CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 27-Jan-2014

Day Change Summary
	Previous	Current
	24-Jan-2014	27-Jan-2014	Change	Change %	Previous Week
Open	0.8728	0.8666	-0.0062	-0.7%	0.8740
High	0.8746	0.8733	-0.0013	-0.1%	0.8858
Low	0.8632	0.8649	0.0017	0.2%	0.8632
Close	0.8684	0.8723	0.0039	0.4%	0.8684
Range	0.0114	0.0084	-0.0030	-26.3%	0.0226
ATR	0.0090	0.0089	0.0000	-0.5%	0.0000
Volume	119,582	82,732	-36,850	-30.8%	440,921

Daily Pivots for day following 27-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8954	0.8922	0.8769
R3	0.8870	0.8838	0.8746
R2	0.8786	0.8786	0.8738
R1	0.8754	0.8754	0.8731	0.8770
PP	0.8702	0.8702	0.8702	0.8710
S1	0.8670	0.8670	0.8715	0.8686
S2	0.8618	0.8618	0.8708
S3	0.8534	0.8586	0.8700
S4	0.8450	0.8502	0.8677

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%	0.0100	1.1%	40%	False	False	104,730
10	0.9049	0.8632	0.0417	4.8%	0.0099	1.1%	22%	False	False	99,738
20	0.9049	0.8632	0.0417	4.8%	0.0089	1.0%	22%	False	False	85,653
40	0.9108	0.8632	0.0476	5.5%	0.0086	1.0%	19%	False	False	61,982
60	0.9454	0.8632	0.0822	9.4%	0.0084	1.0%	11%	False	False	41,514
80	0.9661	0.8632	0.1029	11.8%	0.0078	0.9%	9%	False	False	31,171
100	0.9661	0.8632	0.1029	11.8%	0.0076	0.9%	9%	False	False	24,945
120	0.9661	0.8632	0.1029	11.8%	0.0068	0.8%	9%	False	False	20,788

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9090
2.618	0.8953
1.618	0.8869
1.000	0.8817
0.618	0.8785
HIGH	0.8733
0.618	0.8701
0.500	0.8691
0.382	0.8681
LOW	0.8649
0.618	0.8597
1.000	0.8565
1.618	0.8513
2.618	0.8429
4.250	0.8292

Fisher Pivots for day following 27-Jan-2014
Pivot	1 day	3 day
R1	0.8712	0.8726
PP	0.8702	0.8725
S1	0.8691	0.8724

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

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