CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 19-Aug-2013

Day Change Summary
	Previous	Current
	16-Aug-2013	19-Aug-2013	Change	Change %	Previous Week
Open	0.9064	0.9128	0.0064	0.7%	0.9116
High	0.9143	0.9159	0.0016	0.2%	0.9145
Low	0.9057	0.9042	-0.0015	-0.2%	0.8989
Close	0.9128	0.9056	-0.0072	-0.8%	0.9128
Range	0.0086	0.0117	0.0031	36.0%	0.0156
ATR	0.0105	0.0106	0.0001	0.8%	0.0000
Volume	440	450	10	2.3%	3,142

Daily Pivots for day following 19-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9437	0.9363	0.9120
R3	0.9320	0.9246	0.9088
R2	0.9203	0.9203	0.9077
R1	0.9129	0.9129	0.9067	0.9108
PP	0.9086	0.9086	0.9086	0.9075
S1	0.9012	0.9012	0.9045	0.8991
S2	0.8969	0.8969	0.9035
S3	0.8852	0.8895	0.9024
S4	0.8735	0.8778	0.8992

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9555	0.9498	0.9214
R3	0.9399	0.9342	0.9171
R2	0.9243	0.9243	0.9157
R1	0.9186	0.9186	0.9142	0.9215
PP	0.9087	0.9087	0.9087	0.9102
S1	0.9030	0.9030	0.9114	0.9059
S2	0.8931	0.8931	0.9099
S3	0.8775	0.8874	0.9085
S4	0.8619	0.8718	0.9042

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9159	0.8989	0.0170	1.9%	0.0095	1.1%	39%	True	False	524
10	0.9159	0.8837	0.0322	3.6%	0.0102	1.1%	68%	True	False	585
20	0.9210	0.8769	0.0441	4.9%	0.0105	1.2%	65%	False	False	601
40	0.9233	0.8769	0.0464	5.1%	0.0107	1.2%	62%	False	False	380
60	0.9626	0.8769	0.0857	9.5%	0.0105	1.2%	33%	False	False	265
80	1.0197	0.8769	0.1428	15.8%	0.0090	1.0%	20%	False	False	201
100	1.0359	0.8769	0.1590	17.6%	0.0073	0.8%	18%	False	False	161
120	1.0359	0.8769	0.1590	17.6%	0.0061	0.7%	18%	False	False	134

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9656
2.618	0.9465
1.618	0.9348
1.000	0.9276
0.618	0.9231
HIGH	0.9159
0.618	0.9114
0.500	0.9101
0.382	0.9087
LOW	0.9042
0.618	0.8970
1.000	0.8925
1.618	0.8853
2.618	0.8736
4.250	0.8545

Fisher Pivots for day following 19-Aug-2013
Pivot	1 day	3 day
R1	0.9101	0.9074
PP	0.9086	0.9068
S1	0.9071	0.9062

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

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