CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 24-Mar-2014

Day Change Summary
	Previous	Current
	21-Mar-2014	24-Mar-2014	Change	Change %	Previous Week
Open	0.8984	0.9045	0.0061	0.7%	0.8969
High	0.9048	0.9098	0.0050	0.6%	0.9084
Low	0.8981	0.8996	0.0015	0.2%	0.8943
Close	0.9035	0.9076	0.0041	0.5%	0.9035
Range	0.0067	0.0102	0.0035	52.2%	0.0141
ATR	0.0077	0.0079	0.0002	2.3%	0.0000
Volume	72,293	83,708	11,415	15.8%	380,236

Daily Pivots for day following 24-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9363	0.9321	0.9132
R3	0.9261	0.9219	0.9104
R2	0.9159	0.9159	0.9095
R1	0.9117	0.9117	0.9085	0.9138
PP	0.9057	0.9057	0.9057	0.9067
S1	0.9015	0.9015	0.9067	0.9036
S2	0.8955	0.8955	0.9057
S3	0.8853	0.8913	0.9048
S4	0.8751	0.8811	0.9020

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9444	0.9380	0.9113
R3	0.9303	0.9239	0.9074
R2	0.9162	0.9162	0.9061
R1	0.9098	0.9098	0.9048	0.9130
PP	0.9021	0.9021	0.9021	0.9037
S1	0.8957	0.8957	0.9022	0.8989
S2	0.8880	0.8880	0.9009
S3	0.8739	0.8816	0.8996
S4	0.8598	0.8675	0.8957

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9098	0.8943	0.0155	1.7%	0.0083	0.9%	86%	True	False	80,634
10	0.9098	0.8866	0.0232	2.6%	0.0083	0.9%	91%	True	False	71,289
20	0.9098	0.8829	0.0269	3.0%	0.0076	0.8%	92%	True	False	38,052
40	0.9098	0.8601	0.0497	5.5%	0.0079	0.9%	96%	True	False	19,232
60	0.9098	0.8586	0.0512	5.6%	0.0077	0.9%	96%	True	False	12,898
80	0.9098	0.8586	0.0512	5.6%	0.0068	0.7%	96%	True	False	9,676
100	0.9394	0.8586	0.0808	8.9%	0.0058	0.6%	61%	False	False	7,741

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9532
2.618	0.9365
1.618	0.9263
1.000	0.9200
0.618	0.9161
HIGH	0.9098
0.618	0.9059
0.500	0.9047
0.382	0.9035
LOW	0.8996
0.618	0.8933
1.000	0.8894
1.618	0.8831
2.618	0.8729
4.250	0.8563

Fisher Pivots for day following 24-Mar-2014
Pivot	1 day	3 day
R1	0.9066	0.9058
PP	0.9057	0.9039
S1	0.9047	0.9021

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

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