CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 15-Oct-2013

Day Change Summary
	Previous	Current
	14-Oct-2013	15-Oct-2013	Change	Change %	Previous Week
Open	0.9398	0.9454	0.0056	0.6%	0.9387
High	0.9469	0.9510	0.0041	0.4%	0.9446
Low	0.9390	0.9439	0.0049	0.5%	0.9345
Close	0.9440	0.9469	0.0029	0.3%	0.9430
Range	0.0079	0.0071	-0.0008	-10.1%	0.0101
ATR	0.0081	0.0081	-0.0001	-0.9%	0.0000
Volume	41,908	69,328	27,420	65.4%	337,664

Daily Pivots for day following 15-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9686	0.9648	0.9508
R3	0.9615	0.9577	0.9489
R2	0.9544	0.9544	0.9482
R1	0.9506	0.9506	0.9476	0.9525
PP	0.9473	0.9473	0.9473	0.9482
S1	0.9435	0.9435	0.9462	0.9454
S2	0.9402	0.9402	0.9456
S3	0.9331	0.9364	0.9449
S4	0.9260	0.9293	0.9430

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9710	0.9671	0.9486
R3	0.9609	0.9570	0.9458
R2	0.9508	0.9508	0.9449
R1	0.9469	0.9469	0.9439	0.9489
PP	0.9407	0.9407	0.9407	0.9417
S1	0.9368	0.9368	0.9421	0.9388
S2	0.9306	0.9306	0.9411
S3	0.9205	0.9267	0.9402
S4	0.9104	0.9166	0.9374

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9510	0.9350	0.0160	1.7%	0.0068	0.7%	74%	True	False	65,418
10	0.9510	0.9287	0.0223	2.4%	0.0067	0.7%	82%	True	False	66,200
20	0.9510	0.9235	0.0275	2.9%	0.0080	0.8%	85%	True	False	71,416
40	0.9510	0.8830	0.0680	7.2%	0.0086	0.9%	94%	True	False	46,389
60	0.9510	0.8769	0.0741	7.8%	0.0092	1.0%	94%	True	False	31,126
80	0.9510	0.8769	0.0741	7.8%	0.0097	1.0%	94%	True	False	23,384
100	0.9626	0.8769	0.0857	9.1%	0.0097	1.0%	82%	False	False	18,715
120	1.0197	0.8769	0.1428	15.1%	0.0089	0.9%	49%	False	False	15,597

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9812
2.618	0.9696
1.618	0.9625
1.000	0.9581
0.618	0.9554
HIGH	0.9510
0.618	0.9483
0.500	0.9475
0.382	0.9466
LOW	0.9439
0.618	0.9395
1.000	0.9368
1.618	0.9324
2.618	0.9253
4.250	0.9137

Fisher Pivots for day following 15-Oct-2013
Pivot	1 day	3 day
R1	0.9475	0.9463
PP	0.9473	0.9456
S1	0.9471	0.9450

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

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