CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 14-May-2014

Day Change Summary
	Previous	Current
	13-May-2014	14-May-2014	Change	Change %	Previous Week
Open	0.9276	0.9279	0.0003	0.0%	0.9194
High	0.9301	0.9328	0.0027	0.3%	0.9312
Low	0.9254	0.9278	0.0024	0.3%	0.9176
Close	0.9278	0.9300	0.0022	0.2%	0.9274
Range	0.0047	0.0050	0.0003	6.4%	0.0136
ATR	0.0052	0.0052	0.0000	-0.3%	0.0000
Volume	95	219	124	130.5%	1,380

Daily Pivots for day following 14-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9452	0.9426	0.9328
R3	0.9402	0.9376	0.9314
R2	0.9352	0.9352	0.9309
R1	0.9326	0.9326	0.9305	0.9339
PP	0.9302	0.9302	0.9302	0.9309
S1	0.9276	0.9276	0.9295	0.9289
S2	0.9252	0.9252	0.9291
S3	0.9202	0.9226	0.9286
S4	0.9152	0.9176	0.9273

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	0.9328	0.9237	0.0091	1.0%	0.0046	0.5%	69%	True	False	207
10	0.9328	0.9120	0.0208	2.2%	0.0051	0.5%	87%	True	False	220
20	0.9328	0.9120	0.0208	2.2%	0.0050	0.5%	87%	True	False	184
40	0.9355	0.8900	0.0455	4.9%	0.0053	0.6%	88%	False	False	147
60	0.9355	0.8813	0.0542	5.8%	0.0039	0.4%	90%	False	False	98
80	0.9355	0.8582	0.0773	8.3%	0.0031	0.3%	93%	False	False	74
100	0.9355	0.8582	0.0773	8.3%	0.0025	0.3%	93%	False	False	59
120	0.9355	0.8582	0.0773	8.3%	0.0021	0.2%	93%	False	False	49

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9541
2.618	0.9459
1.618	0.9409
1.000	0.9378
0.618	0.9359
HIGH	0.9328
0.618	0.9309
0.500	0.9303
0.382	0.9297
LOW	0.9278
0.618	0.9247
1.000	0.9228
1.618	0.9197
2.618	0.9147
4.250	0.9066

Fisher Pivots for day following 14-May-2014
Pivot	1 day	3 day
R1	0.9303	0.9297
PP	0.9302	0.9294
S1	0.9301	0.9291

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

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