CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 18-Mar-2014

Day Change Summary
	Previous	Current
	17-Mar-2014	18-Mar-2014	Change	Change %	Previous Week
Open	0.8969	0.9033	0.0064	0.7%	0.8989
High	0.9042	0.9081	0.0039	0.4%	0.9047
Low	0.8955	0.9009	0.0054	0.6%	0.8866
Close	0.9031	0.9069	0.0038	0.4%	0.8967
Range	0.0087	0.0072	-0.0015	-17.2%	0.0181
ATR	0.0077	0.0077	0.0000	-0.5%	0.0000
Volume	60,771	78,451	17,680	29.1%	266,685

Daily Pivots for day following 18-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9269	0.9241	0.9109
R3	0.9197	0.9169	0.9089
R2	0.9125	0.9125	0.9082
R1	0.9097	0.9097	0.9076	0.9111
PP	0.9053	0.9053	0.9053	0.9060
S1	0.9025	0.9025	0.9062	0.9039
S2	0.8981	0.8981	0.9056
S3	0.8909	0.8953	0.9049
S4	0.8837	0.8881	0.9029

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	0.9081	0.8866	0.0215	2.4%	0.0080	0.9%	94%	True	False	71,486
10	0.9081	0.8866	0.0215	2.4%	0.0081	0.9%	94%	True	False	42,686
20	0.9081	0.8829	0.0252	2.8%	0.0073	0.8%	95%	True	False	21,964
40	0.9081	0.8586	0.0495	5.5%	0.0080	0.9%	98%	True	False	11,156
60	0.9081	0.8586	0.0495	5.5%	0.0073	0.8%	98%	True	False	7,487
80	0.9270	0.8586	0.0684	7.5%	0.0066	0.7%	71%	False	False	5,617
100	0.9472	0.8586	0.0886	9.8%	0.0054	0.6%	55%	False	False	4,494

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9387
2.618	0.9269
1.618	0.9197
1.000	0.9153
0.618	0.9125
HIGH	0.9081
0.618	0.9053
0.500	0.9045
0.382	0.9037
LOW	0.9009
0.618	0.8965
1.000	0.8937
1.618	0.8893
2.618	0.8821
4.250	0.8703

Fisher Pivots for day following 18-Mar-2014
Pivot	1 day	3 day
R1	0.9061	0.9050
PP	0.9053	0.9030
S1	0.9045	0.9011

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

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