CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 23-Apr-2014

Day Change Summary
	Previous	Current
	22-Apr-2014	23-Apr-2014	Change	Change %	Previous Week
Open	0.9264	0.9274	0.0010	0.1%	0.9283
High	0.9282	0.9276	-0.0006	-0.1%	0.9321
Low	0.9264	0.9180	-0.0084	-0.9%	0.9230
Close	0.9268	0.9194	-0.0074	-0.8%	0.9233
Range	0.0018	0.0096	0.0078	433.3%	0.0091
ATR	0.0053	0.0056	0.0003	5.7%	0.0000
Volume	108	75	-33	-30.6%	491

Daily Pivots for day following 23-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9505	0.9445	0.9247
R3	0.9409	0.9349	0.9220
R2	0.9313	0.9313	0.9212
R1	0.9253	0.9253	0.9203	0.9235
PP	0.9217	0.9217	0.9217	0.9208
S1	0.9157	0.9157	0.9185	0.9139
S2	0.9121	0.9121	0.9176
S3	0.9025	0.9061	0.9168
S4	0.8929	0.8965	0.9141

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	0.9295	0.9180	0.0115	1.3%	0.0051	0.6%	12%	False	True	134
10	0.9355	0.9180	0.0175	1.9%	0.0055	0.6%	8%	False	True	149
20	0.9355	0.9049	0.0306	3.3%	0.0055	0.6%	47%	False	False	135
40	0.9355	0.8813	0.0542	5.9%	0.0040	0.4%	70%	False	False	72
60	0.9355	0.8615	0.0740	8.0%	0.0028	0.3%	78%	False	False	48
80	0.9355	0.8582	0.0773	8.4%	0.0022	0.2%	79%	False	False	36
100	0.9355	0.8582	0.0773	8.4%	0.0018	0.2%	79%	False	False	29
120	0.9355	0.8582	0.0773	8.4%	0.0015	0.2%	79%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9684
2.618	0.9527
1.618	0.9431
1.000	0.9372
0.618	0.9335
HIGH	0.9276
0.618	0.9239
0.500	0.9228
0.382	0.9217
LOW	0.9180
0.618	0.9121
1.000	0.9084
1.618	0.9025
2.618	0.8929
4.250	0.8772

Fisher Pivots for day following 23-Apr-2014
Pivot	1 day	3 day
R1	0.9228	0.9231
PP	0.9217	0.9219
S1	0.9205	0.9206

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

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