CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 22-Nov-2013

Day Change Summary
	Previous	Current
	21-Nov-2013	22-Nov-2013	Change	Change %	Previous Week
Open	0.9256	0.9157	-0.0099	-1.1%	0.9291
High	0.9262	0.9178	-0.0084	-0.9%	0.9375
Low	0.9130	0.9078	-0.0052	-0.6%	0.9078
Close	0.9150	0.9098	-0.0052	-0.6%	0.9098
Range	0.0132	0.0100	-0.0032	-24.2%	0.0297
ATR	0.0080	0.0081	0.0001	1.8%	0.0000
Volume	391	3,781	3,390	867.0%	5,736

Daily Pivots for day following 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9418	0.9358	0.9153
R3	0.9318	0.9258	0.9126
R2	0.9218	0.9218	0.9116
R1	0.9158	0.9158	0.9107	0.9138
PP	0.9118	0.9118	0.9118	0.9108
S1	0.9058	0.9058	0.9089	0.9038
S2	0.9018	0.9018	0.9080
S3	0.8918	0.8958	0.9071
S4	0.8818	0.8858	0.9043

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0075	0.9883	0.9261
R3	0.9778	0.9586	0.9180
R2	0.9481	0.9481	0.9152
R1	0.9289	0.9289	0.9125	0.9237
PP	0.9184	0.9184	0.9184	0.9157
S1	0.8992	0.8992	0.9071	0.8940
S2	0.8887	0.8887	0.9044
S3	0.8590	0.8695	0.9016
S4	0.8293	0.8398	0.8935

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9375	0.9078	0.0297	3.3%	0.0100	1.1%	7%	False	True	1,147
10	0.9375	0.9078	0.0297	3.3%	0.0085	0.9%	7%	False	True	748
20	0.9524	0.9078	0.0446	4.9%	0.0077	0.8%	4%	False	True	481
40	0.9661	0.9078	0.0583	6.4%	0.0071	0.8%	3%	False	True	312
60	0.9661	0.8791	0.0870	9.6%	0.0068	0.7%	35%	False	False	220
80	0.9661	0.8765	0.0896	9.8%	0.0057	0.6%	37%	False	False	166
100	0.9661	0.8765	0.0896	9.8%	0.0051	0.6%	37%	False	False	133

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9603
2.618	0.9440
1.618	0.9340
1.000	0.9278
0.618	0.9240
HIGH	0.9178
0.618	0.9140
0.500	0.9128
0.382	0.9116
LOW	0.9078
0.618	0.9016
1.000	0.8978
1.618	0.8916
2.618	0.8816
4.250	0.8653

Fisher Pivots for day following 22-Nov-2013
Pivot	1 day	3 day
R1	0.9128	0.9224
PP	0.9118	0.9182
S1	0.9108	0.9140

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

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