CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 04-Mar-2014

Day Change Summary
	Previous	Current
	03-Mar-2014	04-Mar-2014	Change	Change %	Previous Week
Open	0.8900	0.8925	0.0025	0.3%	0.8958
High	0.8939	0.8964	0.0025	0.3%	0.9037
Low	0.8882	0.8902	0.0020	0.2%	0.8894
Close	0.8920	0.8935	0.0015	0.2%	0.8920
Range	0.0057	0.0062	0.0005	8.8%	0.0143
ATR	0.0081	0.0080	-0.0001	-1.7%	0.0000
Volume	74,622	72,067	-2,555	-3.4%	411,934

Daily Pivots for day following 04-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9120	0.9089	0.8969
R3	0.9058	0.9027	0.8952
R2	0.8996	0.8996	0.8946
R1	0.8965	0.8965	0.8941	0.8981
PP	0.8934	0.8934	0.8934	0.8941
S1	0.8903	0.8903	0.8929	0.8919
S2	0.8872	0.8872	0.8924
S3	0.8810	0.8841	0.8918
S4	0.8748	0.8779	0.8901

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9379	0.9293	0.8999
R3	0.9236	0.9150	0.8959
R2	0.9093	0.9093	0.8946
R1	0.9007	0.9007	0.8933	0.8979
PP	0.8950	0.8950	0.8950	0.8936
S1	0.8864	0.8864	0.8907	0.8836
S2	0.8807	0.8807	0.8894
S3	0.8664	0.8721	0.8881
S4	0.8521	0.8578	0.8841

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9014	0.8882	0.0132	1.5%	0.0069	0.8%	40%	False	False	85,788
10	0.9037	0.8882	0.0155	1.7%	0.0070	0.8%	34%	False	False	78,745
20	0.9065	0.8705	0.0360	4.0%	0.0080	0.9%	64%	False	False	81,148
40	0.9065	0.8632	0.0433	4.8%	0.0087	1.0%	70%	False	False	87,876
60	0.9108	0.8632	0.0476	5.3%	0.0085	0.9%	64%	False	False	75,667
80	0.9454	0.8632	0.0822	9.2%	0.0085	1.0%	37%	False	False	57,024
100	0.9661	0.8632	0.1029	11.5%	0.0081	0.9%	29%	False	False	45,654
120	0.9661	0.8632	0.1029	11.5%	0.0078	0.9%	29%	False	False	38,055

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9228
2.618	0.9126
1.618	0.9064
1.000	0.9026
0.618	0.9002
HIGH	0.8964
0.618	0.8940
0.500	0.8933
0.382	0.8926
LOW	0.8902
0.618	0.8864
1.000	0.8840
1.618	0.8802
2.618	0.8740
4.250	0.8639

Fisher Pivots for day following 04-Mar-2014
Pivot	1 day	3 day
R1	0.8934	0.8934
PP	0.8934	0.8933
S1	0.8933	0.8932

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

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