CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 14-Feb-2014

Day Change Summary
	Previous	Current
	13-Feb-2014	14-Feb-2014	Change	Change %	Previous Week
Open	0.8998	0.8956	-0.0042	-0.5%	0.8932
High	0.9023	0.9027	0.0004	0.0%	0.9048
Low	0.8910	0.8954	0.0044	0.5%	0.8887
Close	0.8971	0.9018	0.0047	0.5%	0.9018
Range	0.0113	0.0073	-0.0040	-35.4%	0.0161
ATR	0.0093	0.0092	-0.0001	-1.6%	0.0000
Volume	81,296	65,176	-16,120	-19.8%	359,686

Daily Pivots for day following 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9219	0.9191	0.9058
R3	0.9146	0.9118	0.9038
R2	0.9073	0.9073	0.9031
R1	0.9045	0.9045	0.9025	0.9059
PP	0.9000	0.9000	0.9000	0.9007
S1	0.8972	0.8972	0.9011	0.8986
S2	0.8927	0.8927	0.9005
S3	0.8854	0.8899	0.8998
S4	0.8781	0.8826	0.8978

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9467	0.9404	0.9107
R3	0.9306	0.9243	0.9062
R2	0.9145	0.9145	0.9048
R1	0.9082	0.9082	0.9033	0.9114
PP	0.8984	0.8984	0.8984	0.9000
S1	0.8921	0.8921	0.9003	0.8953
S2	0.8823	0.8823	0.8988
S3	0.8662	0.8760	0.8974
S4	0.8501	0.8599	0.8929

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9048	0.8887	0.0161	1.8%	0.0080	0.9%	81%	False	False	71,937
10	0.9048	0.8705	0.0343	3.8%	0.0092	1.0%	91%	False	False	82,443
20	0.9048	0.8632	0.0416	4.6%	0.0095	1.1%	93%	False	False	88,840
40	0.9049	0.8632	0.0417	4.6%	0.0087	1.0%	93%	False	False	80,279
60	0.9375	0.8632	0.0743	8.2%	0.0090	1.0%	52%	False	False	61,156
80	0.9661	0.8632	0.1029	11.4%	0.0085	0.9%	38%	False	False	45,927
100	0.9661	0.8632	0.1029	11.4%	0.0079	0.9%	38%	False	False	36,765
120	0.9661	0.8632	0.1029	11.4%	0.0076	0.8%	38%	False	False	30,643

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9337
2.618	0.9218
1.618	0.9145
1.000	0.9100
0.618	0.9072
HIGH	0.9027
0.618	0.8999
0.500	0.8991
0.382	0.8982
LOW	0.8954
0.618	0.8909
1.000	0.8881
1.618	0.8836
2.618	0.8763
4.250	0.8644

Fisher Pivots for day following 14-Feb-2014
Pivot	1 day	3 day
R1	0.9009	0.9005
PP	0.9000	0.8992
S1	0.8991	0.8979

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

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