CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 30-Jan-2014

Day Change Summary
	Previous	Current
	29-Jan-2014	30-Jan-2014	Change	Change %	Previous Week
Open	0.8707	0.8657	-0.0050	-0.6%	0.8690
High	0.8744	0.8720	-0.0024	-0.3%	0.8804
Low	0.8650	0.8639	-0.0011	-0.1%	0.8586
Close	0.8666	0.8706	0.0040	0.5%	0.8632
Range	0.0094	0.0081	-0.0013	-13.8%	0.0218
ATR	0.0079	0.0079	0.0000	0.2%	0.0000
Volume	234	250	16	6.8%	1,686

Daily Pivots for day following 30-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8931	0.8900	0.8751
R3	0.8850	0.8819	0.8728
R2	0.8769	0.8769	0.8721
R1	0.8738	0.8738	0.8713	0.8754
PP	0.8688	0.8688	0.8688	0.8696
S1	0.8657	0.8657	0.8699	0.8673
S2	0.8607	0.8607	0.8691
S3	0.8526	0.8576	0.8684
S4	0.8445	0.8495	0.8661

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9328	0.9198	0.8752
R3	0.9110	0.8980	0.8692
R2	0.8892	0.8892	0.8672
R1	0.8762	0.8762	0.8652	0.8718
PP	0.8674	0.8674	0.8674	0.8652
S1	0.8544	0.8544	0.8612	0.8500
S2	0.8456	0.8456	0.8592
S3	0.8238	0.8326	0.8572
S4	0.8020	0.8108	0.8512

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8744	0.8586	0.0158	1.8%	0.0089	1.0%	76%	False	False	274
10	0.8804	0.8586	0.0218	2.5%	0.0088	1.0%	55%	False	False	340
20	0.8987	0.8586	0.0401	4.6%	0.0081	0.9%	30%	False	False	264
40	0.9045	0.8586	0.0459	5.3%	0.0060	0.7%	26%	False	False	150
60	0.9394	0.8586	0.0808	9.3%	0.0049	0.6%	15%	False	False	101
80	0.9557	0.8586	0.0971	11.2%	0.0037	0.4%	12%	False	False	76

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9064
2.618	0.8932
1.618	0.8851
1.000	0.8801
0.618	0.8770
HIGH	0.8720
0.618	0.8689
0.500	0.8680
0.382	0.8670
LOW	0.8639
0.618	0.8589
1.000	0.8558
1.618	0.8508
2.618	0.8427
4.250	0.8295

Fisher Pivots for day following 30-Jan-2014
Pivot	1 day	3 day
R1	0.8697	0.8701
PP	0.8688	0.8696
S1	0.8680	0.8692

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

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