CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 27-Aug-2013

Day Change Summary
	Previous	Current
	26-Aug-2013	27-Aug-2013	Change	Change %	Previous Week
Open	0.8967	0.8961	-0.0006	-0.1%	0.9128
High	0.9005	0.8965	-0.0040	-0.4%	0.9159
Low	0.8941	0.8876	-0.0065	-0.7%	0.8865
Close	0.8966	0.8917	-0.0049	-0.5%	0.8967
Range	0.0064	0.0089	0.0025	39.1%	0.0294
ATR	0.0102	0.0101	-0.0001	-0.8%	0.0000
Volume	803	798	-5	-0.6%	3,729

Daily Pivots for day following 27-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9186	0.9141	0.8966
R3	0.9097	0.9052	0.8941
R2	0.9008	0.9008	0.8933
R1	0.8963	0.8963	0.8925	0.8941
PP	0.8919	0.8919	0.8919	0.8909
S1	0.8874	0.8874	0.8909	0.8852
S2	0.8830	0.8830	0.8901
S3	0.8741	0.8785	0.8893
S4	0.8652	0.8696	0.8868

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	0.9005	0.8865	0.0140	1.6%	0.0088	1.0%	37%	False	False	914
10	0.9159	0.8865	0.0294	3.3%	0.0095	1.1%	18%	False	False	709
20	0.9159	0.8769	0.0390	4.4%	0.0098	1.1%	38%	False	False	786
40	0.9210	0.8769	0.0441	4.9%	0.0105	1.2%	34%	False	False	484
60	0.9578	0.8769	0.0809	9.1%	0.0107	1.2%	18%	False	False	346
80	1.0090	0.8769	0.1321	14.8%	0.0095	1.1%	11%	False	False	262
100	1.0359	0.8769	0.1590	17.8%	0.0079	0.9%	9%	False	False	210
120	1.0359	0.8769	0.1590	17.8%	0.0066	0.7%	9%	False	False	175

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9343
2.618	0.9198
1.618	0.9109
1.000	0.9054
0.618	0.9020
HIGH	0.8965
0.618	0.8931
0.500	0.8921
0.382	0.8910
LOW	0.8876
0.618	0.8821
1.000	0.8787
1.618	0.8732
2.618	0.8643
4.250	0.8498

Fisher Pivots for day following 27-Aug-2013
Pivot	1 day	3 day
R1	0.8921	0.8941
PP	0.8919	0.8933
S1	0.8918	0.8925

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

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