CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 11-Sep-2013

Day Change Summary
	Previous	Current
	10-Sep-2013	11-Sep-2013	Change	Change %	Previous Week
Open	0.9166	0.9255	0.0089	1.0%	0.8870
High	0.9260	0.9279	0.0019	0.2%	0.9158
Low	0.9162	0.9218	0.0056	0.6%	0.8864
Close	0.9252	0.9275	0.0023	0.2%	0.9130
Range	0.0098	0.0061	-0.0037	-37.8%	0.0294
ATR	0.0099	0.0097	-0.0003	-2.8%	0.0000
Volume	32,111	44,540	12,429	38.7%	35,846

Daily Pivots for day following 11-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9440	0.9419	0.9309
R3	0.9379	0.9358	0.9292
R2	0.9318	0.9318	0.9286
R1	0.9297	0.9297	0.9281	0.9308
PP	0.9257	0.9257	0.9257	0.9263
S1	0.9236	0.9236	0.9269	0.9247
S2	0.9196	0.9196	0.9264
S3	0.9135	0.9175	0.9258
S4	0.9074	0.9114	0.9241

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9933	0.9825	0.9292
R3	0.9639	0.9531	0.9211
R2	0.9345	0.9345	0.9184
R1	0.9237	0.9237	0.9157	0.9291
PP	0.9051	0.9051	0.9051	0.9078
S1	0.8943	0.8943	0.9103	0.8997
S2	0.8757	0.8757	0.9076
S3	0.8463	0.8649	0.9049
S4	0.8169	0.8355	0.8968

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9279	0.9057	0.0222	2.4%	0.0081	0.9%	98%	True	False	23,432
10	0.9279	0.8830	0.0449	4.8%	0.0091	1.0%	99%	True	False	14,809
20	0.9279	0.8830	0.0449	4.8%	0.0093	1.0%	99%	True	False	7,759
40	0.9279	0.8769	0.0510	5.5%	0.0097	1.0%	99%	True	False	4,141
60	0.9424	0.8769	0.0655	7.1%	0.0105	1.1%	77%	False	False	2,812
80	0.9679	0.8769	0.0910	9.8%	0.0101	1.1%	56%	False	False	2,112
100	1.0197	0.8769	0.1428	15.4%	0.0087	0.9%	35%	False	False	1,691
120	1.0359	0.8769	0.1590	17.1%	0.0073	0.8%	32%	False	False	1,409

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	0.0018
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9538
2.618	0.9439
1.618	0.9378
1.000	0.9340
0.618	0.9317
HIGH	0.9279
0.618	0.9256
0.500	0.9249
0.382	0.9241
LOW	0.9218
0.618	0.9180
1.000	0.9157
1.618	0.9119
2.618	0.9058
4.250	0.8959

Fisher Pivots for day following 11-Sep-2013
Pivot	1 day	3 day
R1	0.9266	0.9248
PP	0.9257	0.9221
S1	0.9249	0.9195

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

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