CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 15-Jan-2014

Day Change Summary
	Previous	Current
	14-Jan-2014	15-Jan-2014	Change	Change %	Previous Week
Open	0.9019	0.8920	-0.0099	-1.1%	0.8909
High	0.9021	0.8935	-0.0086	-1.0%	0.8967
Low	0.8918	0.8851	-0.0067	-0.8%	0.8827
Close	0.8921	0.8873	-0.0048	-0.5%	0.8954
Range	0.0103	0.0084	-0.0019	-18.4%	0.0140
ATR	0.0082	0.0082	0.0000	0.2%	0.0000
Volume	96,059	90,320	-5,739	-6.0%	445,397

Daily Pivots for day following 15-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9138	0.9090	0.8919
R3	0.9054	0.9006	0.8896
R2	0.8970	0.8970	0.8888
R1	0.8922	0.8922	0.8881	0.8904
PP	0.8886	0.8886	0.8886	0.8878
S1	0.8838	0.8838	0.8865	0.8820
S2	0.8802	0.8802	0.8858
S3	0.8718	0.8754	0.8850
S4	0.8634	0.8670	0.8827

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9336	0.9285	0.9031
R3	0.9196	0.9145	0.8993
R2	0.9056	0.9056	0.8980
R1	0.9005	0.9005	0.8967	0.9031
PP	0.8916	0.8916	0.8916	0.8929
S1	0.8865	0.8865	0.8941	0.8891
S2	0.8776	0.8776	0.8928
S3	0.8636	0.8725	0.8916
S4	0.8496	0.8585	0.8877

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9049	0.8827	0.0222	2.5%	0.0093	1.0%	21%	False	False	97,156
10	0.9049	0.8801	0.0248	2.8%	0.0087	1.0%	29%	False	False	87,347
20	0.9049	0.8772	0.0277	3.1%	0.0077	0.9%	36%	False	False	69,331
40	0.9375	0.8772	0.0603	6.8%	0.0085	1.0%	17%	False	False	44,311
60	0.9661	0.8772	0.0889	10.0%	0.0080	0.9%	11%	False	False	29,619
80	0.9661	0.8772	0.0889	10.0%	0.0074	0.8%	11%	False	False	22,242
100	0.9661	0.8772	0.0889	10.0%	0.0071	0.8%	11%	False	False	17,799
120	0.9661	0.8765	0.0896	10.1%	0.0065	0.7%	12%	False	False	14,833

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9292
2.618	0.9155
1.618	0.9071
1.000	0.9019
0.618	0.8987
HIGH	0.8935
0.618	0.8903
0.500	0.8893
0.382	0.8883
LOW	0.8851
0.618	0.8799
1.000	0.8767
1.618	0.8715
2.618	0.8631
4.250	0.8494

Fisher Pivots for day following 15-Jan-2014
Pivot	1 day	3 day
R1	0.8893	0.8950
PP	0.8886	0.8924
S1	0.8880	0.8899

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

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