CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 18-Nov-2013

Day Change Summary
	Previous	Current
	15-Nov-2013	18-Nov-2013	Change	Change %	Previous Week
Open	0.9245	0.9291	0.0046	0.5%	0.9300
High	0.9299	0.9344	0.0045	0.5%	0.9310
Low	0.9242	0.9289	0.0047	0.5%	0.9198
Close	0.9287	0.9302	0.0015	0.2%	0.9287
Range	0.0057	0.0055	-0.0002	-3.5%	0.0112
ATR	0.0072	0.0070	-0.0001	-1.5%	0.0000
Volume	297	344	47	15.8%	1,750

Daily Pivots for day following 18-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9477	0.9444	0.9332
R3	0.9422	0.9389	0.9317
R2	0.9367	0.9367	0.9312
R1	0.9334	0.9334	0.9307	0.9351
PP	0.9312	0.9312	0.9312	0.9320
S1	0.9279	0.9279	0.9297	0.9296
S2	0.9257	0.9257	0.9292
S3	0.9202	0.9224	0.9287
S4	0.9147	0.9169	0.9272

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	0.9344	0.9198	0.0146	1.6%	0.0072	0.8%	71%	True	False	340
10	0.9454	0.9198	0.0256	2.8%	0.0072	0.8%	41%	False	False	310
20	0.9661	0.9198	0.0463	5.0%	0.0072	0.8%	22%	False	False	240
40	0.9661	0.9187	0.0474	5.1%	0.0064	0.7%	24%	False	False	180
60	0.9661	0.8791	0.0870	9.4%	0.0062	0.7%	59%	False	False	131
80	0.9661	0.8765	0.0896	9.6%	0.0055	0.6%	60%	False	False	98
100	0.9661	0.8765	0.0896	9.6%	0.0047	0.5%	60%	False	False	80

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9578
2.618	0.9488
1.618	0.9433
1.000	0.9399
0.618	0.9378
HIGH	0.9344
0.618	0.9323
0.500	0.9317
0.382	0.9310
LOW	0.9289
0.618	0.9255
1.000	0.9234
1.618	0.9200
2.618	0.9145
4.250	0.9055

Fisher Pivots for day following 18-Nov-2013
Pivot	1 day	3 day
R1	0.9317	0.9295
PP	0.9312	0.9289
S1	0.9307	0.9282

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

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