CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 09-May-2014

Day Change Summary
	Previous	Current
	08-May-2014	09-May-2014	Change	Change %	Previous Week
Open	0.9237	0.9289	0.0052	0.6%	0.9194
High	0.9312	0.9294	-0.0018	-0.2%	0.9312
Low	0.9237	0.9268	0.0031	0.3%	0.9176
Close	0.9293	0.9274	-0.0019	-0.2%	0.9274
Range	0.0075	0.0026	-0.0049	-65.3%	0.0136
ATR	0.0056	0.0054	-0.0002	-3.8%	0.0000
Volume	89	473	384	431.5%	1,380

Daily Pivots for day following 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9357	0.9341	0.9288
R3	0.9331	0.9315	0.9281
R2	0.9305	0.9305	0.9279
R1	0.9289	0.9289	0.9276	0.9284
PP	0.9279	0.9279	0.9279	0.9276
S1	0.9263	0.9263	0.9272	0.9258
S2	0.9253	0.9253	0.9269
S3	0.9227	0.9237	0.9267
S4	0.9201	0.9211	0.9260

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9662	0.9604	0.9349
R3	0.9526	0.9468	0.9311
R2	0.9390	0.9390	0.9299
R1	0.9332	0.9332	0.9286	0.9361
PP	0.9254	0.9254	0.9254	0.9269
S1	0.9196	0.9196	0.9262	0.9225
S2	0.9118	0.9118	0.9249
S3	0.8982	0.9060	0.9237
S4	0.8846	0.8924	0.9199

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9312	0.9176	0.0136	1.5%	0.0050	0.5%	72%	False	False	276
10	0.9312	0.9120	0.0192	2.1%	0.0053	0.6%	80%	False	False	220
20	0.9321	0.9120	0.0201	2.2%	0.0051	0.6%	77%	False	False	178
40	0.9355	0.8900	0.0455	4.9%	0.0052	0.6%	82%	False	False	135
60	0.9355	0.8813	0.0542	5.8%	0.0037	0.4%	85%	False	False	91
80	0.9355	0.8582	0.0773	8.3%	0.0029	0.3%	90%	False	False	68
100	0.9355	0.8582	0.0773	8.3%	0.0024	0.3%	90%	False	False	55
120	0.9355	0.8582	0.0773	8.3%	0.0020	0.2%	90%	False	False	45

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.9405
2.618	0.9362
1.618	0.9336
1.000	0.9320
0.618	0.9310
HIGH	0.9294
0.618	0.9284
0.500	0.9281
0.382	0.9278
LOW	0.9268
0.618	0.9252
1.000	0.9242
1.618	0.9226
2.618	0.9200
4.250	0.9158

Fisher Pivots for day following 09-May-2014
Pivot	1 day	3 day
R1	0.9281	0.9275
PP	0.9279	0.9274
S1	0.9276	0.9274

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

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