CME Australian Dollar Future June 2014

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

Day Change Summary
	Previous	Current
	13-Mar-2014	14-Mar-2014	Change	Change %	Previous Week
Open	0.8932	0.8981	0.0049	0.5%	0.8989
High	0.9047	0.8993	-0.0054	-0.6%	0.9047
Low	0.8927	0.8941	0.0014	0.2%	0.8866
Close	0.8964	0.8967	0.0003	0.0%	0.8967
Range	0.0120	0.0052	-0.0068	-56.7%	0.0181
ATR	0.0078	0.0077	-0.0002	-2.4%	0.0000
Volume	90,333	83,156	-7,177	-7.9%	266,685

Daily Pivots for day following 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9123	0.9097	0.8996
R3	0.9071	0.9045	0.8981
R2	0.9019	0.9019	0.8977
R1	0.8993	0.8993	0.8972	0.8980
PP	0.8967	0.8967	0.8967	0.8961
S1	0.8941	0.8941	0.8962	0.8928
S2	0.8915	0.8915	0.8957
S3	0.8863	0.8889	0.8953
S4	0.8811	0.8837	0.8938

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9503	0.9416	0.9067
R3	0.9322	0.9235	0.9017
R2	0.9141	0.9141	0.9000
R1	0.9054	0.9054	0.8984	0.9007
PP	0.8960	0.8960	0.8960	0.8937
S1	0.8873	0.8873	0.8950	0.8826
S2	0.8779	0.8779	0.8934
S3	0.8598	0.8692	0.8917
S4	0.8417	0.8511	0.8867

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9047	0.8866	0.0181	2.0%	0.0077	0.9%	56%	False	False	53,337
10	0.9071	0.8829	0.0242	2.7%	0.0076	0.8%	57%	False	False	29,123
20	0.9071	0.8829	0.0242	2.7%	0.0072	0.8%	57%	False	False	15,048
40	0.9071	0.8586	0.0485	5.4%	0.0080	0.9%	79%	False	False	7,688
60	0.9071	0.8586	0.0485	5.4%	0.0073	0.8%	79%	False	False	5,168
80	0.9296	0.8586	0.0710	7.9%	0.0065	0.7%	54%	False	False	3,877
100	0.9557	0.8586	0.0971	10.8%	0.0053	0.6%	39%	False	False	3,102

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.9214
2.618	0.9129
1.618	0.9077
1.000	0.9045
0.618	0.9025
HIGH	0.8993
0.618	0.8973
0.500	0.8967
0.382	0.8961
LOW	0.8941
0.618	0.8909
1.000	0.8889
1.618	0.8857
2.618	0.8805
4.250	0.8720

Fisher Pivots for day following 14-Mar-2014
Pivot	1 day	3 day
R1	0.8967	0.8964
PP	0.8967	0.8960
S1	0.8967	0.8957

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

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