CME Australian Dollar Future June 2014

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

Day Change Summary
	Previous	Current
	13-Feb-2014	14-Feb-2014	Change	Change %	Previous Week
Open	0.8944	0.8905	-0.0039	-0.4%	0.8879
High	0.8954	0.8971	0.0017	0.2%	0.8992
Low	0.8858	0.8905	0.0047	0.5%	0.8835
Close	0.8916	0.8963	0.0047	0.5%	0.8963
Range	0.0096	0.0066	-0.0030	-31.3%	0.0157
ATR	0.0084	0.0083	-0.0001	-1.5%	0.0000
Volume	207	566	359	173.4%	2,036

Daily Pivots for day following 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9144	0.9120	0.8999
R3	0.9078	0.9054	0.8981
R2	0.9012	0.9012	0.8975
R1	0.8988	0.8988	0.8969	0.9000
PP	0.8946	0.8946	0.8946	0.8953
S1	0.8922	0.8922	0.8957	0.8934
S2	0.8880	0.8880	0.8951
S3	0.8814	0.8856	0.8945
S4	0.8748	0.8790	0.8927

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9401	0.9339	0.9049
R3	0.9244	0.9182	0.9006
R2	0.9087	0.9087	0.8992
R1	0.9025	0.9025	0.8977	0.9056
PP	0.8930	0.8930	0.8930	0.8946
S1	0.8868	0.8868	0.8949	0.8899
S2	0.8773	0.8773	0.8934
S3	0.8616	0.8711	0.8920
S4	0.8459	0.8554	0.8877

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8992	0.8835	0.0157	1.8%	0.0070	0.8%	82%	False	False	407
10	0.8992	0.8656	0.0336	3.7%	0.0084	0.9%	91%	False	False	360
20	0.8992	0.8586	0.0406	4.5%	0.0087	1.0%	93%	False	False	349
40	0.8992	0.8586	0.0406	4.5%	0.0074	0.8%	93%	False	False	242
60	0.9296	0.8586	0.0710	7.9%	0.0063	0.7%	53%	False	False	163
80	0.9557	0.8586	0.0971	10.8%	0.0049	0.5%	39%	False	False	123

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9252
2.618	0.9144
1.618	0.9078
1.000	0.9037
0.618	0.9012
HIGH	0.8971
0.618	0.8946
0.500	0.8938
0.382	0.8930
LOW	0.8905
0.618	0.8864
1.000	0.8839
1.618	0.8798
2.618	0.8732
4.250	0.8625

Fisher Pivots for day following 14-Feb-2014
Pivot	1 day	3 day
R1	0.8955	0.8950
PP	0.8946	0.8938
S1	0.8938	0.8925

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

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