CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 29-May-2014

Day Change Summary
	Previous	Current
	28-May-2014	29-May-2014	Change	Change %	Previous Week
Open	0.9246	0.9222	-0.0024	-0.3%	0.9348
High	0.9258	0.9303	0.0045	0.5%	0.9351
Low	0.9202	0.9200	-0.0002	0.0%	0.9192
Close	0.9213	0.9279	0.0066	0.7%	0.9224
Range	0.0056	0.0103	0.0047	83.9%	0.0159
ATR	0.0056	0.0060	0.0003	5.9%	0.0000
Volume	62,169	85,038	22,869	36.8%	308,313

Daily Pivots for day following 29-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9570	0.9527	0.9336
R3	0.9467	0.9424	0.9307
R2	0.9364	0.9364	0.9298
R1	0.9321	0.9321	0.9288	0.9343
PP	0.9261	0.9261	0.9261	0.9271
S1	0.9218	0.9218	0.9270	0.9240
S2	0.9158	0.9158	0.9260
S3	0.9055	0.9115	0.9251
S4	0.8952	0.9012	0.9222

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	0.9303	0.9200	0.0103	1.1%	0.0061	0.7%	77%	True	True	64,179
10	0.9374	0.9192	0.0182	2.0%	0.0059	0.6%	48%	False	False	62,215
20	0.9388	0.9175	0.0213	2.3%	0.0057	0.6%	49%	False	False	60,699
40	0.9419	0.9160	0.0259	2.8%	0.0060	0.6%	46%	False	False	61,449
60	0.9419	0.8866	0.0553	6.0%	0.0066	0.7%	75%	False	False	61,046
80	0.9419	0.8656	0.0763	8.2%	0.0068	0.7%	82%	False	False	45,985
100	0.9419	0.8586	0.0833	9.0%	0.0071	0.8%	83%	False	False	36,842
120	0.9419	0.8586	0.0833	9.0%	0.0066	0.7%	83%	False	False	30,710

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.9741
2.618	0.9573
1.618	0.9470
1.000	0.9406
0.618	0.9367
HIGH	0.9303
0.618	0.9264
0.500	0.9252
0.382	0.9239
LOW	0.9200
0.618	0.9136
1.000	0.9097
1.618	0.9033
2.618	0.8930
4.250	0.8762

Fisher Pivots for day following 29-May-2014
Pivot	1 day	3 day
R1	0.9270	0.9270
PP	0.9261	0.9261
S1	0.9252	0.9252

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

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