CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 07-Mar-2014

Day Change Summary
	Previous	Current
	06-Mar-2014	07-Mar-2014	Change	Change %	Previous Week
Open	0.8975	0.9078	0.0103	1.1%	0.8900
High	0.9108	0.9134	0.0026	0.3%	0.9134
Low	0.8967	0.9057	0.0090	1.0%	0.8882
Close	0.9090	0.9062	-0.0028	-0.3%	0.9062
Range	0.0141	0.0077	-0.0064	-45.4%	0.0252
ATR	0.0084	0.0084	-0.0001	-0.6%	0.0000
Volume	106,402	96,405	-9,997	-9.4%	420,341

Daily Pivots for day following 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9315	0.9266	0.9104
R3	0.9238	0.9189	0.9083
R2	0.9161	0.9161	0.9076
R1	0.9112	0.9112	0.9069	0.9098
PP	0.9084	0.9084	0.9084	0.9078
S1	0.9035	0.9035	0.9055	0.9021
S2	0.9007	0.9007	0.9048
S3	0.8930	0.8958	0.9041
S4	0.8853	0.8881	0.9020

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9782	0.9674	0.9201
R3	0.9530	0.9422	0.9131
R2	0.9278	0.9278	0.9108
R1	0.9170	0.9170	0.9085	0.9224
PP	0.9026	0.9026	0.9026	0.9053
S1	0.8918	0.8918	0.9039	0.8972
S2	0.8774	0.8774	0.9016
S3	0.8522	0.8666	0.8993
S4	0.8270	0.8414	0.8923

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9134	0.8882	0.0252	2.8%	0.0084	0.9%	71%	True	False	84,068
10	0.9134	0.8882	0.0252	2.8%	0.0080	0.9%	71%	True	False	83,227
20	0.9134	0.8882	0.0252	2.8%	0.0078	0.9%	71%	True	False	80,445
40	0.9134	0.8632	0.0502	5.5%	0.0090	1.0%	86%	True	False	88,658
60	0.9134	0.8632	0.0502	5.5%	0.0085	0.9%	86%	True	False	79,723
80	0.9375	0.8632	0.0743	8.2%	0.0086	0.9%	58%	False	False	60,434
100	0.9661	0.8632	0.1029	11.4%	0.0083	0.9%	42%	False	False	48,385
120	0.9661	0.8632	0.1029	11.4%	0.0079	0.9%	42%	False	False	40,335

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9461
2.618	0.9336
1.618	0.9259
1.000	0.9211
0.618	0.9182
HIGH	0.9134
0.618	0.9105
0.500	0.9096
0.382	0.9086
LOW	0.9057
0.618	0.9009
1.000	0.8980
1.618	0.8932
2.618	0.8855
4.250	0.8730

Fisher Pivots for day following 07-Mar-2014
Pivot	1 day	3 day
R1	0.9096	0.9052
PP	0.9084	0.9041
S1	0.9073	0.9031

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

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