CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 09-Dec-2013

Day Change Summary
	Previous	Current
	06-Dec-2013	09-Dec-2013	Change	Change %	Previous Week
Open	0.9004	0.9055	0.0051	0.6%	0.9046
High	0.9058	0.9070	0.0012	0.1%	0.9106
Low	0.8929	0.9013	0.0084	0.9%	0.8929
Close	0.9038	0.9048	0.0010	0.1%	0.9038
Range	0.0129	0.0057	-0.0072	-55.8%	0.0177
ATR	0.0088	0.0086	-0.0002	-2.5%	0.0000
Volume	14,295	10,766	-3,529	-24.7%	28,309

Daily Pivots for day following 09-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9215	0.9188	0.9079
R3	0.9158	0.9131	0.9064
R2	0.9101	0.9101	0.9058
R1	0.9074	0.9074	0.9053	0.9059
PP	0.9044	0.9044	0.9044	0.9036
S1	0.9017	0.9017	0.9043	0.9002
S2	0.8987	0.8987	0.9038
S3	0.8930	0.8960	0.9032
S4	0.8873	0.8903	0.9017

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9555	0.9474	0.9135
R3	0.9378	0.9297	0.9087
R2	0.9201	0.9201	0.9070
R1	0.9120	0.9120	0.9054	0.9072
PP	0.9024	0.9024	0.9024	0.9001
S1	0.8943	0.8943	0.9022	0.8895
S2	0.8847	0.8847	0.9006
S3	0.8670	0.8766	0.8989
S4	0.8493	0.8589	0.8941

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9083	0.8929	0.0154	1.7%	0.0096	1.1%	77%	False	False	7,412
10	0.9136	0.8929	0.0207	2.3%	0.0089	1.0%	57%	False	False	4,387
20	0.9375	0.8929	0.0446	4.9%	0.0087	1.0%	27%	False	False	2,567
40	0.9661	0.8929	0.0732	8.1%	0.0079	0.9%	16%	False	False	1,379
60	0.9661	0.8929	0.0732	8.1%	0.0073	0.8%	16%	False	False	947
80	0.9661	0.8791	0.0870	9.6%	0.0065	0.7%	30%	False	False	714
100	0.9661	0.8765	0.0896	9.9%	0.0058	0.6%	32%	False	False	571
120	0.9661	0.8765	0.0896	9.9%	0.0051	0.6%	32%	False	False	477

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0023
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9312
2.618	0.9219
1.618	0.9162
1.000	0.9127
0.618	0.9105
HIGH	0.9070
0.618	0.9048
0.500	0.9042
0.382	0.9035
LOW	0.9013
0.618	0.8978
1.000	0.8956
1.618	0.8921
2.618	0.8864
4.250	0.8771

Fisher Pivots for day following 09-Dec-2013
Pivot	1 day	3 day
R1	0.9046	0.9032
PP	0.9044	0.9016
S1	0.9042	0.9000

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

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