CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 27-Mar-2014

Day Change Summary
	Previous	Current
	26-Mar-2014	27-Mar-2014	Change	Change %	Previous Week
Open	0.9109	0.9172	0.0063	0.7%	0.8969
High	0.9194	0.9223	0.0029	0.3%	0.9084
Low	0.9104	0.9164	0.0060	0.7%	0.8943
Close	0.9176	0.9209	0.0033	0.4%	0.9035
Range	0.0090	0.0059	-0.0031	-34.4%	0.0141
ATR	0.0078	0.0077	-0.0001	-1.8%	0.0000
Volume	98,232	82,138	-16,094	-16.4%	380,236

Daily Pivots for day following 27-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9376	0.9351	0.9241
R3	0.9317	0.9292	0.9225
R2	0.9258	0.9258	0.9220
R1	0.9233	0.9233	0.9214	0.9246
PP	0.9199	0.9199	0.9199	0.9205
S1	0.9174	0.9174	0.9204	0.9187
S2	0.9140	0.9140	0.9198
S3	0.9081	0.9115	0.9193
S4	0.9022	0.9056	0.9177

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	0.9223	0.8981	0.0242	2.6%	0.0075	0.8%	94%	True	False	82,029
10	0.9223	0.8941	0.0282	3.1%	0.0076	0.8%	95%	True	False	80,124
20	0.9223	0.8829	0.0394	4.3%	0.0077	0.8%	96%	True	False	50,545
40	0.9223	0.8623	0.0600	6.5%	0.0078	0.8%	98%	True	False	25,561
60	0.9223	0.8586	0.0637	6.9%	0.0078	0.8%	98%	True	False	17,128
80	0.9223	0.8586	0.0637	6.9%	0.0069	0.7%	98%	True	False	12,853
100	0.9394	0.8586	0.0808	8.8%	0.0060	0.6%	77%	False	False	10,283
120	0.9557	0.8586	0.0971	10.5%	0.0050	0.5%	64%	False	False	8,569

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9474
2.618	0.9377
1.618	0.9318
1.000	0.9282
0.618	0.9259
HIGH	0.9223
0.618	0.9200
0.500	0.9194
0.382	0.9187
LOW	0.9164
0.618	0.9128
1.000	0.9105
1.618	0.9069
2.618	0.9010
4.250	0.8913

Fisher Pivots for day following 27-Mar-2014
Pivot	1 day	3 day
R1	0.9204	0.9188
PP	0.9199	0.9167
S1	0.9194	0.9146

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

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