CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 30-Jan-2014

Day Change Summary
	Previous	Current
	29-Jan-2014	30-Jan-2014	Change	Change %	Previous Week
Open	0.8763	0.8709	-0.0054	-0.6%	0.8740
High	0.8800	0.8775	-0.0025	-0.3%	0.8858
Low	0.8696	0.8683	-0.0013	-0.1%	0.8632
Close	0.8718	0.8759	0.0041	0.5%	0.8684
Range	0.0104	0.0092	-0.0012	-11.5%	0.0226
ATR	0.0091	0.0091	0.0000	0.1%	0.0000
Volume	102,991	81,452	-21,539	-20.9%	440,921

Daily Pivots for day following 30-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9015	0.8979	0.8810
R3	0.8923	0.8887	0.8784
R2	0.8831	0.8831	0.8776
R1	0.8795	0.8795	0.8767	0.8813
PP	0.8739	0.8739	0.8739	0.8748
S1	0.8703	0.8703	0.8751	0.8721
S2	0.8647	0.8647	0.8742
S3	0.8555	0.8611	0.8734
S4	0.8463	0.8519	0.8708

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	0.8800	0.8632	0.0168	1.9%	0.0098	1.1%	76%	False	False	93,763
10	0.8877	0.8632	0.0245	2.8%	0.0099	1.1%	52%	False	False	98,113
20	0.9049	0.8632	0.0417	4.8%	0.0093	1.1%	30%	False	False	92,730
40	0.9108	0.8632	0.0476	5.4%	0.0087	1.0%	27%	False	False	68,526
60	0.9454	0.8632	0.0822	9.4%	0.0085	1.0%	15%	False	False	45,941
80	0.9661	0.8632	0.1029	11.7%	0.0080	0.9%	12%	False	False	34,498
100	0.9661	0.8632	0.1029	11.7%	0.0076	0.9%	12%	False	False	27,609
120	0.9661	0.8632	0.1029	11.7%	0.0069	0.8%	12%	False	False	23,009

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	0.9166
2.618	0.9016
1.618	0.8924
1.000	0.8867
0.618	0.8832
HIGH	0.8775
0.618	0.8740
0.500	0.8729
0.382	0.8718
LOW	0.8683
0.618	0.8626
1.000	0.8591
1.618	0.8534
2.618	0.8442
4.250	0.8292

Fisher Pivots for day following 30-Jan-2014
Pivot	1 day	3 day
R1	0.8749	0.8753
PP	0.8739	0.8747
S1	0.8729	0.8742

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

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