CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 31-Dec-2013

Day Change Summary
	Previous	Current
	30-Dec-2013	31-Dec-2013	Change	Change %	Previous Week
Open	0.8806	0.8859	0.0053	0.6%	0.8873
High	0.8886	0.8909	0.0023	0.3%	0.8911
Low	0.8789	0.8858	0.0069	0.8%	0.8816
Close	0.8867	0.8882	0.0015	0.2%	0.8820
Range	0.0097	0.0051	-0.0046	-47.4%	0.0095
ATR	0.0078	0.0076	-0.0002	-2.5%	0.0000
Volume	44,836	32,310	-12,526	-27.9%	118,276

Daily Pivots for day following 31-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9036	0.9010	0.8910
R3	0.8985	0.8959	0.8896
R2	0.8934	0.8934	0.8891
R1	0.8908	0.8908	0.8887	0.8921
PP	0.8883	0.8883	0.8883	0.8890
S1	0.8857	0.8857	0.8877	0.8870
S2	0.8832	0.8832	0.8873
S3	0.8781	0.8806	0.8868
S4	0.8730	0.8755	0.8854

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	0.8909	0.8789	0.0120	1.4%	0.0058	0.7%	78%	True	False	31,602
10	0.8911	0.8772	0.0139	1.6%	0.0067	0.7%	79%	False	False	51,315
20	0.9108	0.8772	0.0336	3.8%	0.0081	0.9%	33%	False	False	44,322
40	0.9454	0.8772	0.0682	7.7%	0.0082	0.9%	16%	False	False	22,546
60	0.9661	0.8772	0.0889	10.0%	0.0076	0.9%	12%	False	False	15,088
80	0.9661	0.8772	0.0889	10.0%	0.0072	0.8%	12%	False	False	11,329
100	0.9661	0.8772	0.0889	10.0%	0.0065	0.7%	12%	False	False	9,065
120	0.9661	0.8765	0.0896	10.1%	0.0058	0.7%	13%	False	False	7,554

Crabel Price Patterns
NR	True
NR4	False
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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9126
2.618	0.9043
1.618	0.8992
1.000	0.8960
0.618	0.8941
HIGH	0.8909
0.618	0.8890
0.500	0.8884
0.382	0.8877
LOW	0.8858
0.618	0.8826
1.000	0.8807
1.618	0.8775
2.618	0.8724
4.250	0.8641

Fisher Pivots for day following 31-Dec-2013
Pivot	1 day	3 day
R1	0.8884	0.8871
PP	0.8883	0.8860
S1	0.8883	0.8849

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

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