CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 22-May-2014

Day Change Summary
	Previous	Current
	21-May-2014	22-May-2014	Change	Change %	Previous Week
Open	0.9167	0.9173	0.0006	0.1%	0.9282
High	0.9179	0.9202	0.0023	0.3%	0.9328
Low	0.9136	0.9143	0.0007	0.1%	0.9250
Close	0.9162	0.9146	-0.0016	-0.2%	0.9289
Range	0.0043	0.0059	0.0016	37.2%	0.0078
ATR	0.0053	0.0053	0.0000	0.8%	0.0000
Volume	1,352	1,670	318	23.5%	1,724

Daily Pivots for day following 22-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9341	0.9302	0.9178
R3	0.9282	0.9243	0.9162
R2	0.9223	0.9223	0.9157
R1	0.9184	0.9184	0.9151	0.9174
PP	0.9164	0.9164	0.9164	0.9159
S1	0.9125	0.9125	0.9141	0.9115
S2	0.9105	0.9105	0.9135
S3	0.9046	0.9066	0.9130
S4	0.8987	0.9007	0.9114

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	0.9291	0.9136	0.0155	1.7%	0.0053	0.6%	6%	False	False	829
10	0.9328	0.9136	0.0192	2.1%	0.0049	0.5%	5%	False	False	569
20	0.9328	0.9120	0.0208	2.3%	0.0051	0.6%	13%	False	False	377
40	0.9355	0.9107	0.0248	2.7%	0.0052	0.6%	16%	False	False	259
60	0.9355	0.8813	0.0542	5.9%	0.0044	0.5%	61%	False	False	177
80	0.9355	0.8615	0.0740	8.1%	0.0034	0.4%	72%	False	False	133
100	0.9355	0.8582	0.0773	8.5%	0.0029	0.3%	73%	False	False	107
120	0.9355	0.8582	0.0773	8.5%	0.0024	0.3%	73%	False	False	89

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	False
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	0.9453
2.618	0.9356
1.618	0.9297
1.000	0.9261
0.618	0.9238
HIGH	0.9202
0.618	0.9179
0.500	0.9173
0.382	0.9166
LOW	0.9143
0.618	0.9107
1.000	0.9084
1.618	0.9048
2.618	0.8989
4.250	0.8892

Fisher Pivots for day following 22-May-2014
Pivot	1 day	3 day
R1	0.9173	0.9198
PP	0.9164	0.9180
S1	0.9155	0.9163

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

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