CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 29-Apr-2014

Day Change Summary
	Previous	Current
	28-Apr-2014	29-Apr-2014	Change	Change %	Previous Week
Open	0.9191	0.9164	-0.0027	-0.3%	0.9242
High	0.9222	0.9194	-0.0028	-0.3%	0.9282
Low	0.9157	0.9149	-0.0008	-0.1%	0.9164
Close	0.9166	0.9186	0.0020	0.2%	0.9181
Range	0.0065	0.0045	-0.0020	-30.8%	0.0118
ATR	0.0055	0.0054	-0.0001	-1.3%	0.0000
Volume	192	167	-25	-13.0%	651

Daily Pivots for day following 29-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9311	0.9294	0.9211
R3	0.9266	0.9249	0.9198
R2	0.9221	0.9221	0.9194
R1	0.9204	0.9204	0.9190	0.9213
PP	0.9176	0.9176	0.9176	0.9181
S1	0.9159	0.9159	0.9182	0.9168
S2	0.9131	0.9131	0.9178
S3	0.9086	0.9114	0.9174
S4	0.9041	0.9069	0.9161

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	0.9276	0.9149	0.0127	1.4%	0.0057	0.6%	29%	False	True	154
10	0.9321	0.9149	0.0172	1.9%	0.0053	0.6%	22%	False	True	145
20	0.9355	0.9107	0.0248	2.7%	0.0053	0.6%	32%	False	False	145
40	0.9355	0.8827	0.0528	5.7%	0.0044	0.5%	68%	False	False	89
60	0.9355	0.8625	0.0730	7.9%	0.0031	0.3%	77%	False	False	60
80	0.9355	0.8582	0.0773	8.4%	0.0024	0.3%	78%	False	False	45
100	0.9355	0.8582	0.0773	8.4%	0.0020	0.2%	78%	False	False	36
120	0.9355	0.8582	0.0773	8.4%	0.0017	0.2%	78%	False	False	30

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9385
2.618	0.9312
1.618	0.9267
1.000	0.9239
0.618	0.9222
HIGH	0.9194
0.618	0.9177
0.500	0.9172
0.382	0.9166
LOW	0.9149
0.618	0.9121
1.000	0.9104
1.618	0.9076
2.618	0.9031
4.250	0.8958

Fisher Pivots for day following 29-Apr-2014
Pivot	1 day	3 day
R1	0.9181	0.9186
PP	0.9176	0.9186
S1	0.9172	0.9186

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

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