CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 12-May-2014

Day Change Summary
	Previous	Current
	09-May-2014	12-May-2014	Change	Change %	Previous Week
Open	0.9289	0.9282	-0.0007	-0.1%	0.9194
High	0.9294	0.9304	0.0010	0.1%	0.9312
Low	0.9268	0.9270	0.0002	0.0%	0.9176
Close	0.9274	0.9284	0.0010	0.1%	0.9274
Range	0.0026	0.0034	0.0008	30.8%	0.0136
ATR	0.0054	0.0052	-0.0001	-2.6%	0.0000
Volume	473	161	-312	-66.0%	1,380

Daily Pivots for day following 12-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9388	0.9370	0.9303
R3	0.9354	0.9336	0.9293
R2	0.9320	0.9320	0.9290
R1	0.9302	0.9302	0.9287	0.9311
PP	0.9286	0.9286	0.9286	0.9291
S1	0.9268	0.9268	0.9281	0.9277
S2	0.9252	0.9252	0.9278
S3	0.9218	0.9234	0.9275
S4	0.9184	0.9200	0.9265

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	0.9188	0.0124	1.3%	0.0052	0.6%	77%	False	False	233
10	0.9312	0.9120	0.0192	2.1%	0.0050	0.5%	85%	False	False	217
20	0.9321	0.9120	0.0201	2.2%	0.0051	0.5%	82%	False	False	175
40	0.9355	0.8900	0.0455	4.9%	0.0052	0.6%	84%	False	False	139
60	0.9355	0.8813	0.0542	5.8%	0.0037	0.4%	87%	False	False	93
80	0.9355	0.8582	0.0773	8.3%	0.0030	0.3%	91%	False	False	70
100	0.9355	0.8582	0.0773	8.3%	0.0024	0.3%	91%	False	False	56
120	0.9355	0.8582	0.0773	8.3%	0.0020	0.2%	91%	False	False	47

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9449
2.618	0.9393
1.618	0.9359
1.000	0.9338
0.618	0.9325
HIGH	0.9304
0.618	0.9291
0.500	0.9287
0.382	0.9283
LOW	0.9270
0.618	0.9249
1.000	0.9236
1.618	0.9215
2.618	0.9181
4.250	0.9126

Fisher Pivots for day following 12-May-2014
Pivot	1 day	3 day
R1	0.9287	0.9281
PP	0.9286	0.9278
S1	0.9285	0.9275

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

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