0001	-1.2%	0.0000
Volume	2,214	1,455	-759	-34.3%	1,069

Daily Pivots for day following 01-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9110	0.9066	0.8904
R3	0.9029	0.8985	0.8881
R2	0.8948	0.8948	0.8874
R1	0.8904	0.8904	0.8866	0.8886
PP	0.8867	0.8867	0.8867	0.8858
S1	0.8823	0.8823	0.8852	0.8805
S2	0.8786	0.8786	0.8844
S3	0.8705	0.8742	0.8837
S4	0.8624	0.8661	0.8814

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	0.8831	0.0371	4.2%	0.0104	1.2%	8%	False	True	840
10	0.9210	0.8831	0.0379	4.3%	0.0105	1.2%	7%	False	True	511
20	0.9210	0.8831	0.0379	4.3%	0.0112	1.3%	7%	False	True	352
40	0.9551	0.8831	0.0720	8.1%	0.0113	1.3%	4%	False	True	218
60	1.0033	0.8831	0.1202	13.6%	0.0097	1.1%	2%	False	True	148
80	1.0359	0.8831	0.1528	17.2%	0.0076	0.9%	2%	False	True	112
100	1.0359	0.8831	0.1528	17.2%	0.0061	0.7%	2%	False	True	89
120	1.0359	0.8831	0.1528	17.2%	0.0051	0.6%	2%	False	True	75

Crabel Price Patterns
NR	True
NR4	True
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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9256
2.618	0.9124
1.618	0.9043
1.000	0.8993
0.618	0.8962
HIGH	0.8912
0.618	0.8881
0.500	0.8872
0.382	0.8862
LOW	0.8831
0.618	0.8781
1.000	0.8750
1.618	0.8700
2.618	0.8619
4.250	0.8487

Fisher Pivots for day following 01-Aug-2013
Pivot	1 day	3 day
R1	0.8872	0.8976
PP	0.8867	0.8937
S1	0.8863	0.8898

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

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