CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 03-Dec-2013

Day Change Summary
	Previous	Current
	02-Dec-2013	03-Dec-2013	Change	Change %	Previous Week
Open	0.9110	0.9096	-0.0014	-0.2%	0.9154
High	0.9160	0.9139	-0.0021	-0.2%	0.9193
Low	0.9081	0.9049	-0.0032	-0.4%	0.9045
Close	0.9092	0.9130	0.0038	0.4%	0.9092
Range	0.0079	0.0090	0.0011	13.9%	0.0148
ATR	0.0090	0.0090	0.0000	0.0%	0.0000
Volume	84,315	88,507	4,192	5.0%	350,467

Daily Pivots for day following 03-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9376	0.9343	0.9180
R3	0.9286	0.9253	0.9155
R2	0.9196	0.9196	0.9147
R1	0.9163	0.9163	0.9138	0.9180
PP	0.9106	0.9106	0.9106	0.9114
S1	0.9073	0.9073	0.9122	0.9090
S2	0.9016	0.9016	0.9114
S3	0.8926	0.8983	0.9105
S4	0.8836	0.8893	0.9081

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%	0.0091	1.0%	57%	False	False	88,398
10	0.9432	0.9045	0.0387	4.2%	0.0099	1.1%	22%	False	False	93,770
20	0.9518	0.9045	0.0473	5.2%	0.0091	1.0%	18%	False	False	87,106
40	0.9725	0.9045	0.0680	7.4%	0.0085	0.9%	13%	False	False	79,165
60	0.9725	0.9045	0.0680	7.4%	0.0086	0.9%	13%	False	False	75,825
80	0.9725	0.8830	0.0895	9.8%	0.0087	1.0%	34%	False	False	57,867
100	0.9725	0.8769	0.0956	10.5%	0.0091	1.0%	38%	False	False	46,388
120	0.9725	0.8769	0.0956	10.5%	0.0095	1.0%	38%	False	False	38,680

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9522
2.618	0.9375
1.618	0.9285
1.000	0.9229
0.618	0.9195
HIGH	0.9139
0.618	0.9105
0.500	0.9094
0.382	0.9083
LOW	0.9049
0.618	0.8993
1.000	0.8959
1.618	0.8903
2.618	0.8813
4.250	0.8667

Fisher Pivots for day following 03-Dec-2013
Pivot	1 day	3 day
R1	0.9118	0.9121
PP	0.9106	0.9112
S1	0.9094	0.9103

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

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