CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 25-Apr-2014

Day Change Summary
	Previous	Current
	24-Apr-2014	25-Apr-2014	Change	Change %	Previous Week
Open	0.9257	0.9230	-0.0027	-0.3%	0.9296
High	0.9269	0.9267	-0.0002	0.0%	0.9344
Low	0.9221	0.9223	0.0002	0.0%	0.9221
Close	0.9228	0.9238	0.0010	0.1%	0.9238
Range	0.0048	0.0044	-0.0004	-8.3%	0.0123
ATR	0.0068	0.0066	-0.0002	-2.5%	0.0000
Volume	59,161	50,374	-8,787	-14.9%	278,251

Daily Pivots for day following 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9375	0.9350	0.9262
R3	0.9331	0.9306	0.9250
R2	0.9287	0.9287	0.9246
R1	0.9262	0.9262	0.9242	0.9275
PP	0.9243	0.9243	0.9243	0.9249
S1	0.9218	0.9218	0.9234	0.9231
S2	0.9199	0.9199	0.9230
S3	0.9155	0.9174	0.9226
S4	0.9111	0.9130	0.9214

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9637	0.9560	0.9306
R3	0.9514	0.9437	0.9272
R2	0.9391	0.9391	0.9261
R1	0.9314	0.9314	0.9249	0.9291
PP	0.9268	0.9268	0.9268	0.9256
S1	0.9191	0.9191	0.9227	0.9168
S2	0.9145	0.9145	0.9215
S3	0.9022	0.9068	0.9204
S4	0.8899	0.8945	0.9170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9344	0.9221	0.0123	1.3%	0.0058	0.6%	14%	False	False	55,650
10	0.9386	0.9221	0.0165	1.8%	0.0061	0.7%	10%	False	False	58,073
20	0.9419	0.9160	0.0259	2.8%	0.0064	0.7%	30%	False	False	62,461
40	0.9419	0.8829	0.0590	6.4%	0.0070	0.8%	69%	False	False	56,503
60	0.9419	0.8623	0.0796	8.6%	0.0073	0.8%	77%	False	False	37,861
80	0.9419	0.8586	0.0833	9.0%	0.0075	0.8%	78%	False	False	28,461
100	0.9419	0.8586	0.0833	9.0%	0.0068	0.7%	78%	False	False	22,774
120	0.9419	0.8586	0.0833	9.0%	0.0060	0.7%	78%	False	False	18,979

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

Fibonacci Retracements and Extensions
4.250	0.9454
2.618	0.9382
1.618	0.9338
1.000	0.9311
0.618	0.9294
HIGH	0.9267
0.618	0.9250
0.500	0.9245
0.382	0.9240
LOW	0.9223
0.618	0.9196
1.000	0.9179
1.618	0.9152
2.618	0.9108
4.250	0.9036

Fisher Pivots for day following 25-Apr-2014
Pivot	1 day	3 day
R1	0.9245	0.9283
PP	0.9243	0.9268
S1	0.9240	0.9253

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

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