CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 04-Nov-2013

Day Change Summary
	Previous	Current
	01-Nov-2013	04-Nov-2013	Change	Change %	Previous Week
Open	0.9364	0.9360	-0.0004	0.0%	0.9522
High	0.9401	0.9429	0.0028	0.3%	0.9524
Low	0.9349	0.9360	0.0011	0.1%	0.9349
Close	0.9353	0.9424	0.0071	0.8%	0.9353
Range	0.0052	0.0069	0.0017	32.7%	0.0175
ATR	0.0068	0.0069	0.0001	0.8%	0.0000
Volume	472	105	-367	-77.8%	1,020

Daily Pivots for day following 04-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9611	0.9587	0.9462
R3	0.9542	0.9518	0.9443
R2	0.9473	0.9473	0.9437
R1	0.9449	0.9449	0.9430	0.9461
PP	0.9404	0.9404	0.9404	0.9411
S1	0.9380	0.9380	0.9418	0.9392
S2	0.9335	0.9335	0.9411
S3	0.9266	0.9311	0.9405
S4	0.9197	0.9242	0.9386

Weekly Pivots for week ending 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9934	0.9818	0.9449
R3	0.9759	0.9643	0.9401
R2	0.9584	0.9584	0.9385
R1	0.9468	0.9468	0.9369	0.9439
PP	0.9409	0.9409	0.9409	0.9394
S1	0.9293	0.9293	0.9337	0.9264
S2	0.9234	0.9234	0.9321
S3	0.9059	0.9118	0.9305
S4	0.8884	0.8943	0.9257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9461	0.9349	0.0112	1.2%	0.0065	0.7%	67%	False	False	219
10	0.9661	0.9349	0.0312	3.3%	0.0073	0.8%	24%	False	False	171
20	0.9661	0.9301	0.0360	3.8%	0.0065	0.7%	34%	False	False	168
40	0.9661	0.9114	0.0547	5.8%	0.0064	0.7%	57%	False	False	114
60	0.9661	0.8791	0.0870	9.2%	0.0053	0.6%	73%	False	False	79
80	0.9661	0.8765	0.0896	9.5%	0.0048	0.5%	74%	False	False	60
100	0.9661	0.8765	0.0896	9.5%	0.0042	0.4%	74%	False	False	50

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9722
2.618	0.9610
1.618	0.9541
1.000	0.9498
0.618	0.9472
HIGH	0.9429
0.618	0.9403
0.500	0.9395
0.382	0.9386
LOW	0.9360
0.618	0.9317
1.000	0.9291
1.618	0.9248
2.618	0.9179
4.250	0.9067

Fisher Pivots for day following 04-Nov-2013
Pivot	1 day	3 day
R1	0.9414	0.9413
PP	0.9404	0.9401
S1	0.9395	0.9390

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

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