CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 08-Jan-2014

Day Change Summary
	Previous	Current
	07-Jan-2014	08-Jan-2014	Change	Change %	Previous Week
Open	0.8925	0.8873	-0.0052	-0.6%	0.8806
High	0.8930	0.8915	-0.0015	-0.2%	0.8964
Low	0.8853	0.8857	0.0004	0.0%	0.8789
Close	0.8880	0.8869	-0.0011	-0.1%	0.8933
Range	0.0077	0.0058	-0.0019	-24.7%	0.0175
ATR	0.0079	0.0077	-0.0001	-1.9%	0.0000
Volume	80,976	90,163	9,187	11.3%	222,470

Daily Pivots for day following 08-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9054	0.9020	0.8901
R3	0.8996	0.8962	0.8885
R2	0.8938	0.8938	0.8880
R1	0.8904	0.8904	0.8874	0.8892
PP	0.8880	0.8880	0.8880	0.8875
S1	0.8846	0.8846	0.8864	0.8834
S2	0.8822	0.8822	0.8858
S3	0.8764	0.8788	0.8853
S4	0.8706	0.8730	0.8837

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	0.8801	0.0163	1.8%	0.0081	0.9%	42%	False	False	77,538
10	0.8964	0.8789	0.0175	2.0%	0.0070	0.8%	46%	False	False	54,570
20	0.9108	0.8772	0.0336	3.8%	0.0077	0.9%	29%	False	False	61,853
40	0.9375	0.8772	0.0603	6.8%	0.0082	0.9%	16%	False	False	32,210
60	0.9661	0.8772	0.0889	10.0%	0.0078	0.9%	11%	False	False	21,537
80	0.9661	0.8772	0.0889	10.0%	0.0074	0.8%	11%	False	False	16,173
100	0.9661	0.8772	0.0889	10.0%	0.0067	0.8%	11%	False	False	12,942
120	0.9661	0.8765	0.0896	10.1%	0.0061	0.7%	12%	False	False	10,785

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

Fibonacci Retracements and Extensions
4.250	0.9162
2.618	0.9067
1.618	0.9009
1.000	0.8973
0.618	0.8951
HIGH	0.8915
0.618	0.8893
0.500	0.8886
0.382	0.8879
LOW	0.8857
0.618	0.8821
1.000	0.8799
1.618	0.8763
2.618	0.8705
4.250	0.8611

Fisher Pivots for day following 08-Jan-2014
Pivot	1 day	3 day
R1	0.8886	0.8898
PP	0.8880	0.8888
S1	0.8875	0.8879

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

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