CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 20-Aug-2013

Day Change Summary
	Previous	Current
	19-Aug-2013	20-Aug-2013	Change	Change %	Previous Week
Open	0.9128	0.9061	-0.0067	-0.7%	0.9116
High	0.9159	0.9061	-0.0098	-1.1%	0.9145
Low	0.9042	0.8959	-0.0083	-0.9%	0.8989
Close	0.9056	0.9024	-0.0032	-0.4%	0.9128
Range	0.0117	0.0102	-0.0015	-12.8%	0.0156
ATR	0.0106	0.0106	0.0000	-0.3%	0.0000
Volume	450	307	-143	-31.8%	3,142

Daily Pivots for day following 20-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9321	0.9274	0.9080
R3	0.9219	0.9172	0.9052
R2	0.9117	0.9117	0.9043
R1	0.9070	0.9070	0.9033	0.9043
PP	0.9015	0.9015	0.9015	0.9001
S1	0.8968	0.8968	0.9015	0.8941
S2	0.8913	0.8913	0.9005
S3	0.8811	0.8866	0.8996
S4	0.8709	0.8764	0.8968

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	0.8959	0.0200	2.2%	0.0102	1.1%	33%	False	True	503
10	0.9159	0.8850	0.0309	3.4%	0.0104	1.1%	56%	False	False	573
20	0.9210	0.8769	0.0441	4.9%	0.0106	1.2%	58%	False	False	610
40	0.9233	0.8769	0.0464	5.1%	0.0106	1.2%	55%	False	False	384
60	0.9626	0.8769	0.0857	9.5%	0.0106	1.2%	30%	False	False	270
80	1.0197	0.8769	0.1428	15.8%	0.0091	1.0%	18%	False	False	205
100	1.0359	0.8769	0.1590	17.6%	0.0074	0.8%	16%	False	False	164
120	1.0359	0.8769	0.1590	17.6%	0.0062	0.7%	16%	False	False	137

Crabel Price Patterns
NR	True
NR4	False
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	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9495
2.618	0.9328
1.618	0.9226
1.000	0.9163
0.618	0.9124
HIGH	0.9061
0.618	0.9022
0.500	0.9010
0.382	0.8998
LOW	0.8959
0.618	0.8896
1.000	0.8857
1.618	0.8794
2.618	0.8692
4.250	0.8526

Fisher Pivots for day following 20-Aug-2013
Pivot	1 day	3 day
R1	0.9019	0.9059
PP	0.9015	0.9047
S1	0.9010	0.9036

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

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