CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 04-Mar-2014

Day Change Summary
	Previous	Current
	03-Mar-2014	04-Mar-2014	Change	Change %	Previous Week
Open	0.8846	0.8868	0.0022	0.2%	0.8902
High	0.8884	0.8905	0.0021	0.2%	0.8978
Low	0.8829	0.8851	0.0022	0.2%	0.8840
Close	0.8866	0.8881	0.0015	0.2%	0.8866
Range	0.0055	0.0054	-0.0001	-1.8%	0.0138
ATR	0.0075	0.0073	-0.0001	-2.0%	0.0000
Volume	1,580	2,007	427	27.0%	7,070

Daily Pivots for day following 04-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9041	0.9015	0.8911
R3	0.8987	0.8961	0.8896
R2	0.8933	0.8933	0.8891
R1	0.8907	0.8907	0.8886	0.8920
PP	0.8879	0.8879	0.8879	0.8886
S1	0.8853	0.8853	0.8876	0.8866
S2	0.8825	0.8825	0.8871
S3	0.8771	0.8799	0.8866
S4	0.8717	0.8745	0.8851

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9309	0.9225	0.8942
R3	0.9171	0.9087	0.8904
R2	0.9033	0.9033	0.8891
R1	0.8949	0.8949	0.8879	0.8922
PP	0.8895	0.8895	0.8895	0.8881
S1	0.8811	0.8811	0.8853	0.8784
S2	0.8757	0.8757	0.8841
S3	0.8619	0.8673	0.8828
S4	0.8481	0.8535	0.8790

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8959	0.8829	0.0130	1.5%	0.0065	0.7%	40%	False	False	1,774
10	0.8978	0.8829	0.0149	1.7%	0.0066	0.7%	35%	False	False	1,241
20	0.9008	0.8656	0.0352	4.0%	0.0074	0.8%	64%	False	False	803
40	0.9008	0.8586	0.0422	4.8%	0.0078	0.9%	70%	False	False	537
60	0.9045	0.8586	0.0459	5.2%	0.0067	0.8%	64%	False	False	374
80	0.9394	0.8586	0.0808	9.1%	0.0058	0.6%	37%	False	False	282
100	0.9557	0.8586	0.0971	10.9%	0.0047	0.5%	30%	False	False	226

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9135
2.618	0.9046
1.618	0.8992
1.000	0.8959
0.618	0.8938
HIGH	0.8905
0.618	0.8884
0.500	0.8878
0.382	0.8872
LOW	0.8851
0.618	0.8818
1.000	0.8797
1.618	0.8764
2.618	0.8710
4.250	0.8622

Fisher Pivots for day following 04-Mar-2014
Pivot	1 day	3 day
R1	0.8880	0.8880
PP	0.8879	0.8878
S1	0.8878	0.8877

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

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