CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 05-Nov-2013

Day Change Summary
	Previous	Current
	04-Nov-2013	05-Nov-2013	Change	Change %	Previous Week
Open	0.9417	0.9482	0.0065	0.7%	0.9557
High	0.9489	0.9512	0.0023	0.2%	0.9592
Low	0.9409	0.9438	0.0029	0.3%	0.9395
Close	0.9481	0.9467	-0.0014	-0.1%	0.9409
Range	0.0080	0.0074	-0.0006	-7.5%	0.0197
ATR	0.0081	0.0081	-0.0001	-0.6%	0.0000
Volume	53,895	88,449	34,554	64.1%	391,167

Daily Pivots for day following 05-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9694	0.9655	0.9508
R3	0.9620	0.9581	0.9487
R2	0.9546	0.9546	0.9481
R1	0.9507	0.9507	0.9474	0.9490
PP	0.9472	0.9472	0.9472	0.9464
S1	0.9433	0.9433	0.9460	0.9416
S2	0.9398	0.9398	0.9453
S3	0.9324	0.9359	0.9447
S4	0.9250	0.9285	0.9426

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	0.9512	0.9395	0.0117	1.2%	0.0075	0.8%	62%	True	False	79,216
10	0.9725	0.9395	0.0330	3.5%	0.0085	0.9%	22%	False	False	78,024
20	0.9725	0.9350	0.0375	4.0%	0.0079	0.8%	31%	False	False	72,183
40	0.9725	0.9167	0.0558	5.9%	0.0082	0.9%	54%	False	False	71,592
60	0.9725	0.8830	0.0895	9.5%	0.0086	0.9%	71%	False	False	49,579
80	0.9725	0.8769	0.0956	10.1%	0.0091	1.0%	73%	False	False	37,311
100	0.9725	0.8769	0.0956	10.1%	0.0096	1.0%	73%	False	False	29,879
120	0.9725	0.8769	0.0956	10.1%	0.0095	1.0%	73%	False	False	24,901

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	0.0028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9827
2.618	0.9706
1.618	0.9632
1.000	0.9586
0.618	0.9558
HIGH	0.9512
0.618	0.9484
0.500	0.9475
0.382	0.9466
LOW	0.9438
0.618	0.9392
1.000	0.9364
1.618	0.9318
2.618	0.9244
4.250	0.9124

Fisher Pivots for day following 05-Nov-2013
Pivot	1 day	3 day
R1	0.9475	0.9463
PP	0.9472	0.9458
S1	0.9470	0.9454

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

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