CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 16-Dec-2013

Day Change Summary
	Previous	Current
	13-Dec-2013	16-Dec-2013	Change	Change %	Previous Week
Open	0.8870	0.8897	0.0027	0.3%	0.9055
High	0.8915	0.8916	0.0001	0.0%	0.9108
Low	0.8854	0.8865	0.0011	0.1%	0.8854
Close	0.8908	0.8895	-0.0013	-0.1%	0.8908
Range	0.0061	0.0051	-0.0010	-16.4%	0.0254
ATR	0.0091	0.0088	-0.0003	-3.1%	0.0000
Volume	87,837	59,593	-28,244	-32.2%	287,401

Daily Pivots for day following 16-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9045	0.9021	0.8923
R3	0.8994	0.8970	0.8909
R2	0.8943	0.8943	0.8904
R1	0.8919	0.8919	0.8900	0.8906
PP	0.8892	0.8892	0.8892	0.8885
S1	0.8868	0.8868	0.8890	0.8855
S2	0.8841	0.8841	0.8886
S3	0.8790	0.8817	0.8881
S4	0.8739	0.8766	0.8867

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%	0.0095	1.1%	16%	False	False	67,245
10	0.9108	0.8854	0.0254	2.9%	0.0096	1.1%	16%	False	False	37,329
20	0.9375	0.8854	0.0521	5.9%	0.0093	1.0%	8%	False	False	19,291
40	0.9661	0.8854	0.0807	9.1%	0.0082	0.9%	5%	False	False	9,764
60	0.9661	0.8854	0.0807	9.1%	0.0074	0.8%	5%	False	False	6,545
80	0.9661	0.8791	0.0870	9.8%	0.0070	0.8%	12%	False	False	4,916
100	0.9661	0.8765	0.0896	10.1%	0.0062	0.7%	15%	False	False	3,933
120	0.9661	0.8765	0.0896	10.1%	0.0054	0.6%	15%	False	False	3,279

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.9133
2.618	0.9050
1.618	0.8999
1.000	0.8967
0.618	0.8948
HIGH	0.8916
0.618	0.8897
0.500	0.8891
0.382	0.8884
LOW	0.8865
0.618	0.8833
1.000	0.8814
1.618	0.8782
2.618	0.8731
4.250	0.8648

Fisher Pivots for day following 16-Dec-2013
Pivot	1 day	3 day
R1	0.8894	0.8941
PP	0.8892	0.8926
S1	0.8891	0.8910

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

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