CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 15-Aug-2013

Day Change Summary
	Previous	Current
	14-Aug-2013	15-Aug-2013	Change	Change %	Previous Week
Open	0.9028	0.9067	0.0039	0.4%	0.8834
High	0.9086	0.9119	0.0033	0.4%	0.9140
Low	0.9011	0.8989	-0.0022	-0.2%	0.8769
Close	0.9070	0.9069	-0.0001	0.0%	0.9140
Range	0.0075	0.0130	0.0055	73.3%	0.0371
ATR	0.0105	0.0106	0.0002	1.7%	0.0000
Volume	331	989	658	198.8%	2,679

Daily Pivots for day following 15-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9449	0.9389	0.9141
R3	0.9319	0.9259	0.9105
R2	0.9189	0.9189	0.9093
R1	0.9129	0.9129	0.9081	0.9159
PP	0.9059	0.9059	0.9059	0.9074
S1	0.8999	0.8999	0.9057	0.9029
S2	0.8929	0.8929	0.9045
S3	0.8799	0.8869	0.9033
S4	0.8669	0.8739	0.8998

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	0.8989	0.0156	1.7%	0.0094	1.0%	51%	False	True	659
10	0.9145	0.8769	0.0376	4.1%	0.0100	1.1%	80%	False	False	629
20	0.9210	0.8769	0.0441	4.9%	0.0103	1.1%	68%	False	False	570
40	0.9233	0.8769	0.0464	5.1%	0.0108	1.2%	65%	False	False	368
60	0.9663	0.8769	0.0894	9.9%	0.0106	1.2%	34%	False	False	251
80	1.0197	0.8769	0.1428	15.7%	0.0088	1.0%	21%	False	False	190
100	1.0359	0.8769	0.1590	17.5%	0.0071	0.8%	19%	False	False	152
120	1.0359	0.8769	0.1590	17.5%	0.0060	0.7%	19%	False	False	127

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9672
2.618	0.9459
1.618	0.9329
1.000	0.9249
0.618	0.9199
HIGH	0.9119
0.618	0.9069
0.500	0.9054
0.382	0.9039
LOW	0.8989
0.618	0.8909
1.000	0.8859
1.618	0.8779
2.618	0.8649
4.250	0.8437

Fisher Pivots for day following 15-Aug-2013
Pivot	1 day	3 day
R1	0.9064	0.9064
PP	0.9059	0.9059
S1	0.9054	0.9054

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

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