CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 12-Mar-2014

Day Change Summary
	Previous	Current
	11-Mar-2014	12-Mar-2014	Change	Change %	Previous Week
Open	0.8963	0.8917	-0.0046	-0.5%	0.8846
High	0.8992	0.8935	-0.0057	-0.6%	0.9071
Low	0.8902	0.8866	-0.0036	-0.4%	0.8829
Close	0.8910	0.8927	0.0017	0.2%	0.9007
Range	0.0090	0.0069	-0.0021	-23.3%	0.0242
ATR	0.0076	0.0075	0.0000	-0.6%	0.0000
Volume	30,739	44,720	13,981	45.5%	24,549

Daily Pivots for day following 12-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9116	0.9091	0.8965
R3	0.9047	0.9022	0.8946
R2	0.8978	0.8978	0.8940
R1	0.8953	0.8953	0.8933	0.8966
PP	0.8909	0.8909	0.8909	0.8916
S1	0.8884	0.8884	0.8921	0.8897
S2	0.8840	0.8840	0.8914
S3	0.8771	0.8815	0.8908
S4	0.8702	0.8746	0.8889

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9695	0.9593	0.9140
R3	0.9453	0.9351	0.9074
R2	0.9211	0.9211	0.9051
R1	0.9109	0.9109	0.9029	0.9160
PP	0.8969	0.8969	0.8969	0.8995
S1	0.8867	0.8867	0.8985	0.8918
S2	0.8727	0.8727	0.8963
S3	0.8485	0.8625	0.8940
S4	0.8243	0.8383	0.8874

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9071	0.8866	0.0205	2.3%	0.0084	0.9%	30%	False	True	21,990
10	0.9071	0.8829	0.0242	2.7%	0.0073	0.8%	40%	False	False	12,173
20	0.9071	0.8829	0.0242	2.7%	0.0071	0.8%	40%	False	False	6,415
40	0.9071	0.8586	0.0485	5.4%	0.0080	0.9%	70%	False	False	3,363
60	0.9071	0.8586	0.0485	5.4%	0.0071	0.8%	70%	False	False	2,277
80	0.9296	0.8586	0.0710	8.0%	0.0063	0.7%	48%	False	False	1,708
100	0.9557	0.8586	0.0971	10.9%	0.0051	0.6%	35%	False	False	1,367

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9228
2.618	0.9116
1.618	0.9047
1.000	0.9004
0.618	0.8978
HIGH	0.8935
0.618	0.8909
0.500	0.8901
0.382	0.8892
LOW	0.8866
0.618	0.8823
1.000	0.8797
1.618	0.8754
2.618	0.8685
4.250	0.8573

Fisher Pivots for day following 12-Mar-2014
Pivot	1 day	3 day
R1	0.8918	0.8937
PP	0.8909	0.8933
S1	0.8901	0.8930

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

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