CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 09-Jun-2014

Day Change Summary
	Previous	Current
	06-Jun-2014	09-Jun-2014	Change	Change %	Previous Week
Open	0.9333	0.9336	0.0003	0.0%	0.9301
High	0.9355	0.9359	0.0004	0.0%	0.9355
Low	0.9314	0.9330	0.0016	0.2%	0.9221
Close	0.9334	0.9345	0.0011	0.1%	0.9334
Range	0.0041	0.0029	-0.0012	-29.3%	0.0134
ATR	0.0060	0.0058	-0.0002	-3.7%	0.0000
Volume	74,221	48,425	-25,796	-34.8%	345,094

Daily Pivots for day following 09-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9432	0.9417	0.9361
R3	0.9403	0.9388	0.9353
R2	0.9374	0.9374	0.9350
R1	0.9359	0.9359	0.9348	0.9367
PP	0.9345	0.9345	0.9345	0.9348
S1	0.9330	0.9330	0.9342	0.9338
S2	0.9316	0.9316	0.9340
S3	0.9287	0.9301	0.9337
S4	0.9258	0.9272	0.9329

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	0.9359	0.9221	0.0138	1.5%	0.0054	0.6%	90%	True	False	66,540
10	0.9359	0.9200	0.0159	1.7%	0.0060	0.6%	91%	True	False	66,477
20	0.9388	0.9192	0.0196	2.1%	0.0056	0.6%	78%	False	False	61,153
40	0.9388	0.9175	0.0213	2.3%	0.0058	0.6%	80%	False	False	61,050
60	0.9419	0.8941	0.0478	5.1%	0.0062	0.7%	85%	False	False	65,195
80	0.9419	0.8829	0.0590	6.3%	0.0065	0.7%	87%	False	False	51,621
100	0.9419	0.8586	0.0833	8.9%	0.0070	0.7%	91%	False	False	41,364
120	0.9419	0.8586	0.0833	8.9%	0.0067	0.7%	91%	False	False	34,489

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	0.0013
Narrowest range in 109 trading days

Fibonacci Retracements and Extensions
4.250	0.9482
2.618	0.9435
1.618	0.9406
1.000	0.9388
0.618	0.9377
HIGH	0.9359
0.618	0.9348
0.500	0.9345
0.382	0.9341
LOW	0.9330
0.618	0.9312
1.000	0.9301
1.618	0.9283
2.618	0.9254
4.250	0.9207

Fisher Pivots for day following 09-Jun-2014
Pivot	1 day	3 day
R1	0.9345	0.9332
PP	0.9345	0.9319
S1	0.9345	0.9306

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

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