CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 30-May-2014

Day Change Summary
	Previous	Current
	29-May-2014	30-May-2014	Change	Change %	Previous Week
Open	0.9168	0.9242	0.0074	0.8%	0.9162
High	0.9242	0.9261	0.0019	0.2%	0.9261
Low	0.9144	0.9221	0.0077	0.8%	0.9144
Close	0.9221	0.9237	0.0016	0.2%	0.9237
Range	0.0098	0.0040	-0.0058	-59.2%	0.0117
ATR	0.0055	0.0054	-0.0001	-2.0%	0.0000
Volume	1,702	1,261	-441	-25.9%	4,232

Daily Pivots for day following 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9360	0.9338	0.9259
R3	0.9320	0.9298	0.9248
R2	0.9280	0.9280	0.9244
R1	0.9258	0.9258	0.9241	0.9249
PP	0.9240	0.9240	0.9240	0.9235
S1	0.9218	0.9218	0.9233	0.9209
S2	0.9200	0.9200	0.9230
S3	0.9160	0.9178	0.9226
S4	0.9120	0.9138	0.9215

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9565	0.9518	0.9301
R3	0.9448	0.9401	0.9269
R2	0.9331	0.9331	0.9258
R1	0.9284	0.9284	0.9248	0.9308
PP	0.9214	0.9214	0.9214	0.9226
S1	0.9167	0.9167	0.9226	0.9191
S2	0.9097	0.9097	0.9216
S3	0.8980	0.9050	0.9205
S4	0.8863	0.8933	0.9173

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9261	0.9143	0.0118	1.3%	0.0055	0.6%	80%	True	False	1,046
10	0.9291	0.9136	0.0155	1.7%	0.0054	0.6%	65%	False	False	938
20	0.9328	0.9120	0.0208	2.3%	0.0053	0.6%	56%	False	False	598
40	0.9355	0.9107	0.0248	2.7%	0.0053	0.6%	52%	False	False	375
60	0.9355	0.8857	0.0498	5.4%	0.0049	0.5%	76%	False	False	264
80	0.9355	0.8776	0.0579	6.3%	0.0037	0.4%	80%	False	False	199
100	0.9355	0.8582	0.0773	8.4%	0.0031	0.3%	85%	False	False	159
120	0.9355	0.8582	0.0773	8.4%	0.0026	0.3%	85%	False	False	132

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9431
2.618	0.9366
1.618	0.9326
1.000	0.9301
0.618	0.9286
HIGH	0.9261
0.618	0.9246
0.500	0.9241
0.382	0.9236
LOW	0.9221
0.618	0.9196
1.000	0.9181
1.618	0.9156
2.618	0.9116
4.250	0.9051

Fisher Pivots for day following 30-May-2014
Pivot	1 day	3 day
R1	0.9241	0.9226
PP	0.9240	0.9214
S1	0.9238	0.9203

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

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