CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 20-May-2014

Day Change Summary
	Previous	Current
	19-May-2014	20-May-2014	Change	Change %	Previous Week
Open	0.9291	0.9256	-0.0035	-0.4%	0.9282
High	0.9291	0.9259	-0.0032	-0.3%	0.9328
Low	0.9249	0.9166	-0.0083	-0.9%	0.9250
Close	0.9252	0.9181	-0.0071	-0.8%	0.9289
Range	0.0042	0.0093	0.0051	121.4%	0.0078
ATR	0.0050	0.0053	0.0003	6.1%	0.0000
Volume	135	340	205	151.9%	1,724

Daily Pivots for day following 20-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9481	0.9424	0.9232
R3	0.9388	0.9331	0.9207
R2	0.9295	0.9295	0.9198
R1	0.9238	0.9238	0.9190	0.9220
PP	0.9202	0.9202	0.9202	0.9193
S1	0.9145	0.9145	0.9172	0.9127
S2	0.9109	0.9109	0.9164
S3	0.9016	0.9052	0.9155
S4	0.8923	0.8959	0.9130

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	0.9166	0.0162	1.8%	0.0055	0.6%	9%	False	True	388
10	0.9328	0.9166	0.0162	1.8%	0.0049	0.5%	9%	False	True	306
20	0.9328	0.9120	0.0208	2.3%	0.0053	0.6%	29%	False	False	240
40	0.9355	0.9018	0.0337	3.7%	0.0053	0.6%	48%	False	False	187
60	0.9355	0.8813	0.0542	5.9%	0.0043	0.5%	68%	False	False	127
80	0.9355	0.8615	0.0740	8.1%	0.0033	0.4%	76%	False	False	95
100	0.9355	0.8582	0.0773	8.4%	0.0028	0.3%	77%	False	False	76
120	0.9355	0.8582	0.0773	8.4%	0.0023	0.3%	77%	False	False	64

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9654
2.618	0.9502
1.618	0.9409
1.000	0.9352
0.618	0.9316
HIGH	0.9259
0.618	0.9223
0.500	0.9213
0.382	0.9202
LOW	0.9166
0.618	0.9109
1.000	0.9073
1.618	0.9016
2.618	0.8923
4.250	0.8771

Fisher Pivots for day following 20-May-2014
Pivot	1 day	3 day
R1	0.9213	0.9229
PP	0.9202	0.9213
S1	0.9192	0.9197

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

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