CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 15-Apr-2014

Day Change Summary
	Previous	Current
	14-Apr-2014	15-Apr-2014	Change	Change %	Previous Week
Open	0.9353	0.9378	0.0025	0.3%	0.9241
High	0.9385	0.9384	-0.0001	0.0%	0.9419
Low	0.9336	0.9297	-0.0039	-0.4%	0.9209
Close	0.9374	0.9315	-0.0059	-0.6%	0.9357
Range	0.0049	0.0087	0.0038	77.6%	0.0210
ATR	0.0070	0.0071	0.0001	1.7%	0.0000
Volume	49,136	68,719	19,583	39.9%	339,016

Daily Pivots for day following 15-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9593	0.9541	0.9363
R3	0.9506	0.9454	0.9339
R2	0.9419	0.9419	0.9331
R1	0.9367	0.9367	0.9323	0.9350
PP	0.9332	0.9332	0.9332	0.9323
S1	0.9280	0.9280	0.9307	0.9263
S2	0.9245	0.9245	0.9299
S3	0.9158	0.9193	0.9291
S4	0.9071	0.9106	0.9267

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9958	0.9868	0.9473
R3	0.9748	0.9658	0.9415
R2	0.9538	0.9538	0.9396
R1	0.9448	0.9448	0.9376	0.9493
PP	0.9328	0.9328	0.9328	0.9351
S1	0.9238	0.9238	0.9338	0.9283
S2	0.9118	0.9118	0.9319
S3	0.8908	0.9028	0.9299
S4	0.8698	0.8818	0.9242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9419	0.9292	0.0127	1.4%	0.0071	0.8%	18%	False	False	66,920
10	0.9419	0.9160	0.0259	2.8%	0.0067	0.7%	60%	False	False	64,990
20	0.9419	0.8943	0.0476	5.1%	0.0070	0.8%	78%	False	False	71,392
40	0.9419	0.8829	0.0590	6.3%	0.0072	0.8%	82%	False	False	46,678
60	0.9419	0.8586	0.0833	8.9%	0.0077	0.8%	88%	False	False	31,235
80	0.9419	0.8586	0.0833	8.9%	0.0073	0.8%	88%	False	False	23,464
100	0.9419	0.8586	0.0833	8.9%	0.0067	0.7%	88%	False	False	18,772
120	0.9472	0.8586	0.0886	9.5%	0.0057	0.6%	82%	False	False	15,644

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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9754
2.618	0.9612
1.618	0.9525
1.000	0.9471
0.618	0.9438
HIGH	0.9384
0.618	0.9351
0.500	0.9341
0.382	0.9330
LOW	0.9297
0.618	0.9243
1.000	0.9210
1.618	0.9156
2.618	0.9069
4.250	0.8927

Fisher Pivots for day following 15-Apr-2014
Pivot	1 day	3 day
R1	0.9341	0.9342
PP	0.9332	0.9333
S1	0.9324	0.9324

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

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