CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 07-May-2014

Day Change Summary
	Previous	Current
	06-May-2014	07-May-2014	Change	Change %	Previous Week
Open	0.9251	0.9321	0.0070	0.8%	0.9241
High	0.9343	0.9331	-0.0012	-0.1%	0.9286
Low	0.9245	0.9294	0.0049	0.5%	0.9175
Close	0.9331	0.9314	-0.0017	-0.2%	0.9240
Range	0.0098	0.0037	-0.0061	-62.2%	0.0111
ATR	0.0065	0.0063	-0.0002	-3.1%	0.0000
Volume	84,400	59,910	-24,490	-29.0%	325,570

Daily Pivots for day following 07-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9424	0.9406	0.9334
R3	0.9387	0.9369	0.9324
R2	0.9350	0.9350	0.9321
R1	0.9332	0.9332	0.9317	0.9323
PP	0.9313	0.9313	0.9313	0.9308
S1	0.9295	0.9295	0.9311	0.9286
S2	0.9276	0.9276	0.9307
S3	0.9239	0.9258	0.9304
S4	0.9202	0.9221	0.9294

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%	0.0061	0.7%	83%	False	False	63,888
10	0.9343	0.9175	0.0168	1.8%	0.0057	0.6%	83%	False	False	62,280
20	0.9419	0.9175	0.0244	2.6%	0.0062	0.7%	57%	False	False	62,405
40	0.9419	0.8866	0.0553	5.9%	0.0068	0.7%	81%	False	False	67,469
60	0.9419	0.8829	0.0590	6.3%	0.0069	0.7%	82%	False	False	46,376
80	0.9419	0.8586	0.0833	8.9%	0.0074	0.8%	87%	False	False	34,861
100	0.9419	0.8586	0.0833	8.9%	0.0070	0.8%	87%	False	False	27,907
120	0.9419	0.8586	0.0833	8.9%	0.0064	0.7%	87%	False	False	23,256

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

Fibonacci Retracements and Extensions
4.250	0.9488
2.618	0.9428
1.618	0.9391
1.000	0.9368
0.618	0.9354
HIGH	0.9331
0.618	0.9317
0.500	0.9313
0.382	0.9308
LOW	0.9294
0.618	0.9271
1.000	0.9257
1.618	0.9234
2.618	0.9197
4.250	0.9137

Fisher Pivots for day following 07-May-2014
Pivot	1 day	3 day
R1	0.9314	0.9304
PP	0.9313	0.9294
S1	0.9313	0.9285

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

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