CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 02-Dec-2013

Day Change Summary
	Previous	Current
	29-Nov-2013	02-Dec-2013	Change	Change %	Previous Week
Open	0.9115	0.9110	-0.0005	-0.1%	0.9154
High	0.9140	0.9160	0.0020	0.2%	0.9193
Low	0.9045	0.9081	0.0036	0.4%	0.9045
Close	0.9092	0.9092	0.0000	0.0%	0.9092
Range	0.0095	0.0079	-0.0016	-16.8%	0.0148
ATR	0.0090	0.0090	-0.0001	-0.9%	0.0000
Volume	96,228	84,315	-11,913	-12.4%	350,467

Daily Pivots for day following 02-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9348	0.9299	0.9135
R3	0.9269	0.9220	0.9114
R2	0.9190	0.9190	0.9106
R1	0.9141	0.9141	0.9099	0.9126
PP	0.9111	0.9111	0.9111	0.9104
S1	0.9062	0.9062	0.9085	0.9047
S2	0.9032	0.9032	0.9078
S3	0.8953	0.8983	0.9070
S4	0.8874	0.8904	0.9049

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9554	0.9471	0.9173
R3	0.9406	0.9323	0.9133
R2	0.9258	0.9258	0.9119
R1	0.9175	0.9175	0.9106	0.9143
PP	0.9110	0.9110	0.9110	0.9094
S1	0.9027	0.9027	0.9078	0.8995
S2	0.8962	0.8962	0.9065
S3	0.8814	0.8879	0.9051
S4	0.8666	0.8731	0.9011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9193	0.9045	0.0148	1.6%	0.0086	0.9%	32%	False	False	86,956
10	0.9432	0.9045	0.0387	4.3%	0.0096	1.1%	12%	False	False	91,429
20	0.9518	0.9045	0.0473	5.2%	0.0090	1.0%	10%	False	False	85,375
40	0.9725	0.9045	0.0680	7.5%	0.0084	0.9%	7%	False	False	78,266
60	0.9725	0.9045	0.0680	7.5%	0.0085	0.9%	7%	False	False	74,724
80	0.9725	0.8830	0.0895	9.8%	0.0088	1.0%	29%	False	False	56,768
100	0.9725	0.8769	0.0956	10.5%	0.0092	1.0%	34%	False	False	45,505
120	0.9725	0.8769	0.0956	10.5%	0.0095	1.0%	34%	False	False	37,943

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9496
2.618	0.9367
1.618	0.9288
1.000	0.9239
0.618	0.9209
HIGH	0.9160
0.618	0.9130
0.500	0.9121
0.382	0.9111
LOW	0.9081
0.618	0.9032
1.000	0.9002
1.618	0.8953
2.618	0.8874
4.250	0.8745

Fisher Pivots for day following 02-Dec-2013
Pivot	1 day	3 day
R1	0.9121	0.9103
PP	0.9111	0.9099
S1	0.9102	0.9096

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

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