CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 13-Dec-2013

Day Change Summary
	Previous	Current
	12-Dec-2013	13-Dec-2013	Change	Change %	Previous Week
Open	0.8984	0.8870	-0.0114	-1.3%	0.9055
High	0.9028	0.8915	-0.0113	-1.3%	0.9108
Low	0.8861	0.8854	-0.0007	-0.1%	0.8854
Close	0.8881	0.8908	0.0027	0.3%	0.8908
Range	0.0167	0.0061	-0.0106	-63.5%	0.0254
ATR	0.0093	0.0091	-0.0002	-2.5%	0.0000
Volume	84,159	87,837	3,678	4.4%	287,401

Daily Pivots for day following 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9075	0.9053	0.8942
R3	0.9014	0.8992	0.8925
R2	0.8953	0.8953	0.8919
R1	0.8931	0.8931	0.8914	0.8942
PP	0.8892	0.8892	0.8892	0.8898
S1	0.8870	0.8870	0.8902	0.8881
S2	0.8831	0.8831	0.8897
S3	0.8770	0.8809	0.8891
S4	0.8709	0.8748	0.8874

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9719	0.9567	0.9048
R3	0.9465	0.9313	0.8978
R2	0.9211	0.9211	0.8955
R1	0.9059	0.9059	0.8931	0.9008
PP	0.8957	0.8957	0.8957	0.8931
S1	0.8805	0.8805	0.8885	0.8754
S2	0.8703	0.8703	0.8861
S3	0.8449	0.8551	0.8838
S4	0.8195	0.8297	0.8768

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9108	0.8854	0.0254	2.9%	0.0096	1.1%	21%	False	True	57,480
10	0.9108	0.8854	0.0254	2.9%	0.0098	1.1%	21%	False	True	31,571
20	0.9375	0.8854	0.0521	5.8%	0.0094	1.1%	10%	False	True	16,326
40	0.9661	0.8854	0.0807	9.1%	0.0082	0.9%	7%	False	True	8,276
60	0.9661	0.8854	0.0807	9.1%	0.0074	0.8%	7%	False	True	5,553
80	0.9661	0.8791	0.0870	9.8%	0.0069	0.8%	13%	False	False	4,172
100	0.9661	0.8765	0.0896	10.1%	0.0062	0.7%	16%	False	False	3,338
120	0.9661	0.8765	0.0896	10.1%	0.0055	0.6%	16%	False	False	2,782

Crabel Price Patterns
NR	True
NR4	True
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	0.0023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9174
2.618	0.9075
1.618	0.9014
1.000	0.8976
0.618	0.8953
HIGH	0.8915
0.618	0.8892
0.500	0.8885
0.382	0.8877
LOW	0.8854
0.618	0.8816
1.000	0.8793
1.618	0.8755
2.618	0.8694
4.250	0.8595

Fisher Pivots for day following 13-Dec-2013
Pivot	1 day	3 day
R1	0.8900	0.8976
PP	0.8892	0.8953
S1	0.8885	0.8931

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

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