CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 02-Aug-2013

Day Change Summary
	Previous	Current
	01-Aug-2013	02-Aug-2013	Change	Change %	Previous Week
Open	0.8891	0.8861	-0.0030	-0.3%	0.9200
High	0.8912	0.8895	-0.0017	-0.2%	0.9202
Low	0.8831	0.8795	-0.0036	-0.4%	0.8795
Close	0.8859	0.8833	-0.0026	-0.3%	0.8833
Range	0.0081	0.0100	0.0019	23.5%	0.0407
ATR	0.0112	0.0111	-0.0001	-0.8%	0.0000
Volume	1,455	916	-539	-37.0%	4,814

Daily Pivots for day following 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9141	0.9087	0.8888
R3	0.9041	0.8987	0.8861
R2	0.8941	0.8941	0.8851
R1	0.8887	0.8887	0.8842	0.8864
PP	0.8841	0.8841	0.8841	0.8830
S1	0.8787	0.8787	0.8824	0.8764
S2	0.8741	0.8741	0.8815
S3	0.8641	0.8687	0.8806
S4	0.8541	0.8587	0.8778

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0164	0.9906	0.9057
R3	0.9757	0.9499	0.8945
R2	0.9350	0.9350	0.8908
R1	0.9092	0.9092	0.8870	0.9018
PP	0.8943	0.8943	0.8943	0.8906
S1	0.8685	0.8685	0.8796	0.8611
S2	0.8536	0.8536	0.8758
S3	0.8129	0.8278	0.8721
S4	0.7722	0.7871	0.8609

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9202	0.8795	0.0407	4.6%	0.0112	1.3%	9%	False	True	962
10	0.9210	0.8795	0.0415	4.7%	0.0107	1.2%	9%	False	True	588
20	0.9210	0.8795	0.0415	4.7%	0.0111	1.3%	9%	False	True	381
40	0.9502	0.8795	0.0707	8.0%	0.0110	1.2%	5%	False	True	240
60	1.0000	0.8795	0.1205	13.6%	0.0098	1.1%	3%	False	True	162
80	1.0359	0.8795	0.1564	17.7%	0.0077	0.9%	2%	False	True	123
100	1.0359	0.8795	0.1564	17.7%	0.0062	0.7%	2%	False	True	98
120	1.0359	0.8795	0.1564	17.7%	0.0052	0.6%	2%	False	True	83

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9320
2.618	0.9157
1.618	0.9057
1.000	0.8995
0.618	0.8957
HIGH	0.8895
0.618	0.8857
0.500	0.8845
0.382	0.8833
LOW	0.8795
0.618	0.8733
1.000	0.8695
1.618	0.8633
2.618	0.8533
4.250	0.8370

Fisher Pivots for day following 02-Aug-2013
Pivot	1 day	3 day
R1	0.8845	0.8888
PP	0.8841	0.8870
S1	0.8837	0.8851

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

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