CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 18-Dec-2013

Day Change Summary
	Previous	Current
	17-Dec-2013	18-Dec-2013	Change	Change %	Previous Week
Open	0.8886	0.8862	-0.0024	-0.3%	0.9055
High	0.8905	0.8892	-0.0013	-0.1%	0.9108
Low	0.8828	0.8778	-0.0050	-0.6%	0.8854
Close	0.8844	0.8833	-0.0011	-0.1%	0.8908
Range	0.0077	0.0114	0.0037	48.1%	0.0254
ATR	0.0087	0.0089	0.0002	2.2%	0.0000
Volume	72,675	108,757	36,082	49.6%	287,401

Daily Pivots for day following 18-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9176	0.9119	0.8896
R3	0.9062	0.9005	0.8864
R2	0.8948	0.8948	0.8854
R1	0.8891	0.8891	0.8843	0.8863
PP	0.8834	0.8834	0.8834	0.8820
S1	0.8777	0.8777	0.8823	0.8749
S2	0.8720	0.8720	0.8812
S3	0.8606	0.8663	0.8802
S4	0.8492	0.8549	0.8770

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	0.9028	0.8778	0.0250	2.8%	0.0094	1.1%	22%	False	True	82,604
10	0.9108	0.8778	0.0330	3.7%	0.0092	1.0%	17%	False	True	54,794
20	0.9370	0.8778	0.0592	6.7%	0.0096	1.1%	9%	False	True	28,318
40	0.9661	0.8778	0.0883	10.0%	0.0084	1.0%	6%	False	True	14,291
60	0.9661	0.8778	0.0883	10.0%	0.0075	0.9%	6%	False	True	9,568
80	0.9661	0.8778	0.0883	10.0%	0.0071	0.8%	6%	False	True	7,184
100	0.9661	0.8765	0.0896	10.1%	0.0063	0.7%	8%	False	False	5,748
120	0.9661	0.8765	0.0896	10.1%	0.0056	0.6%	8%	False	False	4,791

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0024
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9377
2.618	0.9190
1.618	0.9076
1.000	0.9006
0.618	0.8962
HIGH	0.8892
0.618	0.8848
0.500	0.8835
0.382	0.8822
LOW	0.8778
0.618	0.8708
1.000	0.8664
1.618	0.8594
2.618	0.8480
4.250	0.8294

Fisher Pivots for day following 18-Dec-2013
Pivot	1 day	3 day
R1	0.8835	0.8847
PP	0.8834	0.8842
S1	0.8834	0.8838

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

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