CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 13-Aug-2013

Day Change Summary
	Previous	Current
	12-Aug-2013	13-Aug-2013	Change	Change %	Previous Week
Open	0.9116	0.9054	-0.0062	-0.7%	0.8834
High	0.9145	0.9075	-0.0070	-0.8%	0.9140
Low	0.9064	0.9006	-0.0058	-0.6%	0.8769
Close	0.9082	0.9030	-0.0052	-0.6%	0.9140
Range	0.0081	0.0069	-0.0012	-14.8%	0.0371
ATR	0.0109	0.0107	-0.0002	-2.2%	0.0000
Volume	968	414	-554	-57.2%	2,679

Daily Pivots for day following 13-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9244	0.9206	0.9068
R3	0.9175	0.9137	0.9049
R2	0.9106	0.9106	0.9043
R1	0.9068	0.9068	0.9036	0.9053
PP	0.9037	0.9037	0.9037	0.9029
S1	0.8999	0.8999	0.9024	0.8984
S2	0.8968	0.8968	0.9017
S3	0.8899	0.8930	0.9011
S4	0.8830	0.8861	0.8992

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0129	1.0006	0.9344
R3	0.9758	0.9635	0.9242
R2	0.9387	0.9387	0.9208
R1	0.9264	0.9264	0.9174	0.9326
PP	0.9016	0.9016	0.9016	0.9047
S1	0.8893	0.8893	0.9106	0.8955
S2	0.8645	0.8645	0.9072
S3	0.8274	0.8522	0.9038
S4	0.7903	0.8151	0.8936

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9145	0.8850	0.0295	3.3%	0.0105	1.2%	61%	False	False	642
10	0.9145	0.8769	0.0376	4.2%	0.0100	1.1%	69%	False	False	864
20	0.9210	0.8769	0.0441	4.9%	0.0101	1.1%	59%	False	False	524
40	0.9424	0.8769	0.0655	7.3%	0.0110	1.2%	40%	False	False	339
60	0.9679	0.8769	0.0910	10.1%	0.0104	1.1%	29%	False	False	230
80	1.0197	0.8769	0.1428	15.8%	0.0086	1.0%	18%	False	False	174
100	1.0359	0.8769	0.1590	17.6%	0.0069	0.8%	16%	False	False	139
120	1.0359	0.8769	0.1590	17.6%	0.0058	0.6%	16%	False	False	117

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9368
2.618	0.9256
1.618	0.9187
1.000	0.9144
0.618	0.9118
HIGH	0.9075
0.618	0.9049
0.500	0.9041
0.382	0.9032
LOW	0.9006
0.618	0.8963
1.000	0.8937
1.618	0.8894
2.618	0.8825
4.250	0.8713

Fisher Pivots for day following 13-Aug-2013
Pivot	1 day	3 day
R1	0.9041	0.9076
PP	0.9037	0.9060
S1	0.9034	0.9045

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

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