CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 04-Jun-2014

Day Change Summary
	Previous	Current
	03-Jun-2014	04-Jun-2014	Change	Change %	Previous Week
Open	0.9234	0.9258	0.0024	0.3%	0.9222
High	0.9279	0.9295	0.0016	0.2%	0.9320
Low	0.9221	0.9244	0.0023	0.2%	0.9200
Close	0.9249	0.9270	0.0021	0.2%	0.9295
Range	0.0058	0.0051	-0.0007	-12.1%	0.0120
ATR	0.0060	0.0059	-0.0001	-1.1%	0.0000
Volume	62,837	61,724	-1,113	-1.8%	271,257

Daily Pivots for day following 04-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9423	0.9397	0.9298
R3	0.9372	0.9346	0.9284
R2	0.9321	0.9321	0.9279
R1	0.9295	0.9295	0.9275	0.9308
PP	0.9270	0.9270	0.9270	0.9276
S1	0.9244	0.9244	0.9265	0.9257
S2	0.9219	0.9219	0.9261
S3	0.9168	0.9193	0.9256
S4	0.9117	0.9142	0.9242

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9632	0.9583	0.9361
R3	0.9512	0.9463	0.9328
R2	0.9392	0.9392	0.9317
R1	0.9343	0.9343	0.9306	0.9368
PP	0.9272	0.9272	0.9272	0.9284
S1	0.9223	0.9223	0.9284	0.9248
S2	0.9152	0.9152	0.9273
S3	0.9032	0.9103	0.9262
S4	0.8912	0.8983	0.9229

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9320	0.9200	0.0120	1.3%	0.0067	0.7%	58%	False	False	66,068
10	0.9320	0.9192	0.0128	1.4%	0.0058	0.6%	61%	False	False	64,183
20	0.9388	0.9192	0.0196	2.1%	0.0055	0.6%	40%	False	False	59,988
40	0.9419	0.9175	0.0244	2.6%	0.0061	0.7%	39%	False	False	61,564
60	0.9419	0.8866	0.0553	6.0%	0.0064	0.7%	73%	False	False	64,489
80	0.9419	0.8829	0.0590	6.4%	0.0066	0.7%	75%	False	False	49,035
100	0.9419	0.8586	0.0833	9.0%	0.0071	0.8%	82%	False	False	39,288
120	0.9419	0.8586	0.0833	9.0%	0.0067	0.7%	82%	False	False	32,754

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9512
2.618	0.9429
1.618	0.9378
1.000	0.9346
0.618	0.9327
HIGH	0.9295
0.618	0.9276
0.500	0.9270
0.382	0.9263
LOW	0.9244
0.618	0.9212
1.000	0.9193
1.618	0.9161
2.618	0.9110
4.250	0.9027

Fisher Pivots for day following 04-Jun-2014
Pivot	1 day	3 day
R1	0.9270	0.9268
PP	0.9270	0.9265
S1	0.9270	0.9263

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

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