CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 23-Sep-2013

Day Change Summary
	Previous	Current
	20-Sep-2013	23-Sep-2013	Change	Change %	Previous Week
Open	0.9389	0.9328	-0.0061	-0.6%	0.9288
High	0.9406	0.9406	0.0000	0.0%	0.9476
Low	0.9326	0.9317	-0.0009	-0.1%	0.9195
Close	0.9354	0.9393	0.0039	0.4%	0.9354
Range	0.0080	0.0089	0.0009	11.3%	0.0281
ATR	0.0102	0.0101	-0.0001	-0.9%	0.0000
Volume	83,368	59,943	-23,425	-28.1%	428,247

Daily Pivots for day following 23-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9639	0.9605	0.9442
R3	0.9550	0.9516	0.9417
R2	0.9461	0.9461	0.9409
R1	0.9427	0.9427	0.9401	0.9444
PP	0.9372	0.9372	0.9372	0.9381
S1	0.9338	0.9338	0.9385	0.9355
S2	0.9283	0.9283	0.9377
S3	0.9194	0.9249	0.9369
S4	0.9105	0.9160	0.9344

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	0.9231	0.0245	2.6%	0.0108	1.1%	66%	False	False	81,868
10	0.9476	0.9162	0.0314	3.3%	0.0101	1.1%	74%	False	False	69,559
20	0.9476	0.8830	0.0646	6.9%	0.0096	1.0%	87%	False	False	38,431
40	0.9476	0.8769	0.0707	7.5%	0.0099	1.1%	88%	False	False	19,574
60	0.9476	0.8769	0.0707	7.5%	0.0104	1.1%	88%	False	False	13,109
80	0.9626	0.8769	0.0857	9.1%	0.0105	1.1%	73%	False	False	9,848
100	1.0192	0.8769	0.1423	15.1%	0.0094	1.0%	44%	False	False	7,880
120	1.0359	0.8769	0.1590	16.9%	0.0080	0.9%	39%	False	False	6,567

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9784
2.618	0.9639
1.618	0.9550
1.000	0.9495
0.618	0.9461
HIGH	0.9406
0.618	0.9372
0.500	0.9362
0.382	0.9351
LOW	0.9317
0.618	0.9262
1.000	0.9228
1.618	0.9173
2.618	0.9084
4.250	0.8939

Fisher Pivots for day following 23-Sep-2013
Pivot	1 day	3 day
R1	0.9383	0.9394
PP	0.9372	0.9394
S1	0.9362	0.9393

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

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