CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 13-Nov-2013

Day Change Summary
	Previous	Current
	12-Nov-2013	13-Nov-2013	Change	Change %	Previous Week
Open	0.9333	0.9280	-0.0053	-0.6%	0.9417
High	0.9347	0.9352	0.0005	0.1%	0.9518
Low	0.9247	0.9259	0.0012	0.1%	0.9329
Close	0.9276	0.9302	0.0026	0.3%	0.9353
Range	0.0100	0.0093	-0.0007	-7.0%	0.0189
ATR	0.0082	0.0083	0.0001	0.9%	0.0000
Volume	77,961	75,542	-2,419	-3.1%	433,755

Daily Pivots for day following 13-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9583	0.9536	0.9353
R3	0.9490	0.9443	0.9328
R2	0.9397	0.9397	0.9319
R1	0.9350	0.9350	0.9311	0.9374
PP	0.9304	0.9304	0.9304	0.9316
S1	0.9257	0.9257	0.9293	0.9281
S2	0.9211	0.9211	0.9285
S3	0.9118	0.9164	0.9276
S4	0.9025	0.9071	0.9251

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9967	0.9849	0.9457
R3	0.9778	0.9660	0.9405
R2	0.9589	0.9589	0.9388
R1	0.9471	0.9471	0.9370	0.9436
PP	0.9400	0.9400	0.9400	0.9382
S1	0.9282	0.9282	0.9336	0.9247
S2	0.9211	0.9211	0.9318
S3	0.9022	0.9093	0.9301
S4	0.8833	0.8904	0.9249

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9508	0.9247	0.0261	2.8%	0.0092	1.0%	21%	False	False	88,147
10	0.9518	0.9247	0.0271	2.9%	0.0082	0.9%	20%	False	False	81,270
20	0.9725	0.9247	0.0478	5.1%	0.0085	0.9%	12%	False	False	77,580
40	0.9725	0.9235	0.0490	5.3%	0.0079	0.8%	14%	False	False	73,515
60	0.9725	0.8830	0.0895	9.6%	0.0085	0.9%	53%	False	False	57,827
80	0.9725	0.8769	0.0956	10.3%	0.0090	1.0%	56%	False	False	43,523
100	0.9725	0.8769	0.0956	10.3%	0.0094	1.0%	56%	False	False	34,850
120	0.9725	0.8769	0.0956	10.3%	0.0095	1.0%	56%	False	False	29,049

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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9747
2.618	0.9595
1.618	0.9502
1.000	0.9445
0.618	0.9409
HIGH	0.9352
0.618	0.9316
0.500	0.9306
0.382	0.9295
LOW	0.9259
0.618	0.9202
1.000	0.9166
1.618	0.9109
2.618	0.9016
4.250	0.8864

Fisher Pivots for day following 13-Nov-2013
Pivot	1 day	3 day
R1	0.9306	0.9308
PP	0.9304	0.9306
S1	0.9303	0.9304

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

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