CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 29-May-2014

Day Change Summary
	Previous	Current
	28-May-2014	29-May-2014	Change	Change %	Previous Week
Open	0.9190	0.9168	-0.0022	-0.2%	0.9291
High	0.9200	0.9242	0.0042	0.5%	0.9291
Low	0.9145	0.9144	-0.0001	0.0%	0.9136
Close	0.9155	0.9221	0.0066	0.7%	0.9166
Range	0.0055	0.0098	0.0043	78.2%	0.0155
ATR	0.0052	0.0055	0.0003	6.4%	0.0000
Volume	883	1,702	819	92.8%	4,498

Daily Pivots for day following 29-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9496	0.9457	0.9275
R3	0.9398	0.9359	0.9248
R2	0.9300	0.9300	0.9239
R1	0.9261	0.9261	0.9230	0.9281
PP	0.9202	0.9202	0.9202	0.9212
S1	0.9163	0.9163	0.9212	0.9183
S2	0.9104	0.9104	0.9203
S3	0.9006	0.9065	0.9194
S4	0.8908	0.8967	0.9167

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	0.9242	0.9143	0.0099	1.1%	0.0059	0.6%	79%	True	False	1,128
10	0.9314	0.9136	0.0178	1.9%	0.0057	0.6%	48%	False	False	871
20	0.9328	0.9120	0.0208	2.3%	0.0054	0.6%	49%	False	False	546
40	0.9355	0.9107	0.0248	2.7%	0.0053	0.6%	46%	False	False	346
60	0.9355	0.8857	0.0498	5.4%	0.0048	0.5%	73%	False	False	243
80	0.9355	0.8768	0.0587	6.4%	0.0037	0.4%	77%	False	False	183
100	0.9355	0.8582	0.0773	8.4%	0.0030	0.3%	83%	False	False	146
120	0.9355	0.8582	0.0773	8.4%	0.0026	0.3%	83%	False	False	122

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 149 trading days

Fibonacci Retracements and Extensions
4.250	0.9659
2.618	0.9499
1.618	0.9401
1.000	0.9340
0.618	0.9303
HIGH	0.9242
0.618	0.9205
0.500	0.9193
0.382	0.9181
LOW	0.9144
0.618	0.9083
1.000	0.9046
1.618	0.8985
2.618	0.8887
4.250	0.8728

Fisher Pivots for day following 29-May-2014
Pivot	1 day	3 day
R1	0.9212	0.9212
PP	0.9202	0.9202
S1	0.9193	0.9193

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

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