CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 28-May-2014

Day Change Summary
	Previous	Current
	27-May-2014	28-May-2014	Change	Change %	Previous Week
Open	0.9162	0.9190	0.0028	0.3%	0.9291
High	0.9210	0.9200	-0.0010	-0.1%	0.9291
Low	0.9161	0.9145	-0.0016	-0.2%	0.9136
Close	0.9189	0.9155	-0.0034	-0.4%	0.9166
Range	0.0049	0.0055	0.0006	12.2%	0.0155
ATR	0.0052	0.0052	0.0000	0.5%	0.0000
Volume	386	883	497	128.8%	4,498

Daily Pivots for day following 28-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9332	0.9298	0.9185
R3	0.9277	0.9243	0.9170
R2	0.9222	0.9222	0.9165
R1	0.9188	0.9188	0.9160	0.9178
PP	0.9167	0.9167	0.9167	0.9161
S1	0.9133	0.9133	0.9150	0.9123
S2	0.9112	0.9112	0.9145
S3	0.9057	0.9078	0.9140
S4	0.9002	0.9023	0.9125

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	0.9210	0.9136	0.0074	0.8%	0.0048	0.5%	26%	False	False	1,058
10	0.9328	0.9136	0.0192	2.1%	0.0052	0.6%	10%	False	False	723
20	0.9328	0.9120	0.0208	2.3%	0.0051	0.6%	17%	False	False	466
40	0.9355	0.9107	0.0248	2.7%	0.0052	0.6%	19%	False	False	306
60	0.9355	0.8827	0.0528	5.8%	0.0046	0.5%	62%	False	False	215
80	0.9355	0.8625	0.0730	8.0%	0.0036	0.4%	73%	False	False	162
100	0.9355	0.8582	0.0773	8.4%	0.0029	0.3%	74%	False	False	129
120	0.9355	0.8582	0.0773	8.4%	0.0025	0.3%	74%	False	False	108

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9434
2.618	0.9344
1.618	0.9289
1.000	0.9255
0.618	0.9234
HIGH	0.9200
0.618	0.9179
0.500	0.9173
0.382	0.9166
LOW	0.9145
0.618	0.9111
1.000	0.9090
1.618	0.9056
2.618	0.9001
4.250	0.8911

Fisher Pivots for day following 28-May-2014
Pivot	1 day	3 day
R1	0.9173	0.9177
PP	0.9167	0.9169
S1	0.9161	0.9162

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

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