CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 19-Mar-2014

Day Change Summary
	Previous	Current
	18-Mar-2014	19-Mar-2014	Change	Change %	Previous Week
Open	0.9033	0.9071	0.0038	0.4%	0.8989
High	0.9081	0.9084	0.0003	0.0%	0.9047
Low	0.9009	0.8965	-0.0044	-0.5%	0.8866
Close	0.9069	0.8995	-0.0074	-0.8%	0.8967
Range	0.0072	0.0119	0.0047	65.3%	0.0181
ATR	0.0077	0.0080	0.0003	3.9%	0.0000
Volume	78,451	94,324	15,873	20.2%	266,685

Daily Pivots for day following 19-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9372	0.9302	0.9060
R3	0.9253	0.9183	0.9028
R2	0.9134	0.9134	0.9017
R1	0.9064	0.9064	0.9006	0.9040
PP	0.9015	0.9015	0.9015	0.9002
S1	0.8945	0.8945	0.8984	0.8921
S2	0.8896	0.8896	0.8973
S3	0.8777	0.8826	0.8962
S4	0.8658	0.8707	0.8930

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	0.9084	0.8927	0.0157	1.7%	0.0090	1.0%	43%	True	False	81,407
10	0.9084	0.8866	0.0218	2.4%	0.0087	1.0%	59%	True	False	51,698
20	0.9084	0.8829	0.0255	2.8%	0.0077	0.9%	65%	True	False	26,651
40	0.9084	0.8586	0.0498	5.5%	0.0081	0.9%	82%	True	False	13,508
60	0.9084	0.8586	0.0498	5.5%	0.0075	0.8%	82%	True	False	9,059
80	0.9165	0.8586	0.0579	6.4%	0.0067	0.7%	71%	False	False	6,796
100	0.9466	0.8586	0.0880	9.8%	0.0055	0.6%	46%	False	False	5,437

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

Fibonacci Retracements and Extensions
4.250	0.9590
2.618	0.9396
1.618	0.9277
1.000	0.9203
0.618	0.9158
HIGH	0.9084
0.618	0.9039
0.500	0.9025
0.382	0.9010
LOW	0.8965
0.618	0.8891
1.000	0.8846
1.618	0.8772
2.618	0.8653
4.250	0.8459

Fisher Pivots for day following 19-Mar-2014
Pivot	1 day	3 day
R1	0.9025	0.9020
PP	0.9015	0.9011
S1	0.9005	0.9003

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

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