CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 24-Apr-2014

Day Change Summary
	Previous	Current
	23-Apr-2014	24-Apr-2014	Change	Change %	Previous Week
Open	0.9274	0.9206	-0.0068	-0.7%	0.9283
High	0.9276	0.9211	-0.0065	-0.7%	0.9321
Low	0.9180	0.9164	-0.0016	-0.2%	0.9230
Close	0.9194	0.9171	-0.0023	-0.3%	0.9233
Range	0.0096	0.0047	-0.0049	-51.0%	0.0091
ATR	0.0056	0.0056	-0.0001	-1.2%	0.0000
Volume	75	218	143	190.7%	491

Daily Pivots for day following 24-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9323	0.9294	0.9197
R3	0.9276	0.9247	0.9184
R2	0.9229	0.9229	0.9180
R1	0.9200	0.9200	0.9175	0.9191
PP	0.9182	0.9182	0.9182	0.9178
S1	0.9153	0.9153	0.9167	0.9144
S2	0.9135	0.9135	0.9162
S3	0.9088	0.9106	0.9158
S4	0.9041	0.9059	0.9145

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	0.9164	0.0131	1.4%	0.0050	0.5%	5%	False	True	130
10	0.9355	0.9164	0.0191	2.1%	0.0054	0.6%	4%	False	True	142
20	0.9355	0.9107	0.0248	2.7%	0.0053	0.6%	26%	False	False	142
40	0.9355	0.8813	0.0542	5.9%	0.0041	0.4%	66%	False	False	77
60	0.9355	0.8615	0.0740	8.1%	0.0029	0.3%	75%	False	False	52
80	0.9355	0.8582	0.0773	8.4%	0.0023	0.2%	76%	False	False	39
100	0.9355	0.8582	0.0773	8.4%	0.0018	0.2%	76%	False	False	31
120	0.9355	0.8582	0.0773	8.4%	0.0015	0.2%	76%	False	False	26

Crabel Price Patterns
NR	True
NR4	False
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	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9411
2.618	0.9334
1.618	0.9287
1.000	0.9258
0.618	0.9240
HIGH	0.9211
0.618	0.9193
0.500	0.9188
0.382	0.9182
LOW	0.9164
0.618	0.9135
1.000	0.9117
1.618	0.9088
2.618	0.9041
4.250	0.8964

Fisher Pivots for day following 24-Apr-2014
Pivot	1 day	3 day
R1	0.9188	0.9223
PP	0.9182	0.9206
S1	0.9177	0.9188

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

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