CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 29-Nov-2013

Day Change Summary
	Previous	Current
	27-Nov-2013	29-Nov-2013	Change	Change %	Previous Week
Open	0.9062	0.9017	-0.0045	-0.5%	0.9104
High	0.9071	0.9084	0.0013	0.1%	0.9136
Low	0.9002	0.8996	-0.0006	-0.1%	0.8996
Close	0.9012	0.9038	0.0026	0.3%	0.9038
Range	0.0069	0.0088	0.0019	27.5%	0.0140
ATR	0.0081	0.0082	0.0000	0.6%	0.0000
Volume	1,501	1,250	-251	-16.7%	4,795

Daily Pivots for day following 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9303	0.9259	0.9086
R3	0.9215	0.9171	0.9062
R2	0.9127	0.9127	0.9054
R1	0.9083	0.9083	0.9046	0.9105
PP	0.9039	0.9039	0.9039	0.9051
S1	0.8995	0.8995	0.9030	0.9017
S2	0.8951	0.8951	0.9022
S3	0.8863	0.8907	0.9014
S4	0.8775	0.8819	0.8990

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9477	0.9397	0.9115
R3	0.9337	0.9257	0.9077
R2	0.9197	0.9197	0.9064
R1	0.9117	0.9117	0.9051	0.9087
PP	0.9057	0.9057	0.9057	0.9042
S1	0.8977	0.8977	0.9025	0.8947
S2	0.8917	0.8917	0.9012
S3	0.8777	0.8837	0.9000
S4	0.8637	0.8697	0.8961

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9178	0.8996	0.0182	2.0%	0.0086	1.0%	23%	False	True	1,715
10	0.9375	0.8996	0.0379	4.2%	0.0089	1.0%	11%	False	True	1,082
20	0.9454	0.8996	0.0458	5.1%	0.0081	0.9%	9%	False	True	693
40	0.9661	0.8996	0.0665	7.4%	0.0072	0.8%	6%	False	True	425
60	0.9661	0.8996	0.0665	7.4%	0.0069	0.8%	6%	False	True	299
80	0.9661	0.8791	0.0870	9.6%	0.0060	0.7%	28%	False	False	225
100	0.9661	0.8765	0.0896	9.9%	0.0053	0.6%	30%	False	False	181

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9458
2.618	0.9314
1.618	0.9226
1.000	0.9172
0.618	0.9138
HIGH	0.9084
0.618	0.9050
0.500	0.9040
0.382	0.9030
LOW	0.8996
0.618	0.8942
1.000	0.8908
1.618	0.8854
2.618	0.8766
4.250	0.8622

Fisher Pivots for day following 29-Nov-2013
Pivot	1 day	3 day
R1	0.9040	0.9066
PP	0.9039	0.9057
S1	0.9039	0.9047

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

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