CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 06-Jan-2014

Day Change Summary
	Previous	Current
	03-Jan-2014	06-Jan-2014	Change	Change %	Previous Week
Open	0.8865	0.8909	0.0044	0.5%	0.8806
High	0.8964	0.8942	-0.0022	-0.2%	0.8964
Low	0.8843	0.8894	0.0051	0.6%	0.8789
Close	0.8933	0.8922	-0.0011	-0.1%	0.8933
Range	0.0121	0.0048	-0.0073	-60.3%	0.0175
ATR	0.0081	0.0079	-0.0002	-2.9%	0.0000
Volume	86,067	71,229	-14,838	-17.2%	222,470

Daily Pivots for day following 06-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9063	0.9041	0.8948
R3	0.9015	0.8993	0.8935
R2	0.8967	0.8967	0.8931
R1	0.8945	0.8945	0.8926	0.8956
PP	0.8919	0.8919	0.8919	0.8925
S1	0.8897	0.8897	0.8918	0.8908
S2	0.8871	0.8871	0.8913
S3	0.8823	0.8849	0.8909
S4	0.8775	0.8801	0.8896

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9420	0.9352	0.9029
R3	0.9245	0.9177	0.8981
R2	0.9070	0.9070	0.8965
R1	0.9002	0.9002	0.8949	0.9036
PP	0.8895	0.8895	0.8895	0.8913
S1	0.8827	0.8827	0.8917	0.8861
S2	0.8720	0.8720	0.8901
S3	0.8545	0.8652	0.8885
S4	0.8370	0.8477	0.8837

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8964	0.8789	0.0175	2.0%	0.0084	0.9%	76%	False	False	58,739
10	0.8964	0.8789	0.0175	2.0%	0.0068	0.8%	76%	False	False	48,257
20	0.9108	0.8772	0.0336	3.8%	0.0080	0.9%	45%	False	False	54,549
40	0.9445	0.8772	0.0673	7.5%	0.0084	0.9%	22%	False	False	27,948
60	0.9661	0.8772	0.0889	10.0%	0.0078	0.9%	17%	False	False	18,690
80	0.9661	0.8772	0.0889	10.0%	0.0074	0.8%	17%	False	False	14,035
100	0.9661	0.8772	0.0889	10.0%	0.0066	0.7%	17%	False	False	11,230
120	0.9661	0.8765	0.0896	10.0%	0.0060	0.7%	18%	False	False	9,359

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9146
2.618	0.9068
1.618	0.9020
1.000	0.8990
0.618	0.8972
HIGH	0.8942
0.618	0.8924
0.500	0.8918
0.382	0.8912
LOW	0.8894
0.618	0.8864
1.000	0.8846
1.618	0.8816
2.618	0.8768
4.250	0.8690

Fisher Pivots for day following 06-Jan-2014
Pivot	1 day	3 day
R1	0.8921	0.8909
PP	0.8919	0.8896
S1	0.8918	0.8883

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

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