CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 30-Apr-2014

Day Change Summary
	Previous	Current
	29-Apr-2014	30-Apr-2014	Change	Change %	Previous Week
Open	0.9164	0.9189	0.0025	0.3%	0.9242
High	0.9194	0.9211	0.0017	0.2%	0.9282
Low	0.9149	0.9166	0.0017	0.2%	0.9164
Close	0.9186	0.9209	0.0023	0.3%	0.9181
Range	0.0045	0.0045	0.0000	0.0%	0.0118
ATR	0.0054	0.0054	-0.0001	-1.2%	0.0000
Volume	167	120	-47	-28.1%	651

Daily Pivots for day following 30-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9330	0.9315	0.9234
R3	0.9285	0.9270	0.9221
R2	0.9240	0.9240	0.9217
R1	0.9225	0.9225	0.9213	0.9233
PP	0.9195	0.9195	0.9195	0.9199
S1	0.9180	0.9180	0.9205	0.9188
S2	0.9150	0.9150	0.9201
S3	0.9105	0.9135	0.9197
S4	0.9060	0.9090	0.9184

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	0.9222	0.9149	0.0073	0.8%	0.0047	0.5%	82%	False	False	163
10	0.9295	0.9149	0.0146	1.6%	0.0049	0.5%	41%	False	False	148
20	0.9355	0.9107	0.0248	2.7%	0.0053	0.6%	41%	False	False	147
40	0.9355	0.8857	0.0498	5.4%	0.0045	0.5%	71%	False	False	92
60	0.9355	0.8768	0.0587	6.4%	0.0032	0.3%	75%	False	False	62
80	0.9355	0.8582	0.0773	8.4%	0.0024	0.3%	81%	False	False	47
100	0.9355	0.8582	0.0773	8.4%	0.0020	0.2%	81%	False	False	37
120	0.9355	0.8582	0.0773	8.4%	0.0017	0.2%	81%	False	False	31

Crabel Price Patterns
NR	False
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	0.0010

Fibonacci Retracements and Extensions
4.250	0.9402
2.618	0.9329
1.618	0.9284
1.000	0.9256
0.618	0.9239
HIGH	0.9211
0.618	0.9194
0.500	0.9189
0.382	0.9183
LOW	0.9166
0.618	0.9138
1.000	0.9121
1.618	0.9093
2.618	0.9048
4.250	0.8975

Fisher Pivots for day following 30-Apr-2014
Pivot	1 day	3 day
R1	0.9202	0.9201
PP	0.9195	0.9193
S1	0.9189	0.9186

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

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