CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 05-Mar-2014

Day Change Summary
	Previous	Current
	04-Mar-2014	05-Mar-2014	Change	Change %	Previous Week
Open	0.8925	0.8945	0.0020	0.2%	0.8958
High	0.8964	0.9009	0.0045	0.5%	0.9037
Low	0.8902	0.8928	0.0026	0.3%	0.8894
Close	0.8935	0.8976	0.0041	0.5%	0.8920
Range	0.0062	0.0081	0.0019	30.6%	0.0143
ATR	0.0080	0.0080	0.0000	0.1%	0.0000
Volume	72,067	70,845	-1,222	-1.7%	411,934

Daily Pivots for day following 05-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9214	0.9176	0.9021
R3	0.9133	0.9095	0.8998
R2	0.9052	0.9052	0.8991
R1	0.9014	0.9014	0.8983	0.9033
PP	0.8971	0.8971	0.8971	0.8981
S1	0.8933	0.8933	0.8969	0.8952
S2	0.8890	0.8890	0.8961
S3	0.8809	0.8852	0.8954
S4	0.8728	0.8771	0.8931

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	0.9009	0.8882	0.0127	1.4%	0.0068	0.8%	74%	True	False	82,367
10	0.9037	0.8882	0.0155	1.7%	0.0073	0.8%	61%	False	False	78,501
20	0.9065	0.8851	0.0214	2.4%	0.0073	0.8%	58%	False	False	78,176
40	0.9065	0.8632	0.0433	4.8%	0.0088	1.0%	79%	False	False	87,866
60	0.9108	0.8632	0.0476	5.3%	0.0085	0.9%	72%	False	False	76,760
80	0.9445	0.8632	0.0813	9.1%	0.0086	1.0%	42%	False	False	57,907
100	0.9661	0.8632	0.1029	11.5%	0.0082	0.9%	33%	False	False	46,361
120	0.9661	0.8632	0.1029	11.5%	0.0079	0.9%	33%	False	False	38,645

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9353
2.618	0.9221
1.618	0.9140
1.000	0.9090
0.618	0.9059
HIGH	0.9009
0.618	0.8978
0.500	0.8969
0.382	0.8959
LOW	0.8928
0.618	0.8878
1.000	0.8847
1.618	0.8797
2.618	0.8716
4.250	0.8584

Fisher Pivots for day following 05-Mar-2014
Pivot	1 day	3 day
R1	0.8974	0.8966
PP	0.8971	0.8956
S1	0.8969	0.8946

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

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