CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 13-Dec-2013

Day Change Summary
	Previous	Current
	12-Dec-2013	13-Dec-2013	Change	Change %	Previous Week
Open	0.9037	0.8922	-0.0115	-1.3%	0.9108
High	0.9089	0.8969	-0.0120	-1.3%	0.9164
Low	0.8915	0.8909	-0.0006	-0.1%	0.8909
Close	0.8936	0.8963	0.0027	0.3%	0.8963
Range	0.0174	0.0060	-0.0114	-65.5%	0.0255
ATR	0.0099	0.0096	-0.0003	-2.8%	0.0000
Volume	112,557	31,514	-81,043	-72.0%	425,923

Daily Pivots for day following 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9127	0.9105	0.8996
R3	0.9067	0.9045	0.8980
R2	0.9007	0.9007	0.8974
R1	0.8985	0.8985	0.8969	0.8996
PP	0.8947	0.8947	0.8947	0.8953
S1	0.8925	0.8925	0.8958	0.8936
S2	0.8887	0.8887	0.8952
S3	0.8827	0.8865	0.8947
S4	0.8767	0.8805	0.8930

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9777	0.9625	0.9103
R3	0.9522	0.9370	0.9033
R2	0.9267	0.9267	0.9010
R1	0.9115	0.9115	0.8986	0.9064
PP	0.9012	0.9012	0.9012	0.8986
S1	0.8860	0.8860	0.8940	0.8809
S2	0.8757	0.8757	0.8916
S3	0.8502	0.8605	0.8893
S4	0.8247	0.8350	0.8823

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9164	0.8909	0.0255	2.8%	0.0099	1.1%	21%	False	True	85,184
10	0.9164	0.8909	0.0255	2.8%	0.0101	1.1%	21%	False	True	92,424
20	0.9432	0.8909	0.0523	5.8%	0.0098	1.1%	10%	False	True	90,930
40	0.9725	0.8909	0.0816	9.1%	0.0091	1.0%	7%	False	True	84,521
60	0.9725	0.8909	0.0816	9.1%	0.0086	1.0%	7%	False	True	79,144
80	0.9725	0.8830	0.0895	10.0%	0.0088	1.0%	15%	False	False	67,205
100	0.9725	0.8769	0.0956	10.7%	0.0091	1.0%	20%	False	False	53,890
120	0.9725	0.8769	0.0956	10.7%	0.0095	1.1%	20%	False	False	44,935

Crabel Price Patterns
NR	True
NR4	True
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	0.0027
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9224
2.618	0.9126
1.618	0.9066
1.000	0.9029
0.618	0.9006
HIGH	0.8969
0.618	0.8946
0.500	0.8939
0.382	0.8932
LOW	0.8909
0.618	0.8872
1.000	0.8849
1.618	0.8812
2.618	0.8752
4.250	0.8654

Fisher Pivots for day following 13-Dec-2013
Pivot	1 day	3 day
R1	0.8955	0.9031
PP	0.8947	0.9008
S1	0.8939	0.8986

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

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