CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 27-Nov-2013

Day Change Summary
	Previous	Current
	26-Nov-2013	27-Nov-2013	Change	Change %	Previous Week
Open	0.9112	0.9062	-0.0050	-0.5%	0.9291
High	0.9136	0.9071	-0.0065	-0.7%	0.9375
Low	0.9026	0.9002	-0.0024	-0.3%	0.9078
Close	0.9069	0.9012	-0.0057	-0.6%	0.9098
Range	0.0110	0.0069	-0.0041	-37.3%	0.0297
ATR	0.0082	0.0081	-0.0001	-1.1%	0.0000
Volume	643	1,501	858	133.4%	5,736

Daily Pivots for day following 27-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9235	0.9193	0.9050
R3	0.9166	0.9124	0.9031
R2	0.9097	0.9097	0.9025
R1	0.9055	0.9055	0.9018	0.9042
PP	0.9028	0.9028	0.9028	0.9022
S1	0.8986	0.8986	0.9006	0.8973
S2	0.8959	0.8959	0.8999
S3	0.8890	0.8917	0.8993
S4	0.8821	0.8848	0.8974

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	0.9262	0.9002	0.0260	2.9%	0.0095	1.1%	4%	False	True	1,543
10	0.9375	0.9002	0.0373	4.1%	0.0089	1.0%	3%	False	True	979
20	0.9454	0.9002	0.0452	5.0%	0.0079	0.9%	2%	False	True	639
40	0.9661	0.9002	0.0659	7.3%	0.0071	0.8%	2%	False	True	395
60	0.9661	0.9002	0.0659	7.3%	0.0069	0.8%	2%	False	True	279
80	0.9661	0.8791	0.0870	9.7%	0.0059	0.7%	25%	False	False	210
100	0.9661	0.8765	0.0896	9.9%	0.0052	0.6%	28%	False	False	168

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9364
2.618	0.9252
1.618	0.9183
1.000	0.9140
0.618	0.9114
HIGH	0.9071
0.618	0.9045
0.500	0.9037
0.382	0.9028
LOW	0.9002
0.618	0.8959
1.000	0.8933
1.618	0.8890
2.618	0.8821
4.250	0.8709

Fisher Pivots for day following 27-Nov-2013
Pivot	1 day	3 day
R1	0.9037	0.9069
PP	0.9028	0.9050
S1	0.9020	0.9031

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

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