CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 21-Feb-2014

Day Change Summary
	Previous	Current
	20-Feb-2014	21-Feb-2014	Change	Change %	Previous Week
Open	0.8935	0.8943	0.0008	0.1%	0.8975
High	0.8953	0.8944	-0.0009	-0.1%	0.9008
Low	0.8870	0.8885	0.0015	0.2%	0.8870
Close	0.8929	0.8905	-0.0024	-0.3%	0.8905
Range	0.0083	0.0059	-0.0024	-28.9%	0.0138
ATR	0.0080	0.0079	-0.0002	-1.9%	0.0000
Volume	258	913	655	253.9%	2,091

Daily Pivots for day following 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9088	0.9056	0.8937
R3	0.9029	0.8997	0.8921
R2	0.8970	0.8970	0.8916
R1	0.8938	0.8938	0.8910	0.8925
PP	0.8911	0.8911	0.8911	0.8905
S1	0.8879	0.8879	0.8900	0.8866
S2	0.8852	0.8852	0.8894
S3	0.8793	0.8820	0.8889
S4	0.8734	0.8761	0.8873

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9342	0.9261	0.8981
R3	0.9204	0.9123	0.8943
R2	0.9066	0.9066	0.8930
R1	0.8985	0.8985	0.8918	0.8957
PP	0.8928	0.8928	0.8928	0.8913
S1	0.8847	0.8847	0.8892	0.8819
S2	0.8790	0.8790	0.8880
S3	0.8652	0.8709	0.8867
S4	0.8514	0.8571	0.8829

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9008	0.8870	0.0138	1.5%	0.0066	0.7%	25%	False	False	531
10	0.9008	0.8835	0.0173	1.9%	0.0069	0.8%	40%	False	False	461
20	0.9008	0.8586	0.0422	4.7%	0.0083	0.9%	76%	False	False	360
40	0.9008	0.8586	0.0422	4.7%	0.0076	0.9%	76%	False	False	291
60	0.9070	0.8586	0.0484	5.4%	0.0064	0.7%	66%	False	False	198
80	0.9436	0.8586	0.0850	9.5%	0.0052	0.6%	38%	False	False	149

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	0.9195
2.618	0.9098
1.618	0.9039
1.000	0.9003
0.618	0.8980
HIGH	0.8944
0.618	0.8921
0.500	0.8915
0.382	0.8908
LOW	0.8885
0.618	0.8849
1.000	0.8826
1.618	0.8790
2.618	0.8731
4.250	0.8634

Fisher Pivots for day following 21-Feb-2014
Pivot	1 day	3 day
R1	0.8915	0.8921
PP	0.8911	0.8915
S1	0.8908	0.8910

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

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