CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 15-Nov-2013

Day Change Summary
	Previous	Current
	14-Nov-2013	15-Nov-2013	Change	Change %	Previous Week
Open	0.9277	0.9245	-0.0032	-0.3%	0.9300
High	0.9310	0.9299	-0.0011	-0.1%	0.9310
Low	0.9220	0.9242	0.0022	0.2%	0.9198
Close	0.9242	0.9287	0.0045	0.5%	0.9287
Range	0.0090	0.0057	-0.0033	-36.7%	0.0112
ATR	0.0073	0.0072	-0.0001	-1.5%	0.0000
Volume	217	297	80	36.9%	1,750

Daily Pivots for day following 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9447	0.9424	0.9318
R3	0.9390	0.9367	0.9303
R2	0.9333	0.9333	0.9297
R1	0.9310	0.9310	0.9292	0.9322
PP	0.9276	0.9276	0.9276	0.9282
S1	0.9253	0.9253	0.9282	0.9265
S2	0.9219	0.9219	0.9277
S3	0.9162	0.9196	0.9271
S4	0.9105	0.9139	0.9256

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9601	0.9556	0.9349
R3	0.9489	0.9444	0.9318
R2	0.9377	0.9377	0.9308
R1	0.9332	0.9332	0.9297	0.9299
PP	0.9265	0.9265	0.9265	0.9248
S1	0.9220	0.9220	0.9277	0.9187
S2	0.9153	0.9153	0.9266
S3	0.9041	0.9108	0.9256
S4	0.8929	0.8996	0.9225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9310	0.9198	0.0112	1.2%	0.0069	0.7%	79%	False	False	350
10	0.9454	0.9198	0.0256	2.8%	0.0073	0.8%	35%	False	False	286
20	0.9661	0.9198	0.0463	5.0%	0.0071	0.8%	19%	False	False	236
40	0.9661	0.9187	0.0474	5.1%	0.0064	0.7%	21%	False	False	172
60	0.9661	0.8791	0.0870	9.4%	0.0062	0.7%	57%	False	False	125
80	0.9661	0.8765	0.0896	9.6%	0.0054	0.6%	58%	False	False	94
100	0.9661	0.8765	0.0896	9.6%	0.0047	0.5%	58%	False	False	76

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9541
2.618	0.9448
1.618	0.9391
1.000	0.9356
0.618	0.9334
HIGH	0.9299
0.618	0.9277
0.500	0.9271
0.382	0.9264
LOW	0.9242
0.618	0.9207
1.000	0.9185
1.618	0.9150
2.618	0.9093
4.250	0.9000

Fisher Pivots for day following 15-Nov-2013
Pivot	1 day	3 day
R1	0.9282	0.9277
PP	0.9276	0.9268
S1	0.9271	0.9258

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

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