CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 16-Jun-2014

Day Change Summary
	Previous	Current
	13-Jun-2014	16-Jun-2014	Change	Change %	Previous Week
Open	0.9423	0.9405	-0.0018	-0.2%	0.9336
High	0.9427	0.9412	-0.0015	-0.2%	0.9437
Low	0.9375	0.9376	0.0001	0.0%	0.9330
Close	0.9397	0.9401	0.0004	0.0%	0.9397
Range	0.0052	0.0036	-0.0016	-30.8%	0.0107
ATR	0.0058	0.0056	-0.0002	-2.7%	0.0000
Volume	18,716	1,721	-16,995	-90.8%	326,446

Daily Pivots for day following 16-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9504	0.9489	0.9421
R3	0.9468	0.9453	0.9411
R2	0.9432	0.9432	0.9408
R1	0.9417	0.9417	0.9404	0.9407
PP	0.9396	0.9396	0.9396	0.9391
S1	0.9381	0.9381	0.9398	0.9371
S2	0.9360	0.9360	0.9394
S3	0.9324	0.9345	0.9391
S4	0.9288	0.9309	0.9381

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	0.9337	0.0100	1.1%	0.0053	0.6%	64%	False	False	55,948
10	0.9437	0.9221	0.0216	2.3%	0.0053	0.6%	83%	False	False	61,244
20	0.9437	0.9192	0.0245	2.6%	0.0057	0.6%	85%	False	False	62,641
40	0.9437	0.9175	0.0262	2.8%	0.0057	0.6%	86%	False	False	60,481
60	0.9437	0.8981	0.0456	4.9%	0.0060	0.6%	92%	False	False	63,339
80	0.9437	0.8829	0.0608	6.5%	0.0064	0.7%	94%	False	False	55,094
100	0.9437	0.8586	0.0851	9.1%	0.0068	0.7%	96%	False	False	44,144
120	0.9437	0.8586	0.0851	9.1%	0.0068	0.7%	96%	False	False	36,819

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
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	0.9565
2.618	0.9506
1.618	0.9470
1.000	0.9448
0.618	0.9434
HIGH	0.9412
0.618	0.9398
0.500	0.9394
0.382	0.9390
LOW	0.9376
0.618	0.9354
1.000	0.9340
1.618	0.9318
2.618	0.9282
4.250	0.9223

Fisher Pivots for day following 16-Jun-2014
Pivot	1 day	3 day
R1	0.9399	0.9398
PP	0.9396	0.9394
S1	0.9394	0.9391

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

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