CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 05-Jun-2014

Day Change Summary
	Previous	Current
	04-Jun-2014	05-Jun-2014	Change	Change %	Previous Week
Open	0.9202	0.9213	0.0011	0.1%	0.9162
High	0.9234	0.9283	0.0049	0.5%	0.9261
Low	0.9188	0.9194	0.0006	0.1%	0.9144
Close	0.9212	0.9273	0.0061	0.7%	0.9237
Range	0.0046	0.0089	0.0043	93.5%	0.0117
ATR	0.0055	0.0058	0.0002	4.4%	0.0000
Volume	1,199	6,630	5,431	453.0%	4,232

Daily Pivots for day following 05-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9517	0.9484	0.9322
R3	0.9428	0.9395	0.9297
R2	0.9339	0.9339	0.9289
R1	0.9306	0.9306	0.9281	0.9323
PP	0.9250	0.9250	0.9250	0.9258
S1	0.9217	0.9217	0.9265	0.9234
S2	0.9161	0.9161	0.9257
S3	0.9072	0.9128	0.9249
S4	0.8983	0.9039	0.9224

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	0.9283	0.9165	0.0118	1.3%	0.0062	0.7%	92%	True	False	2,891
10	0.9283	0.9143	0.0140	1.5%	0.0060	0.7%	93%	True	False	2,009
20	0.9328	0.9136	0.0192	2.1%	0.0055	0.6%	71%	False	False	1,210
40	0.9355	0.9120	0.0235	2.5%	0.0054	0.6%	65%	False	False	692
60	0.9355	0.8860	0.0495	5.3%	0.0052	0.6%	83%	False	False	484
80	0.9355	0.8813	0.0542	5.8%	0.0040	0.4%	85%	False	False	363
100	0.9355	0.8582	0.0773	8.3%	0.0033	0.4%	89%	False	False	291
120	0.9355	0.8582	0.0773	8.3%	0.0028	0.3%	89%	False	False	242

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9661
2.618	0.9516
1.618	0.9427
1.000	0.9372
0.618	0.9338
HIGH	0.9283
0.618	0.9249
0.500	0.9239
0.382	0.9228
LOW	0.9194
0.618	0.9139
1.000	0.9105
1.618	0.9050
2.618	0.8961
4.250	0.8816

Fisher Pivots for day following 05-Jun-2014
Pivot	1 day	3 day
R1	0.9262	0.9257
PP	0.9250	0.9240
S1	0.9239	0.9224

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

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