CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 10-Jun-2014

Day Change Summary
	Previous	Current
	09-Jun-2014	10-Jun-2014	Change	Change %	Previous Week
Open	0.9277	0.9289	0.0012	0.1%	0.9241
High	0.9300	0.9322	0.0022	0.2%	0.9295
Low	0.9272	0.9279	0.0007	0.1%	0.9165
Close	0.9286	0.9308	0.0022	0.2%	0.9275
Range	0.0028	0.0043	0.0015	53.6%	0.0130
ATR	0.0054	0.0053	-0.0001	-1.5%	0.0000
Volume	11,505	22,515	11,010	95.7%	15,988

Daily Pivots for day following 10-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9432	0.9413	0.9332
R3	0.9389	0.9370	0.9320
R2	0.9346	0.9346	0.9316
R1	0.9327	0.9327	0.9312	0.9337
PP	0.9303	0.9303	0.9303	0.9308
S1	0.9284	0.9284	0.9304	0.9294
S2	0.9260	0.9260	0.9300
S3	0.9217	0.9241	0.9296
S4	0.9174	0.9198	0.9284

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	0.9322	0.9188	0.0134	1.4%	0.0049	0.5%	90%	True	False	8,928
10	0.9322	0.9144	0.0178	1.9%	0.0057	0.6%	92%	True	False	5,385
20	0.9328	0.9136	0.0192	2.1%	0.0054	0.6%	90%	False	False	3,015
40	0.9328	0.9120	0.0208	2.2%	0.0052	0.6%	90%	False	False	1,595
60	0.9355	0.8900	0.0455	4.9%	0.0053	0.6%	90%	False	False	1,098
80	0.9355	0.8813	0.0542	5.8%	0.0041	0.4%	91%	False	False	824
100	0.9355	0.8582	0.0773	8.3%	0.0034	0.4%	94%	False	False	659
120	0.9355	0.8582	0.0773	8.3%	0.0029	0.3%	94%	False	False	549

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9505
2.618	0.9435
1.618	0.9392
1.000	0.9365
0.618	0.9349
HIGH	0.9322
0.618	0.9306
0.500	0.9301
0.382	0.9295
LOW	0.9279
0.618	0.9252
1.000	0.9236
1.618	0.9209
2.618	0.9166
4.250	0.9096

Fisher Pivots for day following 10-Jun-2014
Pivot	1 day	3 day
R1	0.9306	0.9302
PP	0.9303	0.9296
S1	0.9301	0.9290

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

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