CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 06-May-2014

Day Change Summary
	Previous	Current
	05-May-2014	06-May-2014	Change	Change %	Previous Week
Open	0.9254	0.9251	-0.0003	0.0%	0.9241
High	0.9263	0.9343	0.0080	0.9%	0.9286
Low	0.9226	0.9245	0.0019	0.2%	0.9175
Close	0.9252	0.9331	0.0079	0.9%	0.9240
Range	0.0037	0.0098	0.0061	164.9%	0.0111
ATR	0.0063	0.0065	0.0003	4.0%	0.0000
Volume	43,386	84,400	41,014	94.5%	325,570

Daily Pivots for day following 06-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9600	0.9564	0.9385
R3	0.9502	0.9466	0.9358
R2	0.9404	0.9404	0.9349
R1	0.9368	0.9368	0.9340	0.9386
PP	0.9306	0.9306	0.9306	0.9316
S1	0.9270	0.9270	0.9322	0.9288
S2	0.9208	0.9208	0.9313
S3	0.9110	0.9172	0.9304
S4	0.9012	0.9074	0.9277

Weekly Pivots for week ending 02-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9567	0.9514	0.9301
R3	0.9456	0.9403	0.9271
R2	0.9345	0.9345	0.9260
R1	0.9292	0.9292	0.9250	0.9263
PP	0.9234	0.9234	0.9234	0.9219
S1	0.9181	0.9181	0.9230	0.9152
S2	0.9123	0.9123	0.9220
S3	0.9012	0.9070	0.9209
S4	0.8901	0.8959	0.9179

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9343	0.9175	0.0168	1.8%	0.0063	0.7%	93%	True	False	65,844
10	0.9344	0.9175	0.0169	1.8%	0.0064	0.7%	92%	False	False	65,135
20	0.9419	0.9175	0.0244	2.6%	0.0066	0.7%	64%	False	False	63,141
40	0.9419	0.8866	0.0553	5.9%	0.0069	0.7%	84%	False	False	66,740
60	0.9419	0.8829	0.0590	6.3%	0.0069	0.7%	85%	False	False	45,385
80	0.9419	0.8586	0.0833	8.9%	0.0075	0.8%	89%	False	False	34,114
100	0.9419	0.8586	0.0833	8.9%	0.0070	0.7%	89%	False	False	27,308
120	0.9419	0.8586	0.0833	8.9%	0.0064	0.7%	89%	False	False	22,757

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9760
2.618	0.9600
1.618	0.9502
1.000	0.9441
0.618	0.9404
HIGH	0.9343
0.618	0.9306
0.500	0.9294
0.382	0.9282
LOW	0.9245
0.618	0.9184
1.000	0.9147
1.618	0.9086
2.618	0.8988
4.250	0.8829

Fisher Pivots for day following 06-May-2014
Pivot	1 day	3 day
R1	0.9319	0.9307
PP	0.9306	0.9283
S1	0.9294	0.9259

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

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