CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 22-Nov-2013

Day Change Summary
	Previous	Current
	21-Nov-2013	22-Nov-2013	Change	Change %	Previous Week
Open	0.9314	0.9216	-0.0098	-1.1%	0.9357
High	0.9320	0.9236	-0.0084	-0.9%	0.9432
Low	0.9184	0.9130	-0.0054	-0.6%	0.9130
Close	0.9205	0.9153	-0.0052	-0.6%	0.9153
Range	0.0136	0.0106	-0.0030	-22.1%	0.0302
ATR	0.0090	0.0091	0.0001	1.3%	0.0000
Volume	142,449	103,263	-39,186	-27.5%	479,508

Daily Pivots for day following 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9491	0.9428	0.9211
R3	0.9385	0.9322	0.9182
R2	0.9279	0.9279	0.9172
R1	0.9216	0.9216	0.9163	0.9195
PP	0.9173	0.9173	0.9173	0.9162
S1	0.9110	0.9110	0.9143	0.9089
S2	0.9067	0.9067	0.9134
S3	0.8961	0.9004	0.9124
S4	0.8855	0.8898	0.9095

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0144	0.9951	0.9319
R3	0.9842	0.9649	0.9236
R2	0.9540	0.9540	0.9208
R1	0.9347	0.9347	0.9181	0.9293
PP	0.9238	0.9238	0.9238	0.9211
S1	0.9045	0.9045	0.9125	0.8991
S2	0.8936	0.8936	0.9098
S3	0.8634	0.8743	0.9070
S4	0.8332	0.8441	0.8987

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9432	0.9130	0.0302	3.3%	0.0106	1.2%	8%	False	True	95,901
10	0.9432	0.9130	0.0302	3.3%	0.0094	1.0%	8%	False	True	83,898
20	0.9592	0.9130	0.0462	5.0%	0.0088	1.0%	5%	False	True	83,195
40	0.9725	0.9130	0.0595	6.5%	0.0084	0.9%	4%	False	True	76,999
60	0.9725	0.8833	0.0892	9.7%	0.0087	0.9%	36%	False	False	68,235
80	0.9725	0.8769	0.0956	10.4%	0.0089	1.0%	40%	False	False	51,371
100	0.9725	0.8769	0.0956	10.4%	0.0094	1.0%	40%	False	False	41,167
120	0.9725	0.8769	0.0956	10.4%	0.0097	1.1%	40%	False	False	34,320

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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9687
2.618	0.9514
1.618	0.9408
1.000	0.9342
0.618	0.9302
HIGH	0.9236
0.618	0.9196
0.500	0.9183
0.382	0.9170
LOW	0.9130
0.618	0.9064
1.000	0.9024
1.618	0.8958
2.618	0.8852
4.250	0.8680

Fisher Pivots for day following 22-Nov-2013
Pivot	1 day	3 day
R1	0.9183	0.9281
PP	0.9173	0.9238
S1	0.9163	0.9196

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

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