CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 05-Dec-2013

Day Change Summary
	Previous	Current
	04-Dec-2013	05-Dec-2013	Change	Change %	Previous Week
Open	0.9076	0.8972	-0.0104	-1.1%	0.9104
High	0.9078	0.9017	-0.0061	-0.7%	0.9136
Low	0.8938	0.8945	0.0007	0.1%	0.8996
Close	0.8966	0.9006	0.0040	0.4%	0.9038
Range	0.0140	0.0072	-0.0068	-48.6%	0.0140
ATR	0.0086	0.0085	-0.0001	-1.1%	0.0000
Volume	3,807	5,227	1,420	37.3%	4,795

Daily Pivots for day following 05-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9205	0.9178	0.9046
R3	0.9133	0.9106	0.9026
R2	0.9061	0.9061	0.9019
R1	0.9034	0.9034	0.9013	0.9048
PP	0.8989	0.8989	0.8989	0.8996
S1	0.8962	0.8962	0.8999	0.8976
S2	0.8917	0.8917	0.8993
S3	0.8845	0.8890	0.8986
S4	0.8773	0.8818	0.8966

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	0.9106	0.8938	0.0168	1.9%	0.0092	1.0%	40%	False	False	3,052
10	0.9262	0.8938	0.0324	3.6%	0.0094	1.0%	21%	False	False	2,298
20	0.9445	0.8938	0.0507	5.6%	0.0088	1.0%	13%	False	False	1,346
40	0.9661	0.8938	0.0723	8.0%	0.0077	0.8%	9%	False	False	761
60	0.9661	0.8938	0.0723	8.0%	0.0072	0.8%	9%	False	False	530
80	0.9661	0.8791	0.0870	9.7%	0.0063	0.7%	25%	False	False	400
100	0.9661	0.8765	0.0896	9.9%	0.0056	0.6%	27%	False	False	321
120	0.9661	0.8765	0.0896	9.9%	0.0050	0.6%	27%	False	False	269

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9323
2.618	0.9205
1.618	0.9133
1.000	0.9089
0.618	0.9061
HIGH	0.9017
0.618	0.8989
0.500	0.8981
0.382	0.8973
LOW	0.8945
0.618	0.8901
1.000	0.8873
1.618	0.8829
2.618	0.8757
4.250	0.8639

Fisher Pivots for day following 05-Dec-2013
Pivot	1 day	3 day
R1	0.8998	0.9011
PP	0.8989	0.9009
S1	0.8981	0.9008

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

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