CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 25-Apr-2014

Day Change Summary
	Previous	Current
	24-Apr-2014	25-Apr-2014	Change	Change %	Previous Week
Open	0.9206	0.9180	-0.0026	-0.3%	0.9242
High	0.9211	0.9207	-0.0004	0.0%	0.9282
Low	0.9164	0.9174	0.0010	0.1%	0.9164
Close	0.9171	0.9181	0.0010	0.1%	0.9181
Range	0.0047	0.0033	-0.0014	-29.8%	0.0118
ATR	0.0056	0.0054	-0.0001	-2.5%	0.0000
Volume	218	118	-100	-45.9%	651

Daily Pivots for day following 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9286	0.9267	0.9199
R3	0.9253	0.9234	0.9190
R2	0.9220	0.9220	0.9187
R1	0.9201	0.9201	0.9184	0.9211
PP	0.9187	0.9187	0.9187	0.9192
S1	0.9168	0.9168	0.9178	0.9178
S2	0.9154	0.9154	0.9175
S3	0.9121	0.9135	0.9172
S4	0.9088	0.9102	0.9163

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9563	0.9490	0.9246
R3	0.9445	0.9372	0.9213
R2	0.9327	0.9327	0.9203
R1	0.9254	0.9254	0.9192	0.9232
PP	0.9209	0.9209	0.9209	0.9198
S1	0.9136	0.9136	0.9170	0.9114
S2	0.9091	0.9091	0.9159
S3	0.8973	0.9018	0.9149
S4	0.8855	0.8900	0.9116

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9282	0.9164	0.0118	1.3%	0.0044	0.5%	14%	False	False	130
10	0.9321	0.9164	0.0157	1.7%	0.0049	0.5%	11%	False	False	136
20	0.9355	0.9107	0.0248	2.7%	0.0052	0.6%	30%	False	False	141
40	0.9355	0.8813	0.0542	5.9%	0.0042	0.5%	68%	False	False	80
60	0.9355	0.8615	0.0740	8.1%	0.0029	0.3%	76%	False	False	54
80	0.9355	0.8582	0.0773	8.4%	0.0023	0.2%	77%	False	False	41
100	0.9355	0.8582	0.0773	8.4%	0.0019	0.2%	77%	False	False	32
120	0.9355	0.8582	0.0773	8.4%	0.0016	0.2%	77%	False	False	27

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

Fibonacci Retracements and Extensions
4.250	0.9347
2.618	0.9293
1.618	0.9260
1.000	0.9240
0.618	0.9227
HIGH	0.9207
0.618	0.9194
0.500	0.9191
0.382	0.9187
LOW	0.9174
0.618	0.9154
1.000	0.9141
1.618	0.9121
2.618	0.9088
4.250	0.9034

Fisher Pivots for day following 25-Apr-2014
Pivot	1 day	3 day
R1	0.9191	0.9220
PP	0.9187	0.9207
S1	0.9184	0.9194

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

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