CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 23-May-2014

Day Change Summary
	Previous	Current
	22-May-2014	23-May-2014	Change	Change %	Previous Week
Open	0.9173	0.9155	-0.0018	-0.2%	0.9291
High	0.9202	0.9177	-0.0025	-0.3%	0.9291
Low	0.9143	0.9143	0.0000	0.0%	0.9136
Close	0.9146	0.9166	0.0020	0.2%	0.9166
Range	0.0059	0.0034	-0.0025	-42.4%	0.0155
ATR	0.0053	0.0052	-0.0001	-2.6%	0.0000
Volume	1,670	1,001	-669	-40.1%	4,498

Daily Pivots for day following 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9264	0.9249	0.9185
R3	0.9230	0.9215	0.9175
R2	0.9196	0.9196	0.9172
R1	0.9181	0.9181	0.9169	0.9189
PP	0.9162	0.9162	0.9162	0.9166
S1	0.9147	0.9147	0.9163	0.9155
S2	0.9128	0.9128	0.9160
S3	0.9094	0.9113	0.9157
S4	0.9060	0.9079	0.9147

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9663	0.9569	0.9251
R3	0.9508	0.9414	0.9209
R2	0.9353	0.9353	0.9194
R1	0.9259	0.9259	0.9180	0.9229
PP	0.9198	0.9198	0.9198	0.9182
S1	0.9104	0.9104	0.9152	0.9074
S2	0.9043	0.9043	0.9138
S3	0.8888	0.8949	0.9123
S4	0.8733	0.8794	0.9081

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%	0.0054	0.6%	19%	False	False	899
10	0.9328	0.9136	0.0192	2.1%	0.0049	0.5%	16%	False	False	622
20	0.9328	0.9120	0.0208	2.3%	0.0051	0.6%	22%	False	False	421
40	0.9355	0.9107	0.0248	2.7%	0.0052	0.6%	24%	False	False	281
60	0.9355	0.8813	0.0542	5.9%	0.0045	0.5%	65%	False	False	194
80	0.9355	0.8615	0.0740	8.1%	0.0035	0.4%	74%	False	False	146
100	0.9355	0.8582	0.0773	8.4%	0.0028	0.3%	76%	False	False	117
120	0.9355	0.8582	0.0773	8.4%	0.0024	0.3%	76%	False	False	97

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9322
2.618	0.9266
1.618	0.9232
1.000	0.9211
0.618	0.9198
HIGH	0.9177
0.618	0.9164
0.500	0.9160
0.382	0.9156
LOW	0.9143
0.618	0.9122
1.000	0.9109
1.618	0.9088
2.618	0.9054
4.250	0.8999

Fisher Pivots for day following 23-May-2014
Pivot	1 day	3 day
R1	0.9164	0.9169
PP	0.9162	0.9168
S1	0.9160	0.9167

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

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