CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 07-Nov-2013

Day Change Summary
	Previous	Current
	06-Nov-2013	07-Nov-2013	Change	Change %	Previous Week
Open	0.9474	0.9498	0.0024	0.3%	0.9557
High	0.9518	0.9508	-0.0010	-0.1%	0.9592
Low	0.9461	0.9416	-0.0045	-0.5%	0.9395
Close	0.9508	0.9436	-0.0072	-0.8%	0.9409
Range	0.0057	0.0092	0.0035	61.4%	0.0197
ATR	0.0079	0.0080	0.0001	1.2%	0.0000
Volume	57,063	116,341	59,278	103.9%	391,167

Daily Pivots for day following 07-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9729	0.9675	0.9487
R3	0.9637	0.9583	0.9461
R2	0.9545	0.9545	0.9453
R1	0.9491	0.9491	0.9444	0.9472
PP	0.9453	0.9453	0.9453	0.9444
S1	0.9399	0.9399	0.9428	0.9380
S2	0.9361	0.9361	0.9419
S3	0.9269	0.9307	0.9411
S4	0.9177	0.9215	0.9385

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	0.9518	0.9395	0.0123	1.3%	0.0074	0.8%	33%	False	False	78,106
10	0.9592	0.9395	0.0197	2.1%	0.0075	0.8%	21%	False	False	76,790
20	0.9725	0.9390	0.0335	3.6%	0.0079	0.8%	14%	False	False	73,028
40	0.9725	0.9167	0.0558	5.9%	0.0081	0.9%	48%	False	False	73,328
60	0.9725	0.8830	0.0895	9.5%	0.0086	0.9%	68%	False	False	52,457
80	0.9725	0.8769	0.0956	10.1%	0.0090	1.0%	70%	False	False	39,475
100	0.9725	0.8769	0.0956	10.1%	0.0096	1.0%	70%	False	False	31,613
120	0.9725	0.8769	0.0956	10.1%	0.0095	1.0%	70%	False	False	26,346

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9899
2.618	0.9749
1.618	0.9657
1.000	0.9600
0.618	0.9565
HIGH	0.9508
0.618	0.9473
0.500	0.9462
0.382	0.9451
LOW	0.9416
0.618	0.9359
1.000	0.9324
1.618	0.9267
2.618	0.9175
4.250	0.9025

Fisher Pivots for day following 07-Nov-2013
Pivot	1 day	3 day
R1	0.9462	0.9467
PP	0.9453	0.9457
S1	0.9445	0.9446

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

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