CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 28-May-2014

Day Change Summary
	Previous	Current
	27-May-2014	28-May-2014	Change	Change %	Previous Week
Open	0.9222	0.9246	0.0024	0.3%	0.9348
High	0.9267	0.9258	-0.0009	-0.1%	0.9351
Low	0.9217	0.9202	-0.0015	-0.2%	0.9192
Close	0.9247	0.9213	-0.0034	-0.4%	0.9224
Range	0.0050	0.0056	0.0006	12.0%	0.0159
ATR	0.0056	0.0056	0.0000	-0.1%	0.0000
Volume	64,128	62,169	-1,959	-3.1%	308,313

Daily Pivots for day following 28-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9392	0.9359	0.9244
R3	0.9336	0.9303	0.9228
R2	0.9280	0.9280	0.9223
R1	0.9247	0.9247	0.9218	0.9236
PP	0.9224	0.9224	0.9224	0.9219
S1	0.9191	0.9191	0.9208	0.9180
S2	0.9168	0.9168	0.9203
S3	0.9112	0.9135	0.9198
S4	0.9056	0.9079	0.9182

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	0.9267	0.9192	0.0075	0.8%	0.0049	0.5%	28%	False	False	62,299
10	0.9388	0.9192	0.0196	2.1%	0.0054	0.6%	11%	False	False	59,319
20	0.9388	0.9175	0.0213	2.3%	0.0054	0.6%	18%	False	False	59,932
40	0.9419	0.9160	0.0259	2.8%	0.0059	0.6%	20%	False	False	60,890
60	0.9419	0.8851	0.0568	6.2%	0.0065	0.7%	64%	False	False	59,662
80	0.9419	0.8656	0.0763	8.3%	0.0068	0.7%	73%	False	False	44,926
100	0.9419	0.8586	0.0833	9.0%	0.0071	0.8%	75%	False	False	35,994
120	0.9419	0.8586	0.0833	9.0%	0.0066	0.7%	75%	False	False	30,002

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

Fibonacci Retracements and Extensions
4.250	0.9496
2.618	0.9405
1.618	0.9349
1.000	0.9314
0.618	0.9293
HIGH	0.9258
0.618	0.9237
0.500	0.9230
0.382	0.9223
LOW	0.9202
0.618	0.9167
1.000	0.9146
1.618	0.9111
2.618	0.9055
4.250	0.8964

Fisher Pivots for day following 28-May-2014
Pivot	1 day	3 day
R1	0.9230	0.9234
PP	0.9224	0.9227
S1	0.9219	0.9220

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

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