CME Australian Dollar Future September 2014

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

Day Change Summary
	Previous	Current
	10-Apr-2014	11-Apr-2014	Change	Change %	Previous Week
Open	0.9282	0.9300	0.0018	0.2%	0.9180
High	0.9355	0.9307	-0.0048	-0.5%	0.9355
Low	0.9275	0.9266	-0.0009	-0.1%	0.9155
Close	0.9325	0.9298	-0.0027	-0.3%	0.9298
Range	0.0080	0.0041	-0.0039	-48.8%	0.0200
ATR	0.0055	0.0055	0.0000	0.5%	0.0000
Volume	180	218	38	21.1%	977

Daily Pivots for day following 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9413	0.9397	0.9321
R3	0.9372	0.9356	0.9309
R2	0.9331	0.9331	0.9306
R1	0.9315	0.9315	0.9302	0.9303
PP	0.9290	0.9290	0.9290	0.9284
S1	0.9274	0.9274	0.9294	0.9262
S2	0.9249	0.9249	0.9290
S3	0.9208	0.9233	0.9287
S4	0.9167	0.9192	0.9275

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9869	0.9784	0.9408
R3	0.9669	0.9584	0.9353
R2	0.9469	0.9469	0.9335
R1	0.9384	0.9384	0.9316	0.9427
PP	0.9269	0.9269	0.9269	0.9291
S1	0.9184	0.9184	0.9280	0.9227
S2	0.9069	0.9069	0.9261
S3	0.8869	0.8984	0.9243
S4	0.8669	0.8784	0.9188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9355	0.9155	0.0200	2.2%	0.0062	0.7%	72%	False	False	195
10	0.9355	0.9107	0.0248	2.7%	0.0054	0.6%	77%	False	False	148
20	0.9355	0.8900	0.0455	4.9%	0.0054	0.6%	87%	False	False	103
40	0.9355	0.8813	0.0542	5.8%	0.0030	0.3%	89%	False	False	52
60	0.9355	0.8582	0.0773	8.3%	0.0023	0.2%	93%	False	False	35
80	0.9355	0.8582	0.0773	8.3%	0.0018	0.2%	93%	False	False	26
100	0.9355	0.8582	0.0773	8.3%	0.0014	0.2%	93%	False	False	21

Crabel Price Patterns
NR	True
NR4	True
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	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9481
2.618	0.9414
1.618	0.9373
1.000	0.9348
0.618	0.9332
HIGH	0.9307
0.618	0.9291
0.500	0.9287
0.382	0.9282
LOW	0.9266
0.618	0.9241
1.000	0.9225
1.618	0.9200
2.618	0.9159
4.250	0.9092

Fisher Pivots for day following 11-Apr-2014
Pivot	1 day	3 day
R1	0.9294	0.9298
PP	0.9290	0.9297
S1	0.9287	0.9297

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

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