CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 01-May-2014

Day Change Summary
	Previous	Current
	30-Apr-2014	01-May-2014	Change	Change %	Previous Week
Open	0.9189	0.9199	0.0010	0.1%	0.9242
High	0.9211	0.9226	0.0015	0.2%	0.9282
Low	0.9166	0.9175	0.0009	0.1%	0.9164
Close	0.9209	0.9186	-0.0023	-0.2%	0.9181
Range	0.0045	0.0051	0.0006	13.3%	0.0118
ATR	0.0054	0.0053	0.0000	-0.3%	0.0000
Volume	120	216	96	80.0%	651

Daily Pivots for day following 01-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9349	0.9318	0.9214
R3	0.9298	0.9267	0.9200
R2	0.9247	0.9247	0.9195
R1	0.9216	0.9216	0.9191	0.9206
PP	0.9196	0.9196	0.9196	0.9191
S1	0.9165	0.9165	0.9181	0.9155
S2	0.9145	0.9145	0.9177
S3	0.9094	0.9114	0.9172
S4	0.9043	0.9063	0.9158

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	0.9226	0.9149	0.0077	0.8%	0.0048	0.5%	48%	True	False	162
10	0.9295	0.9149	0.0146	1.6%	0.0049	0.5%	25%	False	False	146
20	0.9355	0.9107	0.0248	2.7%	0.0054	0.6%	32%	False	False	153
40	0.9355	0.8857	0.0498	5.4%	0.0047	0.5%	66%	False	False	98
60	0.9355	0.8776	0.0579	6.3%	0.0032	0.3%	71%	False	False	65
80	0.9355	0.8582	0.0773	8.4%	0.0025	0.3%	78%	False	False	49
100	0.9355	0.8582	0.0773	8.4%	0.0021	0.2%	78%	False	False	39
120	0.9355	0.8582	0.0773	8.4%	0.0017	0.2%	78%	False	False	33

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9443
2.618	0.9360
1.618	0.9309
1.000	0.9277
0.618	0.9258
HIGH	0.9226
0.618	0.9207
0.500	0.9201
0.382	0.9194
LOW	0.9175
0.618	0.9143
1.000	0.9124
1.618	0.9092
2.618	0.9041
4.250	0.8958

Fisher Pivots for day following 01-May-2014
Pivot	1 day	3 day
R1	0.9201	0.9188
PP	0.9196	0.9187
S1	0.9191	0.9187

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

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