CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 18-Nov-2013

Day Change Summary
	Previous	Current
	15-Nov-2013	18-Nov-2013	Change	Change %	Previous Week
Open	0.9296	0.9357	0.0061	0.7%	0.9361
High	0.9357	0.9402	0.0045	0.5%	0.9369
Low	0.9288	0.9342	0.0054	0.6%	0.9247
Close	0.9343	0.9358	0.0015	0.2%	0.9343
Range	0.0069	0.0060	-0.0009	-13.0%	0.0122
ATR	0.0084	0.0082	-0.0002	-2.0%	0.0000
Volume	64,378	65,090	712	1.1%	359,473

Daily Pivots for day following 18-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9547	0.9513	0.9391
R3	0.9487	0.9453	0.9375
R2	0.9427	0.9427	0.9369
R1	0.9393	0.9393	0.9364	0.9410
PP	0.9367	0.9367	0.9367	0.9376
S1	0.9333	0.9333	0.9353	0.9350
S2	0.9307	0.9307	0.9347
S3	0.9247	0.9273	0.9342
S4	0.9187	0.9213	0.9325

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9686	0.9636	0.9410
R3	0.9564	0.9514	0.9377
R2	0.9442	0.9442	0.9365
R1	0.9392	0.9392	0.9354	0.9356
PP	0.9320	0.9320	0.9320	0.9302
S1	0.9270	0.9270	0.9332	0.9234
S2	0.9198	0.9198	0.9321
S3	0.9076	0.9148	0.9309
S4	0.8954	0.9026	0.9276

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9402	0.9247	0.0155	1.7%	0.0086	0.9%	72%	True	False	74,335
10	0.9518	0.9247	0.0271	2.9%	0.0083	0.9%	41%	False	False	80,442
20	0.9725	0.9247	0.0478	5.1%	0.0084	0.9%	23%	False	False	78,676
40	0.9725	0.9235	0.0490	5.2%	0.0078	0.8%	25%	False	False	72,905
60	0.9725	0.8830	0.0895	9.6%	0.0084	0.9%	59%	False	False	61,414
80	0.9725	0.8769	0.0956	10.2%	0.0089	0.9%	62%	False	False	46,240
100	0.9725	0.8769	0.0956	10.2%	0.0094	1.0%	62%	False	False	37,027
120	0.9725	0.8769	0.0956	10.2%	0.0096	1.0%	62%	False	False	30,867

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9657
2.618	0.9559
1.618	0.9499
1.000	0.9462
0.618	0.9439
HIGH	0.9402
0.618	0.9379
0.500	0.9372
0.382	0.9365
LOW	0.9342
0.618	0.9305
1.000	0.9282
1.618	0.9245
2.618	0.9185
4.250	0.9087

Fisher Pivots for day following 18-Nov-2013
Pivot	1 day	3 day
R1	0.9372	0.9350
PP	0.9367	0.9341
S1	0.9363	0.9333

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

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