CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 26-Aug-2013

Day Change Summary
	Previous	Current
	23-Aug-2013	26-Aug-2013	Change	Change %	Previous Week
Open	0.8950	0.8967	0.0017	0.2%	0.9128
High	0.8985	0.9005	0.0020	0.2%	0.9159
Low	0.8910	0.8941	0.0031	0.3%	0.8865
Close	0.8967	0.8966	-0.0001	0.0%	0.8967
Range	0.0075	0.0064	-0.0011	-14.7%	0.0294
ATR	0.0105	0.0102	-0.0003	-2.8%	0.0000
Volume	1,690	803	-887	-52.5%	3,729

Daily Pivots for day following 26-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9163	0.9128	0.9001
R3	0.9099	0.9064	0.8984
R2	0.9035	0.9035	0.8978
R1	0.9000	0.9000	0.8972	0.8986
PP	0.8971	0.8971	0.8971	0.8963
S1	0.8936	0.8936	0.8960	0.8922
S2	0.8907	0.8907	0.8954
S3	0.8843	0.8872	0.8948
S4	0.8779	0.8808	0.8931

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9879	0.9717	0.9129
R3	0.9585	0.9423	0.9048
R2	0.9291	0.9291	0.9021
R1	0.9129	0.9129	0.8994	0.9063
PP	0.8997	0.8997	0.8997	0.8964
S1	0.8835	0.8835	0.8940	0.8769
S2	0.8703	0.8703	0.8913
S3	0.8409	0.8541	0.8886
S4	0.8115	0.8247	0.8805

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9061	0.8865	0.0196	2.2%	0.0091	1.0%	52%	False	False	816
10	0.9159	0.8865	0.0294	3.3%	0.0093	1.0%	34%	False	False	670
20	0.9159	0.8769	0.0390	4.3%	0.0101	1.1%	51%	False	False	752
40	0.9210	0.8769	0.0441	4.9%	0.0106	1.2%	45%	False	False	467
60	0.9626	0.8769	0.0857	9.6%	0.0107	1.2%	23%	False	False	333
80	1.0192	0.8769	0.1423	15.9%	0.0094	1.1%	14%	False	False	252
100	1.0359	0.8769	0.1590	17.7%	0.0078	0.9%	12%	False	False	202
120	1.0359	0.8769	0.1590	17.7%	0.0065	0.7%	12%	False	False	168

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	0.0024
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.9277
2.618	0.9173
1.618	0.9109
1.000	0.9069
0.618	0.9045
HIGH	0.9005
0.618	0.8981
0.500	0.8973
0.382	0.8965
LOW	0.8941
0.618	0.8901
1.000	0.8877
1.618	0.8837
2.618	0.8773
4.250	0.8669

Fisher Pivots for day following 26-Aug-2013
Pivot	1 day	3 day
R1	0.8973	0.8956
PP	0.8971	0.8945
S1	0.8968	0.8935

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

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