CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 13-Mar-2014

Day Change Summary
	Previous	Current
	12-Mar-2014	13-Mar-2014	Change	Change %	Previous Week
Open	0.8973	0.8989	0.0016	0.2%	0.8900
High	0.8990	0.9102	0.0112	1.2%	0.9134
Low	0.8920	0.8982	0.0062	0.7%	0.8882
Close	0.8982	0.9019	0.0037	0.4%	0.9062
Range	0.0070	0.0120	0.0050	71.4%	0.0252
ATR	0.0081	0.0084	0.0003	3.4%	0.0000
Volume	110,001	137,157	27,156	24.7%	420,341

Daily Pivots for day following 13-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9394	0.9327	0.9085
R3	0.9274	0.9207	0.9052
R2	0.9154	0.9154	0.9041
R1	0.9087	0.9087	0.9030	0.9121
PP	0.9034	0.9034	0.9034	0.9051
S1	0.8967	0.8967	0.9008	0.9001
S2	0.8914	0.8914	0.8997
S3	0.8794	0.8847	0.8986
S4	0.8674	0.8727	0.8953

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	0.8920	0.0214	2.4%	0.0082	0.9%	46%	False	False	103,319
10	0.9134	0.8882	0.0252	2.8%	0.0083	0.9%	54%	False	False	93,084
20	0.9134	0.8882	0.0252	2.8%	0.0080	0.9%	54%	False	False	86,498
40	0.9134	0.8632	0.0502	5.6%	0.0088	1.0%	77%	False	False	89,276
60	0.9134	0.8632	0.0502	5.6%	0.0084	0.9%	77%	False	False	82,116
80	0.9375	0.8632	0.0743	8.2%	0.0086	1.0%	52%	False	False	65,668
100	0.9661	0.8632	0.1029	11.4%	0.0083	0.9%	38%	False	False	52,580
120	0.9661	0.8632	0.1029	11.4%	0.0079	0.9%	38%	False	False	43,834

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	0.9612
2.618	0.9416
1.618	0.9296
1.000	0.9222
0.618	0.9176
HIGH	0.9102
0.618	0.9056
0.500	0.9042
0.382	0.9028
LOW	0.8982
0.618	0.8908
1.000	0.8862
1.618	0.8788
2.618	0.8668
4.250	0.8472

Fisher Pivots for day following 13-Mar-2014
Pivot	1 day	3 day
R1	0.9042	0.9016
PP	0.9034	0.9014
S1	0.9027	0.9011

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

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