CME Australian Dollar Future March 2014

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Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary Previous Current 23-Jul-2013 24-Jul-2013 Change Change % Previous Week Open 0.9114 0.9016 -0.0098 -1.1% 0.8954 High 0.9153 0.9016 -0.0137 -1.5% 0.9100 Low 0.9114 0.9016 -0.0098 -1.1% 0.8954 Close 0.9153 0.9016 -0.0137 -1.5% 0.9050 Range 0.0039 0.0000 -0.0039 -100.0% 0.0146 ATR 0.0069 0.0074 0.0005 7.1% 0.0000 Volume 1 1 0 0.0% 6
Daily Pivots for day following 24-Jul-2013 Classic Woodie Camarilla DeMark R4 0.9016 0.9016 0.9016 R3 0.9016 0.9016 0.9016 R2 0.9016 0.9016 0.9016 R1 0.9016 0.9016 0.9016 0.9016 PP 0.9016 0.9016 0.9016 0.9016 S1 0.9016 0.9016 0.9016 0.9016 S2 0.9016 0.9016 0.9016 S3 0.9016 0.9016 0.9016 S4 0.9016 0.9016 0.9016	Weekly Pivots for week ending 19-Jul-2013 Classic Woodie Camarilla DeMark R4 0.9473 0.9407 0.9130 R3 0.9327 0.9261 0.9090 R2 0.9181 0.9181 0.9077 R1 0.9115 0.9115 0.9063 0.9148 PP 0.9035 0.9035 0.9035 0.9051 S1 0.8969 0.8969 0.9037 0.9002 S2 0.8889 0.8889 0.9023 S3 0.8743 0.8823 0.9010 S4 0.8597 0.8677 0.8970
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9153 0.9016 0.0137 1.5% 0.0008 0.1% 0% False True 1 10 0.9153 0.8912 0.0241 2.7% 0.0014 0.1% 43% False False 1 20 0.9170 0.8908 0.0262 2.9% 0.0019 0.2% 41% False False 7
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9016 2.618 0.9016 1.618 0.9016 1.000 0.9016 0.618 0.9016 HIGH 0.9016 0.618 0.9016 0.500 0.9016 0.382 0.9016 LOW 0.9016 0.618 0.9016 1.000 0.9016 1.618 0.9016 2.618 0.9016 4.250 0.9016
Fisher Pivots for day following 24-Jul-2013 Pivot 1 day 3 day R1 0.9016 0.9085 PP 0.9016 0.9062 S1 0.9016 0.9039

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