CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 13-Jun-2014

Day Change Summary
	Previous	Current
	12-Jun-2014	13-Jun-2014	Change	Change %	Previous Week
Open	0.9384	0.9423	0.0039	0.4%	0.9336
High	0.9437	0.9427	-0.0010	-0.1%	0.9437
Low	0.9344	0.9375	0.0031	0.3%	0.9330
Close	0.9421	0.9397	-0.0024	-0.3%	0.9397
Range	0.0093	0.0052	-0.0041	-44.1%	0.0107
ATR	0.0058	0.0058	0.0000	-0.8%	0.0000
Volume	107,662	18,716	-88,946	-82.6%	326,446

Daily Pivots for day following 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9556	0.9528	0.9426
R3	0.9504	0.9476	0.9411
R2	0.9452	0.9452	0.9407
R1	0.9424	0.9424	0.9402	0.9412
PP	0.9400	0.9400	0.9400	0.9394
S1	0.9372	0.9372	0.9392	0.9360
S2	0.9348	0.9348	0.9387
S3	0.9296	0.9320	0.9383
S4	0.9244	0.9268	0.9368

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9709	0.9660	0.9456
R3	0.9602	0.9553	0.9426
R2	0.9495	0.9495	0.9417
R1	0.9446	0.9446	0.9407	0.9471
PP	0.9388	0.9388	0.9388	0.9400
S1	0.9339	0.9339	0.9387	0.9364
S2	0.9281	0.9281	0.9377
S3	0.9174	0.9232	0.9368
S4	0.9067	0.9125	0.9338

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9437	0.9330	0.0107	1.1%	0.0052	0.6%	63%	False	False	65,289
10	0.9437	0.9221	0.0216	2.3%	0.0058	0.6%	81%	False	False	67,154
20	0.9437	0.9192	0.0245	2.6%	0.0057	0.6%	84%	False	False	64,535
40	0.9437	0.9175	0.0262	2.8%	0.0057	0.6%	85%	False	False	61,802
60	0.9437	0.8943	0.0494	5.3%	0.0061	0.6%	92%	False	False	64,550
80	0.9437	0.8829	0.0608	6.5%	0.0065	0.7%	93%	False	False	55,075
100	0.9437	0.8586	0.0851	9.1%	0.0069	0.7%	95%	False	False	44,134
120	0.9437	0.8586	0.0851	9.1%	0.0068	0.7%	95%	False	False	36,804

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9648
2.618	0.9563
1.618	0.9511
1.000	0.9479
0.618	0.9459
HIGH	0.9427
0.618	0.9407
0.500	0.9401
0.382	0.9395
LOW	0.9375
0.618	0.9343
1.000	0.9323
1.618	0.9291
2.618	0.9239
4.250	0.9154

Fisher Pivots for day following 13-Jun-2014
Pivot	1 day	3 day
R1	0.9401	0.9395
PP	0.9400	0.9393
S1	0.9398	0.9391

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

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