CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 06-May-2014

Day Change Summary
	Previous	Current
	05-May-2014	06-May-2014	Change	Change %	Previous Week
Open	0.9194	0.9199	0.0005	0.1%	0.9191
High	0.9203	0.9284	0.0081	0.9%	0.9226
Low	0.9176	0.9188	0.0012	0.1%	0.9120
Close	0.9195	0.9273	0.0078	0.8%	0.9183
Range	0.0027	0.0096	0.0069	255.6%	0.0106
ATR	0.0053	0.0056	0.0003	5.8%	0.0000
Volume	376	136	-240	-63.8%	827

Daily Pivots for day following 06-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9536	0.9501	0.9326
R3	0.9440	0.9405	0.9299
R2	0.9344	0.9344	0.9291
R1	0.9309	0.9309	0.9282	0.9327
PP	0.9248	0.9248	0.9248	0.9257
S1	0.9213	0.9213	0.9264	0.9231
S2	0.9152	0.9152	0.9255
S3	0.9056	0.9117	0.9247
S4	0.8960	0.9021	0.9220

Weekly Pivots for week ending 02-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9494	0.9445	0.9241
R3	0.9388	0.9339	0.9212
R2	0.9282	0.9282	0.9202
R1	0.9233	0.9233	0.9193	0.9205
PP	0.9176	0.9176	0.9176	0.9162
S1	0.9127	0.9127	0.9173	0.9099
S2	0.9070	0.9070	0.9164
S3	0.8964	0.9021	0.9154
S4	0.8858	0.8915	0.9125

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9284	0.9120	0.0164	1.8%	0.0058	0.6%	93%	True	False	196
10	0.9284	0.9120	0.0164	1.8%	0.0058	0.6%	93%	True	False	175
20	0.9355	0.9120	0.0235	2.5%	0.0056	0.6%	65%	False	False	163
40	0.9355	0.8857	0.0498	5.4%	0.0050	0.5%	84%	False	False	114
60	0.9355	0.8794	0.0561	6.0%	0.0035	0.4%	85%	False	False	76
80	0.9355	0.8582	0.0773	8.3%	0.0028	0.3%	89%	False	False	57
100	0.9355	0.8582	0.0773	8.3%	0.0023	0.2%	89%	False	False	46
120	0.9355	0.8582	0.0773	8.3%	0.0019	0.2%	89%	False	False	38

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9692
2.618	0.9535
1.618	0.9439
1.000	0.9380
0.618	0.9343
HIGH	0.9284
0.618	0.9247
0.500	0.9236
0.382	0.9225
LOW	0.9188
0.618	0.9129
1.000	0.9092
1.618	0.9033
2.618	0.8937
4.250	0.8780

Fisher Pivots for day following 06-May-2014
Pivot	1 day	3 day
R1	0.9261	0.9249
PP	0.9248	0.9226
S1	0.9236	0.9202

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

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