CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 06-Jun-2014

Day Change Summary
	Previous	Current
	05-Jun-2014	06-Jun-2014	Change	Change %	Previous Week
Open	0.9271	0.9333	0.0062	0.7%	0.9301
High	0.9342	0.9355	0.0013	0.1%	0.9355
Low	0.9253	0.9314	0.0061	0.7%	0.9221
Close	0.9332	0.9334	0.0002	0.0%	0.9334
Range	0.0089	0.0041	-0.0048	-53.9%	0.0134
ATR	0.0061	0.0060	-0.0001	-2.4%	0.0000
Volume	85,493	74,221	-11,272	-13.2%	345,094

Daily Pivots for day following 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9457	0.9437	0.9357
R3	0.9416	0.9396	0.9345
R2	0.9375	0.9375	0.9342
R1	0.9355	0.9355	0.9338	0.9365
PP	0.9334	0.9334	0.9334	0.9340
S1	0.9314	0.9314	0.9330	0.9324
S2	0.9293	0.9293	0.9326
S3	0.9252	0.9273	0.9323
S4	0.9211	0.9232	0.9311

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9705	0.9654	0.9408
R3	0.9571	0.9520	0.9371
R2	0.9437	0.9437	0.9359
R1	0.9386	0.9386	0.9346	0.9412
PP	0.9303	0.9303	0.9303	0.9316
S1	0.9252	0.9252	0.9322	0.9278
S2	0.9169	0.9169	0.9309
S3	0.9035	0.9118	0.9297
S4	0.8901	0.8984	0.9260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9355	0.9221	0.0134	1.4%	0.0064	0.7%	84%	True	False	69,018
10	0.9355	0.9200	0.0155	1.7%	0.0060	0.6%	86%	True	False	65,915
20	0.9388	0.9192	0.0196	2.1%	0.0056	0.6%	72%	False	False	61,038
40	0.9419	0.9175	0.0244	2.6%	0.0060	0.6%	65%	False	False	62,059
60	0.9419	0.8927	0.0492	5.3%	0.0064	0.7%	83%	False	False	65,893
80	0.9419	0.8829	0.0590	6.3%	0.0066	0.7%	86%	False	False	51,024
100	0.9419	0.8586	0.0833	8.9%	0.0070	0.8%	90%	False	False	40,881
120	0.9419	0.8586	0.0833	8.9%	0.0068	0.7%	90%	False	False	34,085

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9529
2.618	0.9462
1.618	0.9421
1.000	0.9396
0.618	0.9380
HIGH	0.9355
0.618	0.9339
0.500	0.9335
0.382	0.9330
LOW	0.9314
0.618	0.9289
1.000	0.9273
1.618	0.9248
2.618	0.9207
4.250	0.9140

Fisher Pivots for day following 06-Jun-2014
Pivot	1 day	3 day
R1	0.9335	0.9323
PP	0.9334	0.9311
S1	0.9334	0.9300

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

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