CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 15-May-2014

Day Change Summary
	Previous	Current
	14-May-2014	15-May-2014	Change	Change %	Previous Week
Open	0.9337	0.9357	0.0020	0.2%	0.9254
High	0.9388	0.9374	-0.0014	-0.1%	0.9371
Low	0.9336	0.9307	-0.0029	-0.3%	0.9226
Close	0.9358	0.9338	-0.0020	-0.2%	0.9332
Range	0.0052	0.0067	0.0015	28.8%	0.0145
ATR	0.0059	0.0059	0.0001	1.0%	0.0000
Volume	56,075	62,914	6,839	12.2%	312,629

Daily Pivots for day following 15-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9541	0.9506	0.9375
R3	0.9474	0.9439	0.9356
R2	0.9407	0.9407	0.9350
R1	0.9372	0.9372	0.9344	0.9356
PP	0.9340	0.9340	0.9340	0.9332
S1	0.9305	0.9305	0.9332	0.9289
S2	0.9273	0.9273	0.9326
S3	0.9206	0.9238	0.9320
S4	0.9139	0.9171	0.9301

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	0.9307	0.0081	0.9%	0.0048	0.5%	38%	False	True	51,303
10	0.9388	0.9175	0.0213	2.3%	0.0056	0.6%	77%	False	False	61,560
20	0.9388	0.9175	0.0213	2.3%	0.0058	0.6%	77%	False	False	59,070
40	0.9419	0.8943	0.0476	5.1%	0.0062	0.7%	83%	False	False	64,558
60	0.9419	0.8829	0.0590	6.3%	0.0067	0.7%	86%	False	False	51,922
80	0.9419	0.8586	0.0833	8.9%	0.0072	0.8%	90%	False	False	39,033
100	0.9419	0.8586	0.0833	8.9%	0.0070	0.7%	90%	False	False	31,258
120	0.9419	0.8586	0.0833	8.9%	0.0066	0.7%	90%	False	False	26,050

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9659
2.618	0.9549
1.618	0.9482
1.000	0.9441
0.618	0.9415
HIGH	0.9374
0.618	0.9348
0.500	0.9341
0.382	0.9333
LOW	0.9307
0.618	0.9266
1.000	0.9240
1.618	0.9199
2.618	0.9132
4.250	0.9022

Fisher Pivots for day following 15-May-2014
Pivot	1 day	3 day
R1	0.9341	0.9348
PP	0.9340	0.9344
S1	0.9339	0.9341

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

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