CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 17-Mar-2014

Day Change Summary
	Previous	Current
	14-Mar-2014	17-Mar-2014	Change	Change %	Previous Week
Open	0.9038	0.9021	-0.0017	-0.2%	0.9051
High	0.9049	0.9088	0.0039	0.4%	0.9102
Low	0.8997	0.9012	0.0015	0.2%	0.8920
Close	0.9022	0.9082	0.0060	0.7%	0.9022
Range	0.0052	0.0076	0.0024	46.2%	0.0182
ATR	0.0082	0.0081	0.0000	-0.5%	0.0000
Volume	22,943	1,212	-21,731	-94.7%	443,135

Daily Pivots for day following 17-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9289	0.9261	0.9124
R3	0.9213	0.9185	0.9103
R2	0.9137	0.9137	0.9096
R1	0.9109	0.9109	0.9089	0.9123
PP	0.9061	0.9061	0.9061	0.9068
S1	0.9033	0.9033	0.9075	0.9047
S2	0.8985	0.8985	0.9068
S3	0.8909	0.8957	0.9061
S4	0.8833	0.8881	0.9040

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%	0.0081	0.9%	89%	False	False	72,368
10	0.9134	0.8902	0.0232	2.6%	0.0082	0.9%	78%	False	False	79,006
20	0.9134	0.8882	0.0252	2.8%	0.0077	0.8%	79%	False	False	80,382
40	0.9134	0.8632	0.0502	5.5%	0.0086	0.9%	90%	False	False	84,611
60	0.9134	0.8632	0.0502	5.5%	0.0084	0.9%	90%	False	False	80,314
80	0.9375	0.8632	0.0743	8.2%	0.0087	1.0%	61%	False	False	65,962
100	0.9661	0.8632	0.1029	11.3%	0.0084	0.9%	44%	False	False	52,818
120	0.9661	0.8632	0.1029	11.3%	0.0079	0.9%	44%	False	False	44,035

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9411
2.618	0.9287
1.618	0.9211
1.000	0.9164
0.618	0.9135
HIGH	0.9088
0.618	0.9059
0.500	0.9050
0.382	0.9041
LOW	0.9012
0.618	0.8965
1.000	0.8936
1.618	0.8889
2.618	0.8813
4.250	0.8689

Fisher Pivots for day following 17-Mar-2014
Pivot	1 day	3 day
R1	0.9071	0.9069
PP	0.9061	0.9055
S1	0.9050	0.9042

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

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