CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 19-Feb-2014

Day Change Summary
	Previous	Current
	18-Feb-2014	19-Feb-2014	Change	Change %	Previous Week
Open	0.9033	0.9005	-0.0028	-0.3%	0.8932
High	0.9065	0.9029	-0.0036	-0.4%	0.9048
Low	0.8985	0.8974	-0.0011	-0.1%	0.8887
Close	0.9017	0.8988	-0.0029	-0.3%	0.9018
Range	0.0080	0.0055	-0.0025	-31.3%	0.0161
ATR	0.0091	0.0088	-0.0003	-2.8%	0.0000
Volume	102,203	73,283	-28,920	-28.3%	359,686

Daily Pivots for day following 19-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9162	0.9130	0.9018
R3	0.9107	0.9075	0.9003
R2	0.9052	0.9052	0.8998
R1	0.9020	0.9020	0.8993	0.9009
PP	0.8997	0.8997	0.8997	0.8991
S1	0.8965	0.8965	0.8983	0.8954
S2	0.8942	0.8942	0.8978
S3	0.8887	0.8910	0.8973
S4	0.8832	0.8855	0.8958

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	0.9065	0.8910	0.0155	1.7%	0.0076	0.9%	50%	False	False	78,598
10	0.9065	0.8851	0.0214	2.4%	0.0074	0.8%	64%	False	False	77,850
20	0.9065	0.8632	0.0433	4.8%	0.0095	1.1%	82%	False	False	88,466
40	0.9065	0.8632	0.0433	4.8%	0.0086	1.0%	82%	False	False	80,305
60	0.9262	0.8632	0.0630	7.0%	0.0088	1.0%	57%	False	False	64,060
80	0.9575	0.8632	0.0943	10.5%	0.0084	0.9%	38%	False	False	48,118
100	0.9661	0.8632	0.1029	11.4%	0.0080	0.9%	35%	False	False	38,520
120	0.9661	0.8632	0.1029	11.4%	0.0077	0.9%	35%	False	False	32,105

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0017
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9263
2.618	0.9173
1.618	0.9118
1.000	0.9084
0.618	0.9063
HIGH	0.9029
0.618	0.9008
0.500	0.9002
0.382	0.8995
LOW	0.8974
0.618	0.8940
1.000	0.8919
1.618	0.8885
2.618	0.8830
4.250	0.8740

Fisher Pivots for day following 19-Feb-2014
Pivot	1 day	3 day
R1	0.9002	0.9010
PP	0.8997	0.9002
S1	0.8993	0.8995

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

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