CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 21-Feb-2014

Day Change Summary
	Previous	Current
	20-Feb-2014	21-Feb-2014	Change	Change %	Previous Week
Open	0.8984	0.8996	0.0012	0.1%	0.9033
High	0.9008	0.9002	-0.0006	-0.1%	0.9065
Low	0.8923	0.8938	0.0015	0.2%	0.8923
Close	0.8984	0.8959	-0.0025	-0.3%	0.8959
Range	0.0085	0.0064	-0.0021	-24.7%	0.0142
ATR	0.0088	0.0086	-0.0002	-2.0%	0.0000
Volume	90,280	65,265	-25,015	-27.7%	331,031

Daily Pivots for day following 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9158	0.9123	0.8994
R3	0.9094	0.9059	0.8977
R2	0.9030	0.9030	0.8971
R1	0.8995	0.8995	0.8965	0.8981
PP	0.8966	0.8966	0.8966	0.8959
S1	0.8931	0.8931	0.8953	0.8917
S2	0.8902	0.8902	0.8947
S3	0.8838	0.8867	0.8941
S4	0.8774	0.8803	0.8924

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9408	0.9326	0.9037
R3	0.9266	0.9184	0.8998
R2	0.9124	0.9124	0.8985
R1	0.9042	0.9042	0.8972	0.9012
PP	0.8982	0.8982	0.8982	0.8968
S1	0.8900	0.8900	0.8946	0.8870
S2	0.8840	0.8840	0.8933
S3	0.8698	0.8758	0.8920
S4	0.8556	0.8616	0.8881

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9065	0.8923	0.0142	1.6%	0.0071	0.8%	25%	False	False	79,241
10	0.9065	0.8887	0.0178	2.0%	0.0076	0.9%	40%	False	False	77,662
20	0.9065	0.8632	0.0433	4.8%	0.0091	1.0%	76%	False	False	85,797
40	0.9065	0.8632	0.0433	4.8%	0.0087	1.0%	76%	False	False	81,494
60	0.9136	0.8632	0.0504	5.6%	0.0087	1.0%	65%	False	False	66,583
80	0.9524	0.8632	0.0892	10.0%	0.0085	0.9%	37%	False	False	50,057
100	0.9661	0.8632	0.1029	11.5%	0.0081	0.9%	32%	False	False	40,075
120	0.9661	0.8632	0.1029	11.5%	0.0077	0.9%	32%	False	False	33,401

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9274
2.618	0.9170
1.618	0.9106
1.000	0.9066
0.618	0.9042
HIGH	0.9002
0.618	0.8978
0.500	0.8970
0.382	0.8962
LOW	0.8938
0.618	0.8898
1.000	0.8874
1.618	0.8834
2.618	0.8770
4.250	0.8666

Fisher Pivots for day following 21-Feb-2014
Pivot	1 day	3 day
R1	0.8970	0.8976
PP	0.8966	0.8970
S1	0.8963	0.8965

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

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