CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 11-Jun-2014

Day Change Summary
	Previous	Current
	10-Jun-2014	11-Jun-2014	Change	Change %	Previous Week
Open	0.9289	0.9311	0.0022	0.2%	0.9241
High	0.9322	0.9344	0.0022	0.2%	0.9295
Low	0.9279	0.9302	0.0023	0.2%	0.9165
Close	0.9308	0.9322	0.0014	0.2%	0.9275
Range	0.0043	0.0042	-0.0001	-2.3%	0.0130
ATR	0.0053	0.0053	-0.0001	-1.5%	0.0000
Volume	22,515	60,095	37,580	166.9%	15,988

Daily Pivots for day following 11-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9449	0.9427	0.9345
R3	0.9407	0.9385	0.9334
R2	0.9365	0.9365	0.9330
R1	0.9343	0.9343	0.9326	0.9354
PP	0.9323	0.9323	0.9323	0.9328
S1	0.9301	0.9301	0.9318	0.9312
S2	0.9281	0.9281	0.9314
S3	0.9239	0.9259	0.9310
S4	0.9197	0.9217	0.9299

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	0.9344	0.9194	0.0150	1.6%	0.0048	0.5%	85%	True	False	20,707
10	0.9344	0.9144	0.0200	2.1%	0.0056	0.6%	89%	True	False	11,306
20	0.9344	0.9136	0.0208	2.2%	0.0054	0.6%	89%	True	False	6,015
40	0.9344	0.9120	0.0224	2.4%	0.0053	0.6%	90%	True	False	3,096
60	0.9355	0.8900	0.0455	4.9%	0.0053	0.6%	93%	False	False	2,099
80	0.9355	0.8813	0.0542	5.8%	0.0042	0.4%	94%	False	False	1,575
100	0.9355	0.8582	0.0773	8.3%	0.0035	0.4%	96%	False	False	1,260
120	0.9355	0.8582	0.0773	8.3%	0.0030	0.3%	96%	False	False	1,050

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	0.9523
2.618	0.9454
1.618	0.9412
1.000	0.9386
0.618	0.9370
HIGH	0.9344
0.618	0.9328
0.500	0.9323
0.382	0.9318
LOW	0.9302
0.618	0.9276
1.000	0.9260
1.618	0.9234
2.618	0.9192
4.250	0.9124

Fisher Pivots for day following 11-Jun-2014
Pivot	1 day	3 day
R1	0.9323	0.9317
PP	0.9323	0.9313
S1	0.9322	0.9308

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

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