CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 25-Feb-2014

Day Change Summary
	Previous	Current
	24-Feb-2014	25-Feb-2014	Change	Change %	Previous Week
Open	0.8958	0.9022	0.0064	0.7%	0.9033
High	0.9037	0.9033	-0.0004	0.0%	0.9065
Low	0.8925	0.8992	0.0067	0.8%	0.8923
Close	0.9026	0.9005	-0.0021	-0.2%	0.8959
Range	0.0112	0.0041	-0.0071	-63.4%	0.0142
ATR	0.0088	0.0085	-0.0003	-3.8%	0.0000
Volume	67,678	62,004	-5,674	-8.4%	331,031

Daily Pivots for day following 25-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9133	0.9110	0.9028
R3	0.9092	0.9069	0.9016
R2	0.9051	0.9051	0.9013
R1	0.9028	0.9028	0.9009	0.9019
PP	0.9010	0.9010	0.9010	0.9006
S1	0.8987	0.8987	0.9001	0.8978
S2	0.8969	0.8969	0.8997
S3	0.8928	0.8946	0.8994
S4	0.8887	0.8905	0.8982

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	0.9037	0.8923	0.0114	1.3%	0.0071	0.8%	72%	False	False	71,702
10	0.9065	0.8910	0.0155	1.7%	0.0079	0.9%	61%	False	False	77,187
20	0.9065	0.8670	0.0395	4.4%	0.0089	1.0%	85%	False	False	82,166
40	0.9065	0.8632	0.0433	4.8%	0.0089	1.0%	86%	False	False	83,909
60	0.9108	0.8632	0.0476	5.3%	0.0087	1.0%	78%	False	False	68,710
80	0.9454	0.8632	0.0822	9.1%	0.0085	0.9%	45%	False	False	51,677
100	0.9661	0.8632	0.1029	11.4%	0.0080	0.9%	36%	False	False	41,370
120	0.9661	0.8632	0.1029	11.4%	0.0078	0.9%	36%	False	False	34,482

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	0.9207
2.618	0.9140
1.618	0.9099
1.000	0.9074
0.618	0.9058
HIGH	0.9033
0.618	0.9017
0.500	0.9013
0.382	0.9008
LOW	0.8992
0.618	0.8967
1.000	0.8951
1.618	0.8926
2.618	0.8885
4.250	0.8818

Fisher Pivots for day following 25-Feb-2014
Pivot	1 day	3 day
R1	0.9013	0.8997
PP	0.9010	0.8989
S1	0.9008	0.8981

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

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