CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 07-May-2014

Day Change Summary
	Previous	Current
	06-May-2014	07-May-2014	Change	Change %	Previous Week
Open	0.9199	0.9262	0.0063	0.7%	0.9191
High	0.9284	0.9265	-0.0019	-0.2%	0.9226
Low	0.9188	0.9237	0.0049	0.5%	0.9120
Close	0.9273	0.9256	-0.0017	-0.2%	0.9183
Range	0.0096	0.0028	-0.0068	-70.8%	0.0106
ATR	0.0056	0.0054	-0.0001	-2.5%	0.0000
Volume	136	306	170	125.0%	827

Daily Pivots for day following 07-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9337	0.9324	0.9271
R3	0.9309	0.9296	0.9264
R2	0.9281	0.9281	0.9261
R1	0.9268	0.9268	0.9259	0.9261
PP	0.9253	0.9253	0.9253	0.9249
S1	0.9240	0.9240	0.9253	0.9233
S2	0.9225	0.9225	0.9251
S3	0.9197	0.9212	0.9248
S4	0.9169	0.9184	0.9241

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%	0.0055	0.6%	83%	False	False	233
10	0.9284	0.9120	0.0164	1.8%	0.0051	0.5%	83%	False	False	198
20	0.9355	0.9120	0.0235	2.5%	0.0053	0.6%	58%	False	False	173
40	0.9355	0.8860	0.0495	5.3%	0.0051	0.5%	80%	False	False	121
60	0.9355	0.8813	0.0542	5.9%	0.0035	0.4%	82%	False	False	81
80	0.9355	0.8582	0.0773	8.4%	0.0028	0.3%	87%	False	False	61
100	0.9355	0.8582	0.0773	8.4%	0.0023	0.2%	87%	False	False	49
120	0.9355	0.8582	0.0773	8.4%	0.0019	0.2%	87%	False	False	41

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

Fibonacci Retracements and Extensions
4.250	0.9384
2.618	0.9338
1.618	0.9310
1.000	0.9293
0.618	0.9282
HIGH	0.9265
0.618	0.9254
0.500	0.9251
0.382	0.9248
LOW	0.9237
0.618	0.9220
1.000	0.9209
1.618	0.9192
2.618	0.9164
4.250	0.9118

Fisher Pivots for day following 07-May-2014
Pivot	1 day	3 day
R1	0.9254	0.9247
PP	0.9253	0.9239
S1	0.9251	0.9230

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

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