CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 25-Mar-2014

Day Change Summary
	Previous	Current
	24-Mar-2014	25-Mar-2014	Change	Change %	Previous Week
Open	0.9045	0.9076	0.0031	0.3%	0.8969
High	0.9098	0.9123	0.0025	0.3%	0.9084
Low	0.8996	0.9068	0.0072	0.8%	0.8943
Close	0.9076	0.9113	0.0037	0.4%	0.9035
Range	0.0102	0.0055	-0.0047	-46.1%	0.0141
ATR	0.0079	0.0077	-0.0002	-2.2%	0.0000
Volume	83,708	73,775	-9,933	-11.9%	380,236

Daily Pivots for day following 25-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9266	0.9245	0.9143
R3	0.9211	0.9190	0.9128
R2	0.9156	0.9156	0.9123
R1	0.9135	0.9135	0.9118	0.9146
PP	0.9101	0.9101	0.9101	0.9107
S1	0.9080	0.9080	0.9108	0.9091
S2	0.9046	0.9046	0.9103
S3	0.8991	0.9025	0.9098
S4	0.8936	0.8970	0.9083

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	0.9123	0.8943	0.0180	2.0%	0.0080	0.9%	94%	True	False	79,699
10	0.9123	0.8866	0.0257	2.8%	0.0080	0.9%	96%	True	False	75,592
20	0.9123	0.8829	0.0294	3.2%	0.0077	0.8%	97%	True	False	41,711
40	0.9123	0.8623	0.0500	5.5%	0.0079	0.9%	98%	True	False	21,061
60	0.9123	0.8586	0.0537	5.9%	0.0078	0.9%	98%	True	False	14,127
80	0.9123	0.8586	0.0537	5.9%	0.0068	0.7%	98%	True	False	10,598
100	0.9394	0.8586	0.0808	8.9%	0.0058	0.6%	65%	False	False	8,479

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9357
2.618	0.9267
1.618	0.9212
1.000	0.9178
0.618	0.9157
HIGH	0.9123
0.618	0.9102
0.500	0.9096
0.382	0.9089
LOW	0.9068
0.618	0.9034
1.000	0.9013
1.618	0.8979
2.618	0.8924
4.250	0.8834

Fisher Pivots for day following 25-Mar-2014
Pivot	1 day	3 day
R1	0.9107	0.9093
PP	0.9101	0.9072
S1	0.9096	0.9052

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

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