CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 12-Jun-2014

Day Change Summary
	Previous	Current
	11-Jun-2014	12-Jun-2014	Change	Change %	Previous Week
Open	0.9367	0.9384	0.0017	0.2%	0.9301
High	0.9403	0.9437	0.0034	0.4%	0.9355
Low	0.9361	0.9344	-0.0017	-0.2%	0.9221
Close	0.9381	0.9421	0.0040	0.4%	0.9334
Range	0.0042	0.0093	0.0051	121.4%	0.0134
ATR	0.0056	0.0058	0.0003	4.8%	0.0000
Volume	92,019	107,662	15,643	17.0%	345,094

Daily Pivots for day following 12-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9680	0.9643	0.9472
R3	0.9587	0.9550	0.9447
R2	0.9494	0.9494	0.9438
R1	0.9457	0.9457	0.9430	0.9476
PP	0.9401	0.9401	0.9401	0.9410
S1	0.9364	0.9364	0.9412	0.9383
S2	0.9308	0.9308	0.9404
S3	0.9215	0.9271	0.9395
S4	0.9122	0.9178	0.9370

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	0.9437	0.9314	0.0123	1.3%	0.0050	0.5%	87%	True	False	76,390
10	0.9437	0.9221	0.0216	2.3%	0.0057	0.6%	93%	True	False	71,274
20	0.9437	0.9192	0.0245	2.6%	0.0058	0.6%	93%	True	False	66,745
40	0.9437	0.9175	0.0262	2.8%	0.0057	0.6%	94%	True	False	63,020
60	0.9437	0.8943	0.0494	5.2%	0.0062	0.7%	97%	True	False	65,810
80	0.9437	0.8829	0.0608	6.5%	0.0065	0.7%	97%	True	False	54,849
100	0.9437	0.8586	0.0851	9.0%	0.0069	0.7%	98%	True	False	43,949
120	0.9437	0.8586	0.0851	9.0%	0.0068	0.7%	98%	True	False	36,649

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	0.0015
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9832
2.618	0.9680
1.618	0.9587
1.000	0.9530
0.618	0.9494
HIGH	0.9437
0.618	0.9401
0.500	0.9391
0.382	0.9380
LOW	0.9344
0.618	0.9287
1.000	0.9251
1.618	0.9194
2.618	0.9101
4.250	0.8949

Fisher Pivots for day following 12-Jun-2014
Pivot	1 day	3 day
R1	0.9411	0.9410
PP	0.9401	0.9398
S1	0.9391	0.9387

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

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