CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 17-Apr-2014

Day Change Summary
	Previous	Current
	16-Apr-2014	17-Apr-2014	Change	Change %	Previous Week
Open	0.9320	0.9333	0.0013	0.1%	0.9241
High	0.9352	0.9355	0.0003	0.0%	0.9419
Low	0.9296	0.9285	-0.0011	-0.1%	0.9209
Close	0.9347	0.9291	-0.0056	-0.6%	0.9357
Range	0.0056	0.0070	0.0014	25.0%	0.0210
ATR	0.0070	0.0070	0.0000	0.0%	0.0000
Volume	67,407	54,578	-12,829	-19.0%	339,016

Daily Pivots for day following 17-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9520	0.9476	0.9330
R3	0.9450	0.9406	0.9310
R2	0.9380	0.9380	0.9304
R1	0.9336	0.9336	0.9297	0.9323
PP	0.9310	0.9310	0.9310	0.9304
S1	0.9266	0.9266	0.9285	0.9253
S2	0.9240	0.9240	0.9278
S3	0.9170	0.9196	0.9272
S4	0.9100	0.9126	0.9253

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	0.9386	0.9285	0.0101	1.1%	0.0065	0.7%	6%	False	True	60,497
10	0.9419	0.9182	0.0237	2.6%	0.0071	0.8%	46%	False	False	66,020
20	0.9419	0.8981	0.0438	4.7%	0.0068	0.7%	71%	False	False	69,056
40	0.9419	0.8829	0.0590	6.4%	0.0072	0.8%	78%	False	False	49,707
60	0.9419	0.8586	0.0833	9.0%	0.0076	0.8%	85%	False	False	33,254
80	0.9419	0.8586	0.0833	9.0%	0.0073	0.8%	85%	False	False	24,988
100	0.9419	0.8586	0.0833	9.0%	0.0067	0.7%	85%	False	False	19,992
120	0.9439	0.8586	0.0853	9.2%	0.0058	0.6%	83%	False	False	16,660

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9653
2.618	0.9538
1.618	0.9468
1.000	0.9425
0.618	0.9398
HIGH	0.9355
0.618	0.9328
0.500	0.9320
0.382	0.9312
LOW	0.9285
0.618	0.9242
1.000	0.9215
1.618	0.9172
2.618	0.9102
4.250	0.8988

Fisher Pivots for day following 17-Apr-2014
Pivot	1 day	3 day
R1	0.9320	0.9335
PP	0.9310	0.9320
S1	0.9301	0.9306

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

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