CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 16-Dec-2013

Day Change Summary
	Previous	Current
	13-Dec-2013	16-Dec-2013	Change	Change %	Previous Week
Open	0.8922	0.8947	0.0025	0.3%	0.9108
High	0.8969	0.8963	-0.0006	-0.1%	0.9164
Low	0.8909	0.8920	0.0011	0.1%	0.8909
Close	0.8963	0.8956	-0.0007	-0.1%	0.8963
Range	0.0060	0.0043	-0.0017	-28.3%	0.0255
ATR	0.0096	0.0093	-0.0004	-4.0%	0.0000
Volume	31,514	1,225	-30,289	-96.1%	425,923

Daily Pivots for day following 16-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9075	0.9059	0.8980
R3	0.9032	0.9016	0.8968
R2	0.8989	0.8989	0.8964
R1	0.8973	0.8973	0.8960	0.8981
PP	0.8946	0.8946	0.8946	0.8951
S1	0.8930	0.8930	0.8952	0.8938
S2	0.8903	0.8903	0.8948
S3	0.8860	0.8887	0.8944
S4	0.8817	0.8844	0.8932

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%	0.0096	1.1%	18%	False	False	72,647
10	0.9164	0.8909	0.0255	2.8%	0.0098	1.1%	18%	False	False	84,115
20	0.9432	0.8909	0.0523	5.8%	0.0097	1.1%	9%	False	False	87,772
40	0.9725	0.8909	0.0816	9.1%	0.0090	1.0%	6%	False	False	83,003
60	0.9725	0.8909	0.0816	9.1%	0.0085	0.9%	6%	False	False	77,775
80	0.9725	0.8830	0.0895	10.0%	0.0087	1.0%	14%	False	False	67,211
100	0.9725	0.8769	0.0956	10.7%	0.0090	1.0%	20%	False	False	53,898
120	0.9725	0.8769	0.0956	10.7%	0.0094	1.1%	20%	False	False	44,944

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	0.9146
2.618	0.9076
1.618	0.9033
1.000	0.9006
0.618	0.8990
HIGH	0.8963
0.618	0.8947
0.500	0.8942
0.382	0.8936
LOW	0.8920
0.618	0.8893
1.000	0.8877
1.618	0.8850
2.618	0.8807
4.250	0.8737

Fisher Pivots for day following 16-Dec-2013
Pivot	1 day	3 day
R1	0.8951	0.8999
PP	0.8946	0.8985
S1	0.8942	0.8970

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

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