CME Australian Dollar Future December 2013

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

Day Change Summary
	Previous	Current
	18-Sep-2013	19-Sep-2013	Change	Change %	Previous Week
Open	0.9300	0.9445	0.0145	1.6%	0.9145
High	0.9476	0.9471	-0.0005	-0.1%	0.9298
Low	0.9281	0.9375	0.0094	1.0%	0.9110
Close	0.9448	0.9387	-0.0061	-0.6%	0.9195
Range	0.0195	0.0096	-0.0099	-50.8%	0.0188
ATR	0.0104	0.0103	-0.0001	-0.5%	0.0000
Volume	102,069	99,285	-2,784	-2.7%	229,864

Daily Pivots for day following 19-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9699	0.9639	0.9440
R3	0.9603	0.9543	0.9413
R2	0.9507	0.9507	0.9405
R1	0.9447	0.9447	0.9396	0.9429
PP	0.9411	0.9411	0.9411	0.9402
S1	0.9351	0.9351	0.9378	0.9333
S2	0.9315	0.9315	0.9369
S3	0.9219	0.9255	0.9361
S4	0.9123	0.9159	0.9334

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9765	0.9668	0.9298
R3	0.9577	0.9480	0.9247
R2	0.9389	0.9389	0.9229
R1	0.9292	0.9292	0.9212	0.9341
PP	0.9201	0.9201	0.9201	0.9225
S1	0.9104	0.9104	0.9178	0.9153
S2	0.9013	0.9013	0.9161
S3	0.8825	0.8916	0.9143
S4	0.8637	0.8728	0.9092

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9476	0.9167	0.0309	3.3%	0.0111	1.2%	71%	False	False	83,233
10	0.9476	0.9058	0.0418	4.5%	0.0102	1.1%	79%	False	False	58,430
20	0.9476	0.8830	0.0646	6.9%	0.0097	1.0%	86%	False	False	31,389
40	0.9476	0.8769	0.0707	7.5%	0.0100	1.1%	87%	False	False	16,010
60	0.9476	0.8769	0.0707	7.5%	0.0104	1.1%	87%	False	False	10,726
80	0.9626	0.8769	0.0857	9.1%	0.0104	1.1%	72%	False	False	8,056
100	1.0197	0.8769	0.1428	15.2%	0.0093	1.0%	43%	False	False	6,447
120	1.0359	0.8769	0.1590	16.9%	0.0079	0.8%	39%	False	False	5,372

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

Fibonacci Retracements and Extensions
4.250	0.9879
2.618	0.9722
1.618	0.9626
1.000	0.9567
0.618	0.9530
HIGH	0.9471
0.618	0.9434
0.500	0.9423
0.382	0.9412
LOW	0.9375
0.618	0.9316
1.000	0.9279
1.618	0.9220
2.618	0.9124
4.250	0.8967

Fisher Pivots for day following 19-Sep-2013
Pivot	1 day	3 day
R1	0.9423	0.9376
PP	0.9411	0.9365
S1	0.9399	0.9354

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

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