CME Australian Dollar Future December 2013

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

Day Change Summary
	Previous	Current
	19-Sep-2013	20-Sep-2013	Change	Change %	Previous Week
Open	0.9445	0.9389	-0.0056	-0.6%	0.9288
High	0.9471	0.9406	-0.0065	-0.7%	0.9476
Low	0.9375	0.9326	-0.0049	-0.5%	0.9195
Close	0.9387	0.9354	-0.0033	-0.4%	0.9354
Range	0.0096	0.0080	-0.0016	-16.7%	0.0281
ATR	0.0103	0.0102	-0.0002	-1.6%	0.0000
Volume	99,285	83,368	-15,917	-16.0%	428,247

Daily Pivots for day following 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9602	0.9558	0.9398
R3	0.9522	0.9478	0.9376
R2	0.9442	0.9442	0.9369
R1	0.9398	0.9398	0.9361	0.9380
PP	0.9362	0.9362	0.9362	0.9353
S1	0.9318	0.9318	0.9347	0.9300
S2	0.9282	0.9282	0.9339
S3	0.9202	0.9238	0.9332
S4	0.9122	0.9158	0.9310

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0185	1.0050	0.9509
R3	0.9904	0.9769	0.9431
R2	0.9623	0.9623	0.9406
R1	0.9488	0.9488	0.9380	0.9556
PP	0.9342	0.9342	0.9342	0.9375
S1	0.9207	0.9207	0.9328	0.9275
S2	0.9061	0.9061	0.9302
S3	0.8780	0.8926	0.9277
S4	0.8499	0.8645	0.9199

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9476	0.9195	0.0281	3.0%	0.0117	1.3%	57%	False	False	85,649
10	0.9476	0.9110	0.0366	3.9%	0.0100	1.1%	67%	False	False	65,811
20	0.9476	0.8830	0.0646	6.9%	0.0095	1.0%	81%	False	False	35,519
40	0.9476	0.8769	0.0707	7.6%	0.0099	1.1%	83%	False	False	18,084
60	0.9476	0.8769	0.0707	7.6%	0.0104	1.1%	83%	False	False	12,113
80	0.9626	0.8769	0.0857	9.2%	0.0104	1.1%	68%	False	False	9,098
100	1.0192	0.8769	0.1423	15.2%	0.0094	1.0%	41%	False	False	7,280
120	1.0359	0.8769	0.1590	17.0%	0.0080	0.9%	37%	False	False	6,067

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9746
2.618	0.9615
1.618	0.9535
1.000	0.9486
0.618	0.9455
HIGH	0.9406
0.618	0.9375
0.500	0.9366
0.382	0.9357
LOW	0.9326
0.618	0.9277
1.000	0.9246
1.618	0.9197
2.618	0.9117
4.250	0.8986

Fisher Pivots for day following 20-Sep-2013
Pivot	1 day	3 day
R1	0.9366	0.9379
PP	0.9362	0.9370
S1	0.9358	0.9362

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

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