CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 24-Jan-2014

Day Change Summary
	Previous	Current
	23-Jan-2014	24-Jan-2014	Change	Change %	Previous Week
Open	0.8815	0.8728	-0.0087	-1.0%	0.8740
High	0.8820	0.8746	-0.0074	-0.8%	0.8858
Low	0.8702	0.8632	-0.0070	-0.8%	0.8632
Close	0.8731	0.8684	-0.0047	-0.5%	0.8684
Range	0.0118	0.0114	-0.0004	-3.4%	0.0226
ATR	0.0088	0.0090	0.0002	2.1%	0.0000
Volume	125,339	119,582	-5,757	-4.6%	440,921

Daily Pivots for day following 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9029	0.8971	0.8747
R3	0.8915	0.8857	0.8715
R2	0.8801	0.8801	0.8705
R1	0.8743	0.8743	0.8694	0.8715
PP	0.8687	0.8687	0.8687	0.8674
S1	0.8629	0.8629	0.8674	0.8601
S2	0.8573	0.8573	0.8663
S3	0.8459	0.8515	0.8653
S4	0.8345	0.8401	0.8621

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9403	0.9269	0.8808
R3	0.9177	0.9043	0.8746
R2	0.8951	0.8951	0.8725
R1	0.8817	0.8817	0.8705	0.8771
PP	0.8725	0.8725	0.8725	0.8702
S1	0.8591	0.8591	0.8663	0.8545
S2	0.8499	0.8499	0.8643
S3	0.8273	0.8365	0.8622
S4	0.8047	0.8139	0.8560

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8858	0.8632	0.0226	2.6%	0.0096	1.1%	23%	False	True	102,293
10	0.9049	0.8632	0.0417	4.8%	0.0103	1.2%	12%	False	True	104,521
20	0.9049	0.8632	0.0417	4.8%	0.0087	1.0%	12%	False	True	82,142
40	0.9136	0.8632	0.0504	5.8%	0.0086	1.0%	10%	False	True	59,930
60	0.9461	0.8632	0.0829	9.5%	0.0083	1.0%	6%	False	True	40,137
80	0.9661	0.8632	0.1029	11.8%	0.0079	0.9%	5%	False	True	30,138
100	0.9661	0.8632	0.1029	11.8%	0.0076	0.9%	5%	False	True	24,118
120	0.9661	0.8632	0.1029	11.8%	0.0067	0.8%	5%	False	True	20,099

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9231
2.618	0.9044
1.618	0.8930
1.000	0.8860
0.618	0.8816
HIGH	0.8746
0.618	0.8702
0.500	0.8689
0.382	0.8676
LOW	0.8632
0.618	0.8562
1.000	0.8518
1.618	0.8448
2.618	0.8334
4.250	0.8148

Fisher Pivots for day following 24-Jan-2014
Pivot	1 day	3 day
R1	0.8689	0.8745
PP	0.8687	0.8725
S1	0.8686	0.8704

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

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