CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 01-Apr-2014

Day Change Summary
	Previous	Current
	31-Mar-2014	01-Apr-2014	Change	Change %	Previous Week
Open	0.9203	0.9220	0.0017	0.2%	0.9045
High	0.9230	0.9257	0.0027	0.3%	0.9247
Low	0.9171	0.9182	0.0011	0.1%	0.8996
Close	0.9225	0.9197	-0.0028	-0.3%	0.9204
Range	0.0059	0.0075	0.0016	27.1%	0.0251
ATR	0.0075	0.0075	0.0000	0.0%	0.0000
Volume	71,009	62,705	-8,304	-11.7%	403,221

Daily Pivots for day following 01-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9437	0.9392	0.9238
R3	0.9362	0.9317	0.9218
R2	0.9287	0.9287	0.9211
R1	0.9242	0.9242	0.9204	0.9227
PP	0.9212	0.9212	0.9212	0.9205
S1	0.9167	0.9167	0.9190	0.9152
S2	0.9137	0.9137	0.9183
S3	0.9062	0.9092	0.9176
S4	0.8987	0.9017	0.9156

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9902	0.9804	0.9342
R3	0.9651	0.9553	0.9273
R2	0.9400	0.9400	0.9250
R1	0.9302	0.9302	0.9227	0.9351
PP	0.9149	0.9149	0.9149	0.9174
S1	0.9051	0.9051	0.9181	0.9100
S2	0.8898	0.8898	0.9158
S3	0.8647	0.8800	0.9135
S4	0.8396	0.8549	0.9066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9257	0.9104	0.0153	1.7%	0.0068	0.7%	61%	True	False	75,890
10	0.9257	0.8943	0.0314	3.4%	0.0074	0.8%	81%	True	False	77,794
20	0.9257	0.8866	0.0391	4.3%	0.0078	0.8%	85%	True	False	60,240
40	0.9257	0.8656	0.0601	6.5%	0.0076	0.8%	90%	True	False	30,522
60	0.9257	0.8586	0.0671	7.3%	0.0078	0.8%	91%	True	False	20,438
80	0.9257	0.8586	0.0671	7.3%	0.0069	0.8%	91%	True	False	15,341
100	0.9394	0.8586	0.0808	8.8%	0.0062	0.7%	76%	False	False	12,273
120	0.9557	0.8586	0.0971	10.6%	0.0052	0.6%	63%	False	False	10,228

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9576
2.618	0.9453
1.618	0.9378
1.000	0.9332
0.618	0.9303
HIGH	0.9257
0.618	0.9228
0.500	0.9220
0.382	0.9211
LOW	0.9182
0.618	0.9136
1.000	0.9107
1.618	0.9061
2.618	0.8986
4.250	0.8863

Fisher Pivots for day following 01-Apr-2014
Pivot	1 day	3 day
R1	0.9220	0.9214
PP	0.9212	0.9208
S1	0.9205	0.9203

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

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