CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 27-May-2014

Day Change Summary
	Previous	Current
	23-May-2014	27-May-2014	Change	Change %	Previous Week
Open	0.9155	0.9162	0.0007	0.1%	0.9291
High	0.9177	0.9210	0.0033	0.4%	0.9291
Low	0.9143	0.9161	0.0018	0.2%	0.9136
Close	0.9166	0.9189	0.0023	0.3%	0.9166
Range	0.0034	0.0049	0.0015	44.1%	0.0155
ATR	0.0052	0.0052	0.0000	-0.4%	0.0000
Volume	1,001	386	-615	-61.4%	4,498

Daily Pivots for day following 27-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9334	0.9310	0.9216
R3	0.9285	0.9261	0.9202
R2	0.9236	0.9236	0.9198
R1	0.9212	0.9212	0.9193	0.9224
PP	0.9187	0.9187	0.9187	0.9193
S1	0.9163	0.9163	0.9185	0.9175
S2	0.9138	0.9138	0.9180
S3	0.9089	0.9114	0.9176
S4	0.9040	0.9065	0.9162

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	0.9259	0.9136	0.0123	1.3%	0.0056	0.6%	43%	False	False	949
10	0.9328	0.9136	0.0192	2.1%	0.0051	0.6%	28%	False	False	644
20	0.9328	0.9120	0.0208	2.3%	0.0050	0.5%	33%	False	False	431
40	0.9355	0.9107	0.0248	2.7%	0.0052	0.6%	33%	False	False	286
60	0.9355	0.8813	0.0542	5.9%	0.0045	0.5%	69%	False	False	200
80	0.9355	0.8615	0.0740	8.1%	0.0035	0.4%	78%	False	False	151
100	0.9355	0.8582	0.0773	8.4%	0.0029	0.3%	79%	False	False	121
120	0.9355	0.8582	0.0773	8.4%	0.0025	0.3%	79%	False	False	100

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	0.9418
2.618	0.9338
1.618	0.9289
1.000	0.9259
0.618	0.9240
HIGH	0.9210
0.618	0.9191
0.500	0.9186
0.382	0.9180
LOW	0.9161
0.618	0.9131
1.000	0.9112
1.618	0.9082
2.618	0.9033
4.250	0.8953

Fisher Pivots for day following 27-May-2014
Pivot	1 day	3 day
R1	0.9188	0.9185
PP	0.9187	0.9181
S1	0.9186	0.9177

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

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