CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 20-Mar-2014

Day Change Summary
	Previous	Current
	19-Mar-2014	20-Mar-2014	Change	Change %	Previous Week
Open	0.9071	0.8981	-0.0090	-1.0%	0.8989
High	0.9084	0.8999	-0.0085	-0.9%	0.9047
Low	0.8965	0.8943	-0.0022	-0.2%	0.8866
Close	0.8995	0.8986	-0.0009	-0.1%	0.8967
Range	0.0119	0.0056	-0.0063	-52.9%	0.0181
ATR	0.0080	0.0078	-0.0002	-2.1%	0.0000
Volume	94,324	74,397	-19,927	-21.1%	266,685

Daily Pivots for day following 20-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9144	0.9121	0.9017
R3	0.9088	0.9065	0.9001
R2	0.9032	0.9032	0.8996
R1	0.9009	0.9009	0.8991	0.9021
PP	0.8976	0.8976	0.8976	0.8982
S1	0.8953	0.8953	0.8981	0.8965
S2	0.8920	0.8920	0.8976
S3	0.8864	0.8897	0.8971
S4	0.8808	0.8841	0.8955

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	0.8941	0.0143	1.6%	0.0077	0.9%	31%	False	False	78,219
10	0.9084	0.8866	0.0218	2.4%	0.0079	0.9%	55%	False	False	58,415
20	0.9084	0.8829	0.0255	2.8%	0.0075	0.8%	62%	False	False	30,358
40	0.9084	0.8586	0.0498	5.5%	0.0080	0.9%	80%	False	False	15,353
60	0.9084	0.8586	0.0498	5.5%	0.0075	0.8%	80%	False	False	10,299
80	0.9110	0.8586	0.0524	5.8%	0.0067	0.7%	76%	False	False	7,726
100	0.9439	0.8586	0.0853	9.5%	0.0056	0.6%	47%	False	False	6,181

Crabel Price Patterns
NR	True
NR4	True
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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9237
2.618	0.9146
1.618	0.9090
1.000	0.9055
0.618	0.9034
HIGH	0.8999
0.618	0.8978
0.500	0.8971
0.382	0.8964
LOW	0.8943
0.618	0.8908
1.000	0.8887
1.618	0.8852
2.618	0.8796
4.250	0.8705

Fisher Pivots for day following 20-Mar-2014
Pivot	1 day	3 day
R1	0.8981	0.9014
PP	0.8976	0.9004
S1	0.8971	0.8995

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

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