CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 02-Jan-2014

Day Change Summary
	Previous	Current
	31-Dec-2013	02-Jan-2014	Change	Change %	Previous Week
Open	0.8859	0.8827	-0.0032	-0.4%	0.8873
High	0.8909	0.8902	-0.0007	-0.1%	0.8911
Low	0.8858	0.8801	-0.0057	-0.6%	0.8816
Close	0.8882	0.8864	-0.0018	-0.2%	0.8820
Range	0.0051	0.0101	0.0050	98.0%	0.0095
ATR	0.0076	0.0078	0.0002	2.3%	0.0000
Volume	32,310	59,257	26,947	83.4%	118,276

Daily Pivots for day following 02-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9159	0.9112	0.8920
R3	0.9058	0.9011	0.8892
R2	0.8957	0.8957	0.8883
R1	0.8910	0.8910	0.8873	0.8934
PP	0.8856	0.8856	0.8856	0.8867
S1	0.8809	0.8809	0.8855	0.8833
S2	0.8755	0.8755	0.8845
S3	0.8654	0.8708	0.8836
S4	0.8553	0.8607	0.8808

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%	0.0073	0.8%	63%	False	False	39,348
10	0.8911	0.8772	0.0139	1.6%	0.0069	0.8%	66%	False	False	49,973
20	0.9108	0.8772	0.0336	3.8%	0.0082	0.9%	27%	False	False	47,136
40	0.9454	0.8772	0.0682	7.7%	0.0082	0.9%	13%	False	False	24,025
60	0.9661	0.8772	0.0889	10.0%	0.0077	0.9%	10%	False	False	16,073
80	0.9661	0.8772	0.0889	10.0%	0.0073	0.8%	10%	False	False	12,069
100	0.9661	0.8772	0.0889	10.0%	0.0065	0.7%	10%	False	False	9,657
120	0.9661	0.8765	0.0896	10.1%	0.0059	0.7%	11%	False	False	8,048

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9331
2.618	0.9166
1.618	0.9065
1.000	0.9003
0.618	0.8964
HIGH	0.8902
0.618	0.8863
0.500	0.8852
0.382	0.8840
LOW	0.8801
0.618	0.8739
1.000	0.8700
1.618	0.8638
2.618	0.8537
4.250	0.8372

Fisher Pivots for day following 02-Jan-2014
Pivot	1 day	3 day
R1	0.8860	0.8859
PP	0.8856	0.8854
S1	0.8852	0.8849

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

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