CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 06-Feb-2014

Day Change Summary
	Previous	Current
	05-Feb-2014	06-Feb-2014	Change	Change %	Previous Week
Open	0.8894	0.8899	0.0005	0.1%	0.8666
High	0.8915	0.8959	0.0044	0.5%	0.8800
Low	0.8851	0.8896	0.0045	0.5%	0.8649
Close	0.8884	0.8941	0.0057	0.6%	0.8721
Range	0.0064	0.0063	-0.0001	-1.6%	0.0151
ATR	0.0100	0.0098	-0.0002	-1.8%	0.0000
Volume	84,723	72,705	-12,018	-14.2%	440,905

Daily Pivots for day following 06-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9121	0.9094	0.8976
R3	0.9058	0.9031	0.8958
R2	0.8995	0.8995	0.8953
R1	0.8968	0.8968	0.8947	0.8982
PP	0.8932	0.8932	0.8932	0.8939
S1	0.8905	0.8905	0.8935	0.8919
S2	0.8869	0.8869	0.8929
S3	0.8806	0.8842	0.8924
S4	0.8743	0.8779	0.8906

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	0.8959	0.8670	0.0289	3.2%	0.0114	1.3%	94%	True	False	94,103
10	0.8959	0.8632	0.0327	3.7%	0.0106	1.2%	94%	True	False	93,933
20	0.9049	0.8632	0.0417	4.7%	0.0101	1.1%	74%	False	False	96,871
40	0.9108	0.8632	0.0476	5.3%	0.0089	1.0%	65%	False	False	79,362
60	0.9375	0.8632	0.0743	8.3%	0.0088	1.0%	42%	False	False	53,764
80	0.9661	0.8632	0.1029	11.5%	0.0084	0.9%	30%	False	False	40,370
100	0.9661	0.8632	0.1029	11.5%	0.0080	0.9%	30%	False	False	32,313
120	0.9661	0.8632	0.1029	11.5%	0.0073	0.8%	30%	False	False	26,930

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0021
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.9227
2.618	0.9124
1.618	0.9061
1.000	0.9022
0.618	0.8998
HIGH	0.8959
0.618	0.8935
0.500	0.8928
0.382	0.8920
LOW	0.8896
0.618	0.8857
1.000	0.8833
1.618	0.8794
2.618	0.8731
4.250	0.8628

Fisher Pivots for day following 06-Feb-2014
Pivot	1 day	3 day
R1	0.8937	0.8905
PP	0.8932	0.8868
S1	0.8928	0.8832

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

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