CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 28-Apr-2014

Day Change Summary
	Previous	Current
	25-Apr-2014	28-Apr-2014	Change	Change %	Previous Week
Open	0.9180	0.9191	0.0011	0.1%	0.9242
High	0.9207	0.9222	0.0015	0.2%	0.9282
Low	0.9174	0.9157	-0.0017	-0.2%	0.9164
Close	0.9181	0.9166	-0.0015	-0.2%	0.9181
Range	0.0033	0.0065	0.0032	97.0%	0.0118
ATR	0.0054	0.0055	0.0001	1.4%	0.0000
Volume	118	192	74	62.7%	651

Daily Pivots for day following 28-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9377	0.9336	0.9202
R3	0.9312	0.9271	0.9184
R2	0.9247	0.9247	0.9178
R1	0.9206	0.9206	0.9172	0.9194
PP	0.9182	0.9182	0.9182	0.9176
S1	0.9141	0.9141	0.9160	0.9129
S2	0.9117	0.9117	0.9154
S3	0.9052	0.9076	0.9148
S4	0.8987	0.9011	0.9130

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	0.9157	0.0125	1.4%	0.0052	0.6%	7%	False	True	142
10	0.9321	0.9157	0.0164	1.8%	0.0052	0.6%	5%	False	True	133
20	0.9355	0.9107	0.0248	2.7%	0.0053	0.6%	24%	False	False	140
40	0.9355	0.8813	0.0542	5.9%	0.0043	0.5%	65%	False	False	85
60	0.9355	0.8615	0.0740	8.1%	0.0030	0.3%	74%	False	False	57
80	0.9355	0.8582	0.0773	8.4%	0.0023	0.3%	76%	False	False	43
100	0.9355	0.8582	0.0773	8.4%	0.0019	0.2%	76%	False	False	34
120	0.9355	0.8582	0.0773	8.4%	0.0016	0.2%	76%	False	False	29

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9498
2.618	0.9392
1.618	0.9327
1.000	0.9287
0.618	0.9262
HIGH	0.9222
0.618	0.9197
0.500	0.9190
0.382	0.9182
LOW	0.9157
0.618	0.9117
1.000	0.9092
1.618	0.9052
2.618	0.8987
4.250	0.8881

Fisher Pivots for day following 28-Apr-2014
Pivot	1 day	3 day
R1	0.9190	0.9190
PP	0.9182	0.9182
S1	0.9174	0.9174

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

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