CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 16-Jan-2014

Day Change Summary
	Previous	Current
	15-Jan-2014	16-Jan-2014	Change	Change %	Previous Week
Open	0.8920	0.8870	-0.0050	-0.6%	0.8909
High	0.8935	0.8877	-0.0058	-0.6%	0.8967
Low	0.8851	0.8743	-0.0108	-1.2%	0.8827
Close	0.8873	0.8782	-0.0091	-1.0%	0.8954
Range	0.0084	0.0134	0.0050	59.5%	0.0140
ATR	0.0082	0.0086	0.0004	4.5%	0.0000
Volume	90,320	120,435	30,115	33.3%	445,397

Daily Pivots for day following 16-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9203	0.9126	0.8856
R3	0.9069	0.8992	0.8819
R2	0.8935	0.8935	0.8807
R1	0.8858	0.8858	0.8794	0.8830
PP	0.8801	0.8801	0.8801	0.8786
S1	0.8724	0.8724	0.8770	0.8696
S2	0.8667	0.8667	0.8757
S3	0.8533	0.8590	0.8745
S4	0.8399	0.8456	0.8708

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	0.8743	0.0306	3.5%	0.0110	1.3%	13%	False	True	106,749
10	0.9049	0.8743	0.0306	3.5%	0.0090	1.0%	13%	False	True	93,465
20	0.9049	0.8743	0.0306	3.5%	0.0080	0.9%	13%	False	True	71,719
40	0.9375	0.8743	0.0632	7.2%	0.0087	1.0%	6%	False	True	47,313
60	0.9661	0.8743	0.0918	10.5%	0.0082	0.9%	4%	False	True	31,622
80	0.9661	0.8743	0.0918	10.5%	0.0076	0.9%	4%	False	True	23,747
100	0.9661	0.8743	0.0918	10.5%	0.0072	0.8%	4%	False	True	19,004
120	0.9661	0.8743	0.0918	10.5%	0.0066	0.7%	4%	False	True	15,837

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	0.0013
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.9447
2.618	0.9228
1.618	0.9094
1.000	0.9011
0.618	0.8960
HIGH	0.8877
0.618	0.8826
0.500	0.8810
0.382	0.8794
LOW	0.8743
0.618	0.8660
1.000	0.8609
1.618	0.8526
2.618	0.8392
4.250	0.8174

Fisher Pivots for day following 16-Jan-2014
Pivot	1 day	3 day
R1	0.8810	0.8882
PP	0.8801	0.8849
S1	0.8791	0.8815

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

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