CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 24-Dec-2013

Day Change Summary
	Previous	Current
	23-Dec-2013	24-Dec-2013	Change	Change %	Previous Week
Open	0.8873	0.8879	0.0006	0.1%	0.8897
High	0.8911	0.8889	-0.0022	-0.2%	0.8916
Low	0.8871	0.8861	-0.0010	-0.1%	0.8772
Close	0.8885	0.8878	-0.0007	-0.1%	0.8867
Range	0.0040	0.0028	-0.0012	-30.0%	0.0144
ATR	0.0084	0.0080	-0.0004	-4.8%	0.0000
Volume	37,408	20,528	-16,880	-45.1%	377,326

Daily Pivots for day following 24-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.8960	0.8947	0.8893
R3	0.8932	0.8919	0.8886
R2	0.8904	0.8904	0.8883
R1	0.8891	0.8891	0.8881	0.8884
PP	0.8876	0.8876	0.8876	0.8872
S1	0.8863	0.8863	0.8875	0.8856
S2	0.8848	0.8848	0.8873
S3	0.8820	0.8835	0.8870
S4	0.8792	0.8807	0.8863

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9284	0.9219	0.8946
R3	0.9140	0.9075	0.8907
R2	0.8996	0.8996	0.8893
R1	0.8931	0.8931	0.8880	0.8892
PP	0.8852	0.8852	0.8852	0.8832
S1	0.8787	0.8787	0.8854	0.8748
S2	0.8708	0.8708	0.8841
S3	0.8564	0.8643	0.8827
S4	0.8420	0.8499	0.8788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8911	0.8772	0.0139	1.6%	0.0065	0.7%	76%	False	False	60,598
10	0.9098	0.8772	0.0326	3.7%	0.0079	0.9%	33%	False	False	66,786
20	0.9136	0.8772	0.0364	4.1%	0.0085	1.0%	29%	False	False	37,718
40	0.9461	0.8772	0.0689	7.8%	0.0081	0.9%	15%	False	False	19,134
60	0.9661	0.8772	0.0889	10.0%	0.0076	0.9%	12%	False	False	12,804
80	0.9661	0.8772	0.0889	10.0%	0.0073	0.8%	12%	False	False	9,612
100	0.9661	0.8772	0.0889	10.0%	0.0063	0.7%	12%	False	False	7,690
120	0.9661	0.8765	0.0896	10.1%	0.0056	0.6%	13%	False	False	6,409

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	0.0018
Narrowest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	0.9008
2.618	0.8962
1.618	0.8934
1.000	0.8917
0.618	0.8906
HIGH	0.8889
0.618	0.8878
0.500	0.8875
0.382	0.8872
LOW	0.8861
0.618	0.8844
1.000	0.8833
1.618	0.8816
2.618	0.8788
4.250	0.8742

Fisher Pivots for day following 24-Dec-2013
Pivot	1 day	3 day
R1	0.8877	0.8871
PP	0.8876	0.8863
S1	0.8875	0.8856

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

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