CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 14-Mar-2014

Day Change Summary
	Previous	Current
	13-Mar-2014	14-Mar-2014	Change	Change %	Previous Week
Open	0.8989	0.9038	0.0049	0.5%	0.9051
High	0.9102	0.9049	-0.0053	-0.6%	0.9102
Low	0.8982	0.8997	0.0015	0.2%	0.8920
Close	0.9019	0.9022	0.0003	0.0%	0.9022
Range	0.0120	0.0052	-0.0068	-56.7%	0.0182
ATR	0.0084	0.0082	-0.0002	-2.7%	0.0000
Volume	137,157	22,943	-114,214	-83.3%	443,135

Daily Pivots for day following 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9179	0.9152	0.9051
R3	0.9127	0.9100	0.9036
R2	0.9075	0.9075	0.9032
R1	0.9048	0.9048	0.9027	0.9036
PP	0.9023	0.9023	0.9023	0.9016
S1	0.8996	0.8996	0.9017	0.8984
S2	0.8971	0.8971	0.9012
S3	0.8919	0.8944	0.9008
S4	0.8867	0.8892	0.8993

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9561	0.9473	0.9122
R3	0.9379	0.9291	0.9072
R2	0.9197	0.9197	0.9055
R1	0.9109	0.9109	0.9039	0.9062
PP	0.9015	0.9015	0.9015	0.8991
S1	0.8927	0.8927	0.9005	0.8880
S2	0.8833	0.8833	0.8989
S3	0.8651	0.8745	0.8972
S4	0.8469	0.8563	0.8922

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9102	0.8920	0.0182	2.0%	0.0077	0.9%	56%	False	False	88,627
10	0.9134	0.8882	0.0252	2.8%	0.0080	0.9%	56%	False	False	86,347
20	0.9134	0.8882	0.0252	2.8%	0.0077	0.9%	56%	False	False	83,580
40	0.9134	0.8632	0.0502	5.6%	0.0088	1.0%	78%	False	False	87,592
60	0.9134	0.8632	0.0502	5.6%	0.0084	0.9%	78%	False	False	81,505
80	0.9375	0.8632	0.0743	8.2%	0.0086	1.0%	52%	False	False	65,951
100	0.9661	0.8632	0.1029	11.4%	0.0083	0.9%	38%	False	False	52,808
120	0.9661	0.8632	0.1029	11.4%	0.0079	0.9%	38%	False	False	44,025

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.9270
2.618	0.9185
1.618	0.9133
1.000	0.9101
0.618	0.9081
HIGH	0.9049
0.618	0.9029
0.500	0.9023
0.382	0.9017
LOW	0.8997
0.618	0.8965
1.000	0.8945
1.618	0.8913
2.618	0.8861
4.250	0.8776

Fisher Pivots for day following 14-Mar-2014
Pivot	1 day	3 day
R1	0.9023	0.9018
PP	0.9023	0.9015
S1	0.9022	0.9011

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

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