CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 03-Feb-2014

Day Change Summary
	Previous	Current
	31-Jan-2014	03-Feb-2014	Change	Change %	Previous Week
Open	0.8761	0.8737	-0.0024	-0.3%	0.8666
High	0.8798	0.8817	0.0019	0.2%	0.8800
Low	0.8670	0.8714	0.0044	0.5%	0.8649
Close	0.8721	0.8730	0.0009	0.1%	0.8721
Range	0.0128	0.0103	-0.0025	-19.5%	0.0151
ATR	0.0093	0.0094	0.0001	0.7%	0.0000
Volume	91,671	91,125	-546	-0.6%	440,905

Daily Pivots for day following 03-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9063	0.8999	0.8787
R3	0.8960	0.8896	0.8758
R2	0.8857	0.8857	0.8749
R1	0.8793	0.8793	0.8739	0.8774
PP	0.8754	0.8754	0.8754	0.8744
S1	0.8690	0.8690	0.8721	0.8671
S2	0.8651	0.8651	0.8711
S3	0.8548	0.8587	0.8702
S4	0.8445	0.8484	0.8673

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9176	0.9100	0.8804
R3	0.9025	0.8949	0.8763
R2	0.8874	0.8874	0.8749
R1	0.8798	0.8798	0.8735	0.8836
PP	0.8723	0.8723	0.8723	0.8743
S1	0.8647	0.8647	0.8707	0.8685
S2	0.8572	0.8572	0.8693
S3	0.8421	0.8496	0.8679
S4	0.8270	0.8345	0.8638

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8817	0.8670	0.0147	1.7%	0.0104	1.2%	41%	True	False	89,859
10	0.8858	0.8632	0.0226	2.6%	0.0102	1.2%	43%	False	False	97,295
20	0.9049	0.8632	0.0417	4.8%	0.0093	1.1%	24%	False	False	94,603
40	0.9108	0.8632	0.0476	5.5%	0.0087	1.0%	21%	False	False	72,926
60	0.9454	0.8632	0.0822	9.4%	0.0087	1.0%	12%	False	False	48,983
80	0.9661	0.8632	0.1029	11.8%	0.0081	0.9%	10%	False	False	36,781
100	0.9661	0.8632	0.1029	11.8%	0.0078	0.9%	10%	False	False	29,437
120	0.9661	0.8632	0.1029	11.8%	0.0071	0.8%	10%	False	False	24,532

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9255
2.618	0.9087
1.618	0.8984
1.000	0.8920
0.618	0.8881
HIGH	0.8817
0.618	0.8778
0.500	0.8766
0.382	0.8753
LOW	0.8714
0.618	0.8650
1.000	0.8611
1.618	0.8547
2.618	0.8444
4.250	0.8276

Fisher Pivots for day following 03-Feb-2014
Pivot	1 day	3 day
R1	0.8766	0.8744
PP	0.8754	0.8739
S1	0.8742	0.8735

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

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