CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 14-Nov-2013

Day Change Summary
	Previous	Current
	13-Nov-2013	14-Nov-2013	Change	Change %	Previous Week
Open	0.9280	0.9332	0.0052	0.6%	0.9417
High	0.9352	0.9369	0.0017	0.2%	0.9518
Low	0.9259	0.9263	0.0004	0.0%	0.9329
Close	0.9302	0.9298	-0.0004	0.0%	0.9353
Range	0.0093	0.0106	0.0013	14.0%	0.0189
ATR	0.0083	0.0085	0.0002	2.0%	0.0000
Volume	75,542	88,707	13,165	17.4%	433,755

Daily Pivots for day following 14-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9628	0.9569	0.9356
R3	0.9522	0.9463	0.9327
R2	0.9416	0.9416	0.9317
R1	0.9357	0.9357	0.9308	0.9334
PP	0.9310	0.9310	0.9310	0.9298
S1	0.9251	0.9251	0.9288	0.9228
S2	0.9204	0.9204	0.9279
S3	0.9098	0.9145	0.9269
S4	0.8992	0.9039	0.9240

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	0.9460	0.9247	0.0213	2.3%	0.0095	1.0%	24%	False	False	82,620
10	0.9518	0.9247	0.0271	2.9%	0.0085	0.9%	19%	False	False	80,363
20	0.9725	0.9247	0.0478	5.1%	0.0084	0.9%	11%	False	False	78,112
40	0.9725	0.9235	0.0490	5.3%	0.0079	0.9%	13%	False	False	73,251
60	0.9725	0.8830	0.0895	9.6%	0.0085	0.9%	52%	False	False	59,297
80	0.9725	0.8769	0.0956	10.3%	0.0090	1.0%	55%	False	False	44,630
100	0.9725	0.8769	0.0956	10.3%	0.0094	1.0%	55%	False	False	35,736
120	0.9725	0.8769	0.0956	10.3%	0.0096	1.0%	55%	False	False	29,788

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	0.0020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9820
2.618	0.9647
1.618	0.9541
1.000	0.9475
0.618	0.9435
HIGH	0.9369
0.618	0.9329
0.500	0.9316
0.382	0.9303
LOW	0.9263
0.618	0.9197
1.000	0.9157
1.618	0.9091
2.618	0.8985
4.250	0.8813

Fisher Pivots for day following 14-Nov-2013
Pivot	1 day	3 day
R1	0.9316	0.9308
PP	0.9310	0.9305
S1	0.9304	0.9301

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

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