CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 22-Apr-2014

Day Change Summary
	Previous	Current
	21-Apr-2014	22-Apr-2014	Change	Change %	Previous Week
Open	0.9296	0.9289	-0.0007	-0.1%	0.9353
High	0.9311	0.9344	0.0033	0.4%	0.9385
Low	0.9280	0.9288	0.0008	0.1%	0.9285
Close	0.9295	0.9327	0.0032	0.3%	0.9291
Range	0.0031	0.0056	0.0025	80.6%	0.0100
ATR	0.0067	0.0067	-0.0001	-1.2%	0.0000
Volume	26,109	54,142	28,033	107.4%	239,840

Daily Pivots for day following 22-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9488	0.9463	0.9358
R3	0.9432	0.9407	0.9342
R2	0.9376	0.9376	0.9337
R1	0.9351	0.9351	0.9332	0.9364
PP	0.9320	0.9320	0.9320	0.9326
S1	0.9295	0.9295	0.9322	0.9308
S2	0.9264	0.9264	0.9317
S3	0.9208	0.9239	0.9312
S4	0.9152	0.9183	0.9296

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9620	0.9556	0.9346
R3	0.9520	0.9456	0.9319
R2	0.9420	0.9420	0.9309
R1	0.9356	0.9356	0.9300	0.9338
PP	0.9320	0.9320	0.9320	0.9312
S1	0.9256	0.9256	0.9282	0.9238
S2	0.9220	0.9220	0.9273
S3	0.9120	0.9156	0.9264
S4	0.9020	0.9056	0.9236

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9384	0.9280	0.0104	1.1%	0.0060	0.6%	45%	False	False	54,191
10	0.9419	0.9218	0.0201	2.2%	0.0067	0.7%	54%	False	False	61,146
20	0.9419	0.9068	0.0351	3.8%	0.0064	0.7%	74%	False	False	65,268
40	0.9419	0.8829	0.0590	6.3%	0.0070	0.7%	84%	False	False	51,660
60	0.9419	0.8601	0.0818	8.8%	0.0074	0.8%	89%	False	False	34,578
80	0.9419	0.8586	0.0833	8.9%	0.0074	0.8%	89%	False	False	25,990
100	0.9419	0.8586	0.0833	8.9%	0.0067	0.7%	89%	False	False	20,794
120	0.9419	0.8586	0.0833	8.9%	0.0059	0.6%	89%	False	False	17,329

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9582
2.618	0.9491
1.618	0.9435
1.000	0.9400
0.618	0.9379
HIGH	0.9344
0.618	0.9323
0.500	0.9316
0.382	0.9309
LOW	0.9288
0.618	0.9253
1.000	0.9232
1.618	0.9197
2.618	0.9141
4.250	0.9050

Fisher Pivots for day following 22-Apr-2014
Pivot	1 day	3 day
R1	0.9323	0.9324
PP	0.9320	0.9321
S1	0.9316	0.9318

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

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