CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 24-Oct-2013

Day Change Summary
	Previous	Current
	23-Oct-2013	24-Oct-2013	Change	Change %	Previous Week
Open	0.9617	0.9540	-0.0077	-0.8%	0.9344
High	0.9661	0.9575	-0.0086	-0.9%	0.9580
Low	0.9518	0.9485	-0.0033	-0.3%	0.9343
Close	0.9528	0.9523	-0.0005	-0.1%	0.9574
Range	0.0143	0.0090	-0.0053	-37.1%	0.0237
ATR	0.0069	0.0071	0.0001	2.1%	0.0000
Volume	162	248	86	53.1%	819

Daily Pivots for day following 24-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9798	0.9750	0.9573
R3	0.9708	0.9660	0.9548
R2	0.9618	0.9618	0.9540
R1	0.9570	0.9570	0.9531	0.9549
PP	0.9528	0.9528	0.9528	0.9517
S1	0.9480	0.9480	0.9515	0.9459
S2	0.9438	0.9438	0.9507
S3	0.9348	0.9390	0.9498
S4	0.9258	0.9300	0.9474

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0210	1.0129	0.9704
R3	0.9973	0.9892	0.9639
R2	0.9736	0.9736	0.9617
R1	0.9655	0.9655	0.9596	0.9696
PP	0.9499	0.9499	0.9499	0.9519
S1	0.9418	0.9418	0.9552	0.9459
S2	0.9262	0.9262	0.9531
S3	0.9025	0.9181	0.9509
S4	0.8788	0.8944	0.9444

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9661	0.9485	0.0176	1.8%	0.0081	0.8%	22%	False	True	162
10	0.9661	0.9343	0.0318	3.3%	0.0070	0.7%	57%	False	False	179
20	0.9661	0.9187	0.0474	5.0%	0.0065	0.7%	71%	False	False	139
40	0.9661	0.8791	0.0870	9.1%	0.0062	0.7%	84%	False	False	87
60	0.9661	0.8765	0.0896	9.4%	0.0051	0.5%	85%	False	False	59
80	0.9661	0.8765	0.0896	9.4%	0.0044	0.5%	85%	False	False	45

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9958
2.618	0.9811
1.618	0.9721
1.000	0.9665
0.618	0.9631
HIGH	0.9575
0.618	0.9541
0.500	0.9530
0.382	0.9519
LOW	0.9485
0.618	0.9429
1.000	0.9395
1.618	0.9339
2.618	0.9249
4.250	0.9103

Fisher Pivots for day following 24-Oct-2013
Pivot	1 day	3 day
R1	0.9530	0.9573
PP	0.9528	0.9556
S1	0.9525	0.9540

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

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