CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 11-Jun-2014

Day Change Summary
	Previous	Current
	10-Jun-2014	11-Jun-2014	Change	Change %	Previous Week
Open	0.9348	0.9367	0.0019	0.2%	0.9301
High	0.9380	0.9403	0.0023	0.2%	0.9355
Low	0.9337	0.9361	0.0024	0.3%	0.9221
Close	0.9367	0.9381	0.0014	0.1%	0.9334
Range	0.0043	0.0042	-0.0001	-2.3%	0.0134
ATR	0.0057	0.0056	-0.0001	-1.8%	0.0000
Volume	59,624	92,019	32,395	54.3%	345,094

Daily Pivots for day following 11-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9508	0.9486	0.9404
R3	0.9466	0.9444	0.9393
R2	0.9424	0.9424	0.9389
R1	0.9402	0.9402	0.9385	0.9413
PP	0.9382	0.9382	0.9382	0.9387
S1	0.9360	0.9360	0.9377	0.9371
S2	0.9340	0.9340	0.9373
S3	0.9298	0.9318	0.9369
S4	0.9256	0.9276	0.9358

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	0.9403	0.9253	0.0150	1.6%	0.0049	0.5%	85%	True	False	71,956
10	0.9403	0.9200	0.0203	2.2%	0.0058	0.6%	89%	True	False	69,012
20	0.9403	0.9192	0.0211	2.2%	0.0056	0.6%	90%	True	False	64,165
40	0.9403	0.9175	0.0228	2.4%	0.0057	0.6%	90%	True	False	62,046
60	0.9419	0.8943	0.0476	5.1%	0.0061	0.7%	92%	False	False	65,324
80	0.9419	0.8829	0.0590	6.3%	0.0064	0.7%	94%	False	False	53,507
100	0.9419	0.8586	0.0833	8.9%	0.0069	0.7%	95%	False	False	42,876
120	0.9419	0.8586	0.0833	8.9%	0.0067	0.7%	95%	False	False	35,752

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9582
2.618	0.9513
1.618	0.9471
1.000	0.9445
0.618	0.9429
HIGH	0.9403
0.618	0.9387
0.500	0.9382
0.382	0.9377
LOW	0.9361
0.618	0.9335
1.000	0.9319
1.618	0.9293
2.618	0.9251
4.250	0.9183

Fisher Pivots for day following 11-Jun-2014
Pivot	1 day	3 day
R1	0.9382	0.9376
PP	0.9382	0.9371
S1	0.9381	0.9367

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

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