CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 04-Nov-2013

Day Change Summary
	Previous	Current
	01-Nov-2013	04-Nov-2013	Change	Change %	Previous Week
Open	0.9433	0.9417	-0.0016	-0.2%	0.9557
High	0.9463	0.9489	0.0026	0.3%	0.9592
Low	0.9395	0.9409	0.0014	0.1%	0.9395
Close	0.9409	0.9481	0.0072	0.8%	0.9409
Range	0.0068	0.0080	0.0012	17.6%	0.0197
ATR	0.0081	0.0081	0.0000	-0.1%	0.0000
Volume	74,785	53,895	-20,890	-27.9%	391,167

Daily Pivots for day following 04-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9700	0.9670	0.9525
R3	0.9620	0.9590	0.9503
R2	0.9540	0.9540	0.9496
R1	0.9510	0.9510	0.9488	0.9525
PP	0.9460	0.9460	0.9460	0.9467
S1	0.9430	0.9430	0.9474	0.9445
S2	0.9380	0.9380	0.9466
S3	0.9300	0.9350	0.9459
S4	0.9220	0.9270	0.9437

Weekly Pivots for week ending 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0056	0.9930	0.9517
R3	0.9859	0.9733	0.9463
R2	0.9662	0.9662	0.9445
R1	0.9536	0.9536	0.9427	0.9501
PP	0.9465	0.9465	0.9465	0.9448
S1	0.9339	0.9339	0.9391	0.9304
S2	0.9268	0.9268	0.9373
S3	0.9071	0.9142	0.9355
S4	0.8874	0.8945	0.9301

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9549	0.9395	0.0154	1.6%	0.0081	0.9%	56%	False	False	78,303
10	0.9725	0.9395	0.0330	3.5%	0.0086	0.9%	26%	False	False	76,910
20	0.9725	0.9350	0.0375	4.0%	0.0079	0.8%	35%	False	False	71,224
40	0.9725	0.9162	0.0563	5.9%	0.0083	0.9%	57%	False	False	70,184
60	0.9725	0.8830	0.0895	9.4%	0.0086	0.9%	73%	False	False	48,121
80	0.9725	0.8769	0.0956	10.1%	0.0091	1.0%	74%	False	False	36,209
100	0.9725	0.8769	0.0956	10.1%	0.0096	1.0%	74%	False	False	28,995
120	0.9758	0.8769	0.0989	10.4%	0.0095	1.0%	72%	False	False	24,164

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0026
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9829
2.618	0.9698
1.618	0.9618
1.000	0.9569
0.618	0.9538
HIGH	0.9489
0.618	0.9458
0.500	0.9449
0.382	0.9440
LOW	0.9409
0.618	0.9360
1.000	0.9329
1.618	0.9280
2.618	0.9200
4.250	0.9069

Fisher Pivots for day following 04-Nov-2013
Pivot	1 day	3 day
R1	0.9470	0.9470
PP	0.9460	0.9458
S1	0.9449	0.9447

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

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