CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 02-Apr-2014

Day Change Summary
	Previous	Current
	01-Apr-2014	02-Apr-2014	Change	Change %	Previous Week
Open	0.9168	0.9138	-0.0030	-0.3%	0.8949
High	0.9177	0.9159	-0.0018	-0.2%	0.9183
Low	0.9127	0.9128	0.0001	0.0%	0.8949
Close	0.9140	0.9142	0.0002	0.0%	0.9147
Range	0.0050	0.0031	-0.0019	-38.0%	0.0234
ATR	0.0051	0.0049	-0.0001	-2.8%	0.0000
Volume	79	100	21	26.6%	516

Daily Pivots for day following 02-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9236	0.9220	0.9159
R3	0.9205	0.9189	0.9151
R2	0.9174	0.9174	0.9148
R1	0.9158	0.9158	0.9145	0.9166
PP	0.9143	0.9143	0.9143	0.9147
S1	0.9127	0.9127	0.9139	0.9135
S2	0.9112	0.9112	0.9136
S3	0.9081	0.9096	0.9133
S4	0.9050	0.9065	0.9125

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9795	0.9705	0.9276
R3	0.9561	0.9471	0.9211
R2	0.9327	0.9327	0.9190
R1	0.9237	0.9237	0.9168	0.9282
PP	0.9093	0.9093	0.9093	0.9116
S1	0.9003	0.9003	0.9126	0.9048
S2	0.8859	0.8859	0.9104
S3	0.8625	0.8769	0.9083
S4	0.8391	0.8535	0.9018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9183	0.9111	0.0072	0.8%	0.0047	0.5%	43%	False	False	119
10	0.9183	0.8900	0.0283	3.1%	0.0052	0.6%	86%	False	False	79
20	0.9183	0.8857	0.0326	3.6%	0.0039	0.4%	87%	False	False	42
40	0.9183	0.8776	0.0407	4.5%	0.0021	0.2%	90%	False	False	22
60	0.9183	0.8582	0.0601	6.6%	0.0016	0.2%	93%	False	False	15
80	0.9183	0.8582	0.0601	6.6%	0.0013	0.1%	93%	False	False	11
100	0.9266	0.8582	0.0684	7.5%	0.0010	0.1%	82%	False	False	9

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0006
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9291
2.618	0.9240
1.618	0.9209
1.000	0.9190
0.618	0.9178
HIGH	0.9159
0.618	0.9147
0.500	0.9144
0.382	0.9140
LOW	0.9128
0.618	0.9109
1.000	0.9097
1.618	0.9078
2.618	0.9047
4.250	0.8996

Fisher Pivots for day following 02-Apr-2014
Pivot	1 day	3 day
R1	0.9144	0.9150
PP	0.9143	0.9147
S1	0.9143	0.9145

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

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