CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 03-Dec-2013

Day Change Summary
	Previous	Current
	02-Dec-2013	03-Dec-2013	Change	Change %	Previous Week
Open	0.9046	0.9041	-0.0005	-0.1%	0.9104
High	0.9106	0.9083	-0.0023	-0.3%	0.9136
Low	0.9028	0.9000	-0.0028	-0.3%	0.8996
Close	0.9038	0.9075	0.0037	0.4%	0.9038
Range	0.0078	0.0083	0.0005	6.4%	0.0140
ATR	0.0081	0.0081	0.0000	0.1%	0.0000
Volume	2,013	2,967	954	47.4%	4,795

Daily Pivots for day following 03-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9302	0.9271	0.9121
R3	0.9219	0.9188	0.9098
R2	0.9136	0.9136	0.9090
R1	0.9105	0.9105	0.9083	0.9121
PP	0.9053	0.9053	0.9053	0.9060
S1	0.9022	0.9022	0.9067	0.9038
S2	0.8970	0.8970	0.9060
S3	0.8887	0.8939	0.9052
S4	0.8804	0.8856	0.9029

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	0.9136	0.8996	0.0140	1.5%	0.0086	0.9%	56%	False	False	1,674
10	0.9375	0.8996	0.0379	4.2%	0.0094	1.0%	21%	False	False	1,516
20	0.9454	0.8996	0.0458	5.0%	0.0083	0.9%	17%	False	False	913
40	0.9661	0.8996	0.0665	7.3%	0.0074	0.8%	12%	False	False	541
60	0.9661	0.8996	0.0665	7.3%	0.0070	0.8%	12%	False	False	380
80	0.9661	0.8791	0.0870	9.6%	0.0061	0.7%	33%	False	False	288
100	0.9661	0.8765	0.0896	9.9%	0.0055	0.6%	35%	False	False	230
120	0.9661	0.8765	0.0896	9.9%	0.0049	0.5%	35%	False	False	194

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9436
2.618	0.9300
1.618	0.9217
1.000	0.9166
0.618	0.9134
HIGH	0.9083
0.618	0.9051
0.500	0.9042
0.382	0.9032
LOW	0.9000
0.618	0.8949
1.000	0.8917
1.618	0.8866
2.618	0.8783
4.250	0.8647

Fisher Pivots for day following 03-Dec-2013
Pivot	1 day	3 day
R1	0.9064	0.9067
PP	0.9053	0.9059
S1	0.9042	0.9051

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

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