CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 19-May-2014

Day Change Summary
	Previous	Current
	16-May-2014	19-May-2014	Change	Change %	Previous Week
Open	0.9287	0.9291	0.0004	0.0%	0.9282
High	0.9290	0.9291	0.0001	0.0%	0.9328
Low	0.9262	0.9249	-0.0013	-0.1%	0.9250
Close	0.9289	0.9252	-0.0037	-0.4%	0.9289
Range	0.0028	0.0042	0.0014	50.0%	0.0078
ATR	0.0051	0.0050	-0.0001	-1.3%	0.0000
Volume	650	135	-515	-79.2%	1,724

Daily Pivots for day following 19-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9390	0.9363	0.9275
R3	0.9348	0.9321	0.9264
R2	0.9306	0.9306	0.9260
R1	0.9279	0.9279	0.9256	0.9272
PP	0.9264	0.9264	0.9264	0.9260
S1	0.9237	0.9237	0.9248	0.9230
S2	0.9222	0.9222	0.9244
S3	0.9180	0.9195	0.9240
S4	0.9138	0.9153	0.9229

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9523	0.9484	0.9332
R3	0.9445	0.9406	0.9310
R2	0.9367	0.9367	0.9303
R1	0.9328	0.9328	0.9296	0.9348
PP	0.9289	0.9289	0.9289	0.9299
S1	0.9250	0.9250	0.9282	0.9270
S2	0.9211	0.9211	0.9275
S3	0.9133	0.9172	0.9268
S4	0.9055	0.9094	0.9246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9328	0.9249	0.0079	0.9%	0.0046	0.5%	4%	False	True	339
10	0.9328	0.9188	0.0140	1.5%	0.0049	0.5%	46%	False	False	286
20	0.9328	0.9120	0.0208	2.2%	0.0049	0.5%	63%	False	False	229
40	0.9355	0.8949	0.0406	4.4%	0.0053	0.6%	75%	False	False	180
60	0.9355	0.8813	0.0542	5.9%	0.0041	0.4%	81%	False	False	121
80	0.9355	0.8582	0.0773	8.4%	0.0032	0.3%	87%	False	False	91
100	0.9355	0.8582	0.0773	8.4%	0.0027	0.3%	87%	False	False	73
120	0.9355	0.8582	0.0773	8.4%	0.0022	0.2%	87%	False	False	61

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9470
2.618	0.9401
1.618	0.9359
1.000	0.9333
0.618	0.9317
HIGH	0.9291
0.618	0.9275
0.500	0.9270
0.382	0.9265
LOW	0.9249
0.618	0.9223
1.000	0.9207
1.618	0.9181
2.618	0.9139
4.250	0.9071

Fisher Pivots for day following 19-May-2014
Pivot	1 day	3 day
R1	0.9270	0.9282
PP	0.9264	0.9272
S1	0.9258	0.9262

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

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