CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 03-Jun-2014

Day Change Summary
	Previous	Current
	02-Jun-2014	03-Jun-2014	Change	Change %	Previous Week
Open	0.9241	0.9177	-0.0064	-0.7%	0.9162
High	0.9247	0.9220	-0.0027	-0.3%	0.9261
Low	0.9168	0.9165	-0.0003	0.0%	0.9144
Close	0.9179	0.9191	0.0012	0.1%	0.9237
Range	0.0079	0.0055	-0.0024	-30.4%	0.0117
ATR	0.0056	0.0056	0.0000	-0.1%	0.0000
Volume	2,617	2,749	132	5.0%	4,232

Daily Pivots for day following 03-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9357	0.9329	0.9221
R3	0.9302	0.9274	0.9206
R2	0.9247	0.9247	0.9201
R1	0.9219	0.9219	0.9196	0.9233
PP	0.9192	0.9192	0.9192	0.9199
S1	0.9164	0.9164	0.9186	0.9178
S2	0.9137	0.9137	0.9181
S3	0.9082	0.9109	0.9176
S4	0.9027	0.9054	0.9161

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	0.9144	0.0117	1.3%	0.0065	0.7%	40%	False	False	1,842
10	0.9261	0.9136	0.0125	1.4%	0.0061	0.7%	44%	False	False	1,396
20	0.9328	0.9136	0.0192	2.1%	0.0055	0.6%	29%	False	False	841
40	0.9355	0.9120	0.0235	2.6%	0.0054	0.6%	30%	False	False	503
60	0.9355	0.8857	0.0498	5.4%	0.0050	0.5%	67%	False	False	354
80	0.9355	0.8794	0.0561	6.1%	0.0039	0.4%	71%	False	False	266
100	0.9355	0.8582	0.0773	8.4%	0.0032	0.3%	79%	False	False	213
120	0.9355	0.8582	0.0773	8.4%	0.0027	0.3%	79%	False	False	177

Crabel Price Patterns
NR	True
NR4	False
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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9454
2.618	0.9364
1.618	0.9309
1.000	0.9275
0.618	0.9254
HIGH	0.9220
0.618	0.9199
0.500	0.9193
0.382	0.9186
LOW	0.9165
0.618	0.9131
1.000	0.9110
1.618	0.9076
2.618	0.9021
4.250	0.8931

Fisher Pivots for day following 03-Jun-2014
Pivot	1 day	3 day
R1	0.9193	0.9213
PP	0.9192	0.9206
S1	0.9192	0.9198

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

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