CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 08-May-2014

Day Change Summary
	Previous	Current
	07-May-2014	08-May-2014	Change	Change %	Previous Week
Open	0.9262	0.9237	-0.0025	-0.3%	0.9191
High	0.9265	0.9312	0.0047	0.5%	0.9226
Low	0.9237	0.9237	0.0000	0.0%	0.9120
Close	0.9256	0.9293	0.0037	0.4%	0.9183
Range	0.0028	0.0075	0.0047	167.9%	0.0106
ATR	0.0054	0.0056	0.0001	2.7%	0.0000
Volume	306	89	-217	-70.9%	827

Daily Pivots for day following 08-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9506	0.9474	0.9334
R3	0.9431	0.9399	0.9314
R2	0.9356	0.9356	0.9307
R1	0.9324	0.9324	0.9300	0.9340
PP	0.9281	0.9281	0.9281	0.9289
S1	0.9249	0.9249	0.9286	0.9265
S2	0.9206	0.9206	0.9279
S3	0.9131	0.9174	0.9272
S4	0.9056	0.9099	0.9252

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	0.9312	0.9120	0.0192	2.1%	0.0060	0.6%	90%	True	False	207
10	0.9312	0.9120	0.0192	2.1%	0.0054	0.6%	90%	True	False	185
20	0.9355	0.9120	0.0235	2.5%	0.0054	0.6%	74%	False	False	163
40	0.9355	0.8900	0.0455	4.9%	0.0052	0.6%	86%	False	False	123
60	0.9355	0.8813	0.0542	5.8%	0.0036	0.4%	89%	False	False	83
80	0.9355	0.8582	0.0773	8.3%	0.0029	0.3%	92%	False	False	62
100	0.9355	0.8582	0.0773	8.3%	0.0024	0.3%	92%	False	False	50
120	0.9355	0.8582	0.0773	8.3%	0.0020	0.2%	92%	False	False	41

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9631
2.618	0.9508
1.618	0.9433
1.000	0.9387
0.618	0.9358
HIGH	0.9312
0.618	0.9283
0.500	0.9275
0.382	0.9266
LOW	0.9237
0.618	0.9191
1.000	0.9162
1.618	0.9116
2.618	0.9041
4.250	0.8918

Fisher Pivots for day following 08-May-2014
Pivot	1 day	3 day
R1	0.9287	0.9279
PP	0.9281	0.9264
S1	0.9275	0.9250

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

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