CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 21-Oct-2013

Day Change Summary
	Previous	Current
	18-Oct-2013	21-Oct-2013	Change	Change %	Previous Week
Open	0.9594	0.9632	0.0038	0.4%	0.9398
High	0.9649	0.9644	-0.0005	-0.1%	0.9649
Low	0.9569	0.9607	0.0038	0.4%	0.9390
Close	0.9631	0.9622	-0.0009	-0.1%	0.9631
Range	0.0080	0.0037	-0.0043	-53.8%	0.0259
ATR	0.0082	0.0079	-0.0003	-3.9%	0.0000
Volume	61,926	56,263	-5,663	-9.1%	314,002

Daily Pivots for day following 21-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9735	0.9716	0.9642
R3	0.9698	0.9679	0.9632
R2	0.9661	0.9661	0.9629
R1	0.9642	0.9642	0.9625	0.9633
PP	0.9624	0.9624	0.9624	0.9620
S1	0.9605	0.9605	0.9619	0.9596
S2	0.9587	0.9587	0.9615
S3	0.9550	0.9568	0.9612
S4	0.9513	0.9531	0.9602

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0334	1.0241	0.9773
R3	1.0075	0.9982	0.9702
R2	0.9816	0.9816	0.9678
R1	0.9723	0.9723	0.9655	0.9770
PP	0.9557	0.9557	0.9557	0.9580
S1	0.9464	0.9464	0.9607	0.9511
S2	0.9298	0.9298	0.9584
S3	0.9039	0.9205	0.9560
S4	0.8780	0.8946	0.9489

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9649	0.9439	0.0210	2.2%	0.0074	0.8%	87%	False	False	65,671
10	0.9649	0.9350	0.0299	3.1%	0.0071	0.7%	91%	False	False	65,538
20	0.9649	0.9235	0.0414	4.3%	0.0072	0.8%	93%	False	False	67,134
40	0.9649	0.8830	0.0819	8.5%	0.0084	0.9%	97%	False	False	52,782
60	0.9649	0.8769	0.0880	9.1%	0.0090	0.9%	97%	False	False	35,428
80	0.9649	0.8769	0.0880	9.1%	0.0096	1.0%	97%	False	False	26,615
100	0.9649	0.8769	0.0880	9.1%	0.0098	1.0%	97%	False	False	21,305
120	1.0192	0.8769	0.1423	14.8%	0.0090	0.9%	60%	False	False	17,756

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 100 trading days

Fibonacci Retracements and Extensions
4.250	0.9801
2.618	0.9741
1.618	0.9704
1.000	0.9681
0.618	0.9667
HIGH	0.9644
0.618	0.9630
0.500	0.9626
0.382	0.9621
LOW	0.9607
0.618	0.9584
1.000	0.9570
1.618	0.9547
2.618	0.9510
4.250	0.9450

Fisher Pivots for day following 21-Oct-2013
Pivot	1 day	3 day
R1	0.9626	0.9605
PP	0.9624	0.9587
S1	0.9623	0.9570

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

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