CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 09-Jun-2014

Day Change Summary
	Previous	Current
	06-Jun-2014	09-Jun-2014	Change	Change %	Previous Week
Open	0.9270	0.9277	0.0007	0.1%	0.9241
High	0.9295	0.9300	0.0005	0.1%	0.9295
Low	0.9257	0.9272	0.0015	0.2%	0.9165
Close	0.9275	0.9286	0.0011	0.1%	0.9275
Range	0.0038	0.0028	-0.0010	-26.3%	0.0130
ATR	0.0056	0.0054	-0.0002	-3.6%	0.0000
Volume	2,793	11,505	8,712	311.9%	15,988

Daily Pivots for day following 09-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9370	0.9356	0.9301
R3	0.9342	0.9328	0.9294
R2	0.9314	0.9314	0.9291
R1	0.9300	0.9300	0.9289	0.9307
PP	0.9286	0.9286	0.9286	0.9290
S1	0.9272	0.9272	0.9283	0.9279
S2	0.9258	0.9258	0.9281
S3	0.9230	0.9244	0.9278
S4	0.9202	0.9216	0.9271

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9635	0.9585	0.9347
R3	0.9505	0.9455	0.9311
R2	0.9375	0.9375	0.9299
R1	0.9325	0.9325	0.9287	0.9350
PP	0.9245	0.9245	0.9245	0.9258
S1	0.9195	0.9195	0.9263	0.9220
S2	0.9115	0.9115	0.9251
S3	0.8985	0.9065	0.9239
S4	0.8855	0.8935	0.9204

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9300	0.9165	0.0135	1.5%	0.0051	0.6%	90%	True	False	4,975
10	0.9300	0.9144	0.0156	1.7%	0.0058	0.6%	91%	True	False	3,172
20	0.9328	0.9136	0.0192	2.1%	0.0054	0.6%	78%	False	False	1,897
40	0.9328	0.9120	0.0208	2.2%	0.0052	0.6%	80%	False	False	1,037
60	0.9355	0.8900	0.0455	4.9%	0.0052	0.6%	85%	False	False	722
80	0.9355	0.8813	0.0542	5.8%	0.0041	0.4%	87%	False	False	542
100	0.9355	0.8582	0.0773	8.3%	0.0034	0.4%	91%	False	False	434
120	0.9355	0.8582	0.0773	8.3%	0.0029	0.3%	91%	False	False	362

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0012
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.9419
2.618	0.9373
1.618	0.9345
1.000	0.9328
0.618	0.9317
HIGH	0.9300
0.618	0.9289
0.500	0.9286
0.382	0.9283
LOW	0.9272
0.618	0.9255
1.000	0.9244
1.618	0.9227
2.618	0.9199
4.250	0.9153

Fisher Pivots for day following 09-Jun-2014
Pivot	1 day	3 day
R1	0.9286	0.9273
PP	0.9286	0.9260
S1	0.9286	0.9247

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

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