CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 23-May-2014

Day Change Summary
	Previous	Current
	22-May-2014	23-May-2014	Change	Change %	Previous Week
Open	0.9231	0.9212	-0.0019	-0.2%	0.9348
High	0.9260	0.9235	-0.0025	-0.3%	0.9351
Low	0.9201	0.9200	-0.0001	0.0%	0.9192
Close	0.9203	0.9224	0.0021	0.2%	0.9224
Range	0.0059	0.0035	-0.0024	-40.7%	0.0159
ATR	0.0059	0.0057	-0.0002	-2.9%	0.0000
Volume	66,761	42,803	-23,958	-35.9%	308,313

Daily Pivots for day following 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9325	0.9309	0.9243
R3	0.9290	0.9274	0.9234
R2	0.9255	0.9255	0.9230
R1	0.9239	0.9239	0.9227	0.9247
PP	0.9220	0.9220	0.9220	0.9224
S1	0.9204	0.9204	0.9221	0.9212
S2	0.9185	0.9185	0.9218
S3	0.9150	0.9169	0.9214
S4	0.9115	0.9134	0.9205

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9733	0.9637	0.9311
R3	0.9574	0.9478	0.9268
R2	0.9415	0.9415	0.9253
R1	0.9319	0.9319	0.9239	0.9288
PP	0.9256	0.9256	0.9256	0.9240
S1	0.9160	0.9160	0.9209	0.9129
S2	0.9097	0.9097	0.9195
S3	0.8938	0.9001	0.9180
S4	0.8779	0.8842	0.9137

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9351	0.9192	0.0159	1.7%	0.0056	0.6%	20%	False	False	61,662
10	0.9388	0.9192	0.0196	2.1%	0.0052	0.6%	16%	False	False	55,828
20	0.9388	0.9175	0.0213	2.3%	0.0055	0.6%	23%	False	False	59,824
40	0.9419	0.9160	0.0259	2.8%	0.0060	0.6%	25%	False	False	61,142
60	0.9419	0.8829	0.0590	6.4%	0.0065	0.7%	67%	False	False	57,610
80	0.9419	0.8623	0.0796	8.6%	0.0069	0.7%	76%	False	False	43,352
100	0.9419	0.8586	0.0833	9.0%	0.0071	0.8%	77%	False	False	34,734
120	0.9419	0.8586	0.0833	9.0%	0.0066	0.7%	77%	False	False	28,949

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	0.0012
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9384
2.618	0.9327
1.618	0.9292
1.000	0.9270
0.618	0.9257
HIGH	0.9235
0.618	0.9222
0.500	0.9218
0.382	0.9213
LOW	0.9200
0.618	0.9178
1.000	0.9165
1.618	0.9143
2.618	0.9108
4.250	0.9051

Fisher Pivots for day following 23-May-2014
Pivot	1 day	3 day
R1	0.9222	0.9226
PP	0.9220	0.9225
S1	0.9218	0.9225

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

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