CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 22-Apr-2014

Day Change Summary
	Previous	Current
	21-Apr-2014	22-Apr-2014	Change	Change %	Previous Week
Open	0.9242	0.9264	0.0022	0.2%	0.9283
High	0.9253	0.9282	0.0029	0.3%	0.9321
Low	0.9229	0.9264	0.0035	0.4%	0.9230
Close	0.9237	0.9268	0.0031	0.3%	0.9233
Range	0.0024	0.0018	-0.0006	-25.0%	0.0091
ATR	0.0054	0.0053	-0.0001	-1.2%	0.0000
Volume	132	108	-24	-18.2%	491

Daily Pivots for day following 22-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9325	0.9315	0.9278
R3	0.9307	0.9297	0.9273
R2	0.9289	0.9289	0.9271
R1	0.9279	0.9279	0.9270	0.9284
PP	0.9271	0.9271	0.9271	0.9274
S1	0.9261	0.9261	0.9266	0.9266
S2	0.9253	0.9253	0.9265
S3	0.9235	0.9243	0.9263
S4	0.9217	0.9225	0.9258

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9534	0.9475	0.9283
R3	0.9443	0.9384	0.9258
R2	0.9352	0.9352	0.9250
R1	0.9293	0.9293	0.9241	0.9277
PP	0.9261	0.9261	0.9261	0.9254
S1	0.9202	0.9202	0.9225	0.9186
S2	0.9170	0.9170	0.9216
S3	0.9079	0.9111	0.9208
S4	0.8988	0.9020	0.9183

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9321	0.9229	0.0092	1.0%	0.0048	0.5%	42%	False	False	136
10	0.9355	0.9167	0.0188	2.0%	0.0055	0.6%	54%	False	False	152
20	0.9355	0.9018	0.0337	3.6%	0.0052	0.6%	74%	False	False	135
40	0.9355	0.8813	0.0542	5.8%	0.0037	0.4%	84%	False	False	70
60	0.9355	0.8615	0.0740	8.0%	0.0026	0.3%	88%	False	False	47
80	0.9355	0.8582	0.0773	8.3%	0.0021	0.2%	89%	False	False	35
100	0.9355	0.8582	0.0773	8.3%	0.0017	0.2%	89%	False	False	28
120	0.9355	0.8582	0.0773	8.3%	0.0014	0.2%	89%	False	False	24

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0004
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	0.9359
2.618	0.9329
1.618	0.9311
1.000	0.9300
0.618	0.9293
HIGH	0.9282
0.618	0.9275
0.500	0.9273
0.382	0.9271
LOW	0.9264
0.618	0.9253
1.000	0.9246
1.618	0.9235
2.618	0.9217
4.250	0.9188

Fisher Pivots for day following 22-Apr-2014
Pivot	1 day	3 day
R1	0.9273	0.9266
PP	0.9271	0.9264
S1	0.9270	0.9262

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

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