CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 09-Jan-2014

Day Change Summary
	Previous	Current
	08-Jan-2014	09-Jan-2014	Change	Change %	Previous Week
Open	0.8873	0.8850	-0.0023	-0.3%	0.8806
High	0.8915	0.8875	-0.0040	-0.4%	0.8964
Low	0.8857	0.8827	-0.0030	-0.3%	0.8789
Close	0.8869	0.8851	-0.0018	-0.2%	0.8933
Range	0.0058	0.0048	-0.0010	-17.2%	0.0175
ATR	0.0077	0.0075	-0.0002	-2.7%	0.0000
Volume	90,163	72,467	-17,696	-19.6%	222,470

Daily Pivots for day following 09-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8995	0.8971	0.8877
R3	0.8947	0.8923	0.8864
R2	0.8899	0.8899	0.8860
R1	0.8875	0.8875	0.8855	0.8887
PP	0.8851	0.8851	0.8851	0.8857
S1	0.8827	0.8827	0.8847	0.8839
S2	0.8803	0.8803	0.8842
S3	0.8755	0.8779	0.8838
S4	0.8707	0.8731	0.8825

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	0.8827	0.0137	1.5%	0.0070	0.8%	18%	False	True	80,180
10	0.8964	0.8789	0.0175	2.0%	0.0072	0.8%	35%	False	False	59,764
20	0.9098	0.8772	0.0326	3.7%	0.0075	0.9%	24%	False	False	63,275
40	0.9375	0.8772	0.0603	6.8%	0.0082	0.9%	13%	False	False	34,012
60	0.9661	0.8772	0.0889	10.0%	0.0078	0.9%	9%	False	False	22,743
80	0.9661	0.8772	0.0889	10.0%	0.0074	0.8%	9%	False	False	17,079
100	0.9661	0.8772	0.0889	10.0%	0.0068	0.8%	9%	False	False	13,666
120	0.9661	0.8765	0.0896	10.1%	0.0061	0.7%	10%	False	False	11,389

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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9079
2.618	0.9001
1.618	0.8953
1.000	0.8923
0.618	0.8905
HIGH	0.8875
0.618	0.8857
0.500	0.8851
0.382	0.8845
LOW	0.8827
0.618	0.8797
1.000	0.8779
1.618	0.8749
2.618	0.8701
4.250	0.8623

Fisher Pivots for day following 09-Jan-2014
Pivot	1 day	3 day
R1	0.8851	0.8879
PP	0.8851	0.8869
S1	0.8851	0.8860

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

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