CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 30-Dec-2013

Day Change Summary
	Previous	Current
	27-Dec-2013	30-Dec-2013	Change	Change %	Previous Week
Open	0.8835	0.8806	-0.0029	-0.3%	0.8873
High	0.8883	0.8886	0.0003	0.0%	0.8911
Low	0.8816	0.8789	-0.0027	-0.3%	0.8816
Close	0.8820	0.8867	0.0047	0.5%	0.8820
Range	0.0067	0.0097	0.0030	44.8%	0.0095
ATR	0.0077	0.0078	0.0001	1.9%	0.0000
Volume	47,812	44,836	-2,976	-6.2%	118,276

Daily Pivots for day following 30-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9138	0.9100	0.8920
R3	0.9041	0.9003	0.8894
R2	0.8944	0.8944	0.8885
R1	0.8906	0.8906	0.8876	0.8925
PP	0.8847	0.8847	0.8847	0.8857
S1	0.8809	0.8809	0.8858	0.8828
S2	0.8750	0.8750	0.8849
S3	0.8653	0.8712	0.8840
S4	0.8556	0.8615	0.8814

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9134	0.9072	0.8872
R3	0.9039	0.8977	0.8846
R2	0.8944	0.8944	0.8837
R1	0.8882	0.8882	0.8829	0.8866
PP	0.8849	0.8849	0.8849	0.8841
S1	0.8787	0.8787	0.8811	0.8771
S2	0.8754	0.8754	0.8803
S3	0.8659	0.8692	0.8794
S4	0.8564	0.8597	0.8768

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8911	0.8789	0.0122	1.4%	0.0056	0.6%	64%	False	True	32,622
10	0.8916	0.8772	0.0144	1.6%	0.0067	0.8%	66%	False	False	54,043
20	0.9108	0.8772	0.0336	3.8%	0.0082	0.9%	28%	False	False	42,807
40	0.9454	0.8772	0.0682	7.7%	0.0082	0.9%	14%	False	False	21,750
60	0.9661	0.8772	0.0889	10.0%	0.0076	0.9%	11%	False	False	14,552
80	0.9661	0.8772	0.0889	10.0%	0.0073	0.8%	11%	False	False	10,926
100	0.9661	0.8772	0.0889	10.0%	0.0065	0.7%	11%	False	False	8,742
120	0.9661	0.8765	0.0896	10.1%	0.0058	0.7%	11%	False	False	7,285

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9298
2.618	0.9140
1.618	0.9043
1.000	0.8983
0.618	0.8946
HIGH	0.8886
0.618	0.8849
0.500	0.8838
0.382	0.8826
LOW	0.8789
0.618	0.8729
1.000	0.8692
1.618	0.8632
2.618	0.8535
4.250	0.8377

Fisher Pivots for day following 30-Dec-2013
Pivot	1 day	3 day
R1	0.8857	0.8857
PP	0.8847	0.8847
S1	0.8838	0.8838

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

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