CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 14-May-2014

Day Change Summary
	Previous	Current
	13-May-2014	14-May-2014	Change	Change %	Previous Week
Open	0.9342	0.9337	-0.0005	-0.1%	0.9254
High	0.9361	0.9388	0.0027	0.3%	0.9371
Low	0.9312	0.9336	0.0024	0.3%	0.9226
Close	0.9336	0.9358	0.0022	0.2%	0.9332
Range	0.0049	0.0052	0.0003	6.1%	0.0145
ATR	0.0059	0.0059	-0.0001	-0.9%	0.0000
Volume	52,488	56,075	3,587	6.8%	312,629

Daily Pivots for day following 14-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9517	0.9489	0.9387
R3	0.9465	0.9437	0.9372
R2	0.9413	0.9413	0.9368
R1	0.9385	0.9385	0.9363	0.9399
PP	0.9361	0.9361	0.9361	0.9368
S1	0.9333	0.9333	0.9353	0.9347
S2	0.9309	0.9309	0.9348
S3	0.9257	0.9281	0.9344
S4	0.9205	0.9229	0.9329

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9745	0.9683	0.9412
R3	0.9600	0.9538	0.9372
R2	0.9455	0.9455	0.9359
R1	0.9393	0.9393	0.9345	0.9424
PP	0.9310	0.9310	0.9310	0.9325
S1	0.9248	0.9248	0.9319	0.9279
S2	0.9165	0.9165	0.9305
S3	0.9020	0.9103	0.9292
S4	0.8875	0.8958	0.9252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9388	0.9295	0.0093	1.0%	0.0049	0.5%	68%	True	False	54,480
10	0.9388	0.9175	0.0213	2.3%	0.0055	0.6%	86%	True	False	59,184
20	0.9388	0.9175	0.0213	2.3%	0.0057	0.6%	86%	True	False	59,295
40	0.9419	0.8943	0.0476	5.1%	0.0064	0.7%	87%	False	False	65,343
60	0.9419	0.8829	0.0590	6.3%	0.0067	0.7%	90%	False	False	50,884
80	0.9419	0.8586	0.0833	8.9%	0.0072	0.8%	93%	False	False	38,250
100	0.9419	0.8586	0.0833	8.9%	0.0069	0.7%	93%	False	False	30,630
120	0.9419	0.8586	0.0833	8.9%	0.0066	0.7%	93%	False	False	25,526

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9609
2.618	0.9524
1.618	0.9472
1.000	0.9440
0.618	0.9420
HIGH	0.9388
0.618	0.9368
0.500	0.9362
0.382	0.9356
LOW	0.9336
0.618	0.9304
1.000	0.9284
1.618	0.9252
2.618	0.9200
4.250	0.9115

Fisher Pivots for day following 14-May-2014
Pivot	1 day	3 day
R1	0.9362	0.9355
PP	0.9361	0.9353
S1	0.9359	0.9350

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

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