CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 16-Jun-2014

Day Change Summary
	Previous	Current
	13-Jun-2014	16-Jun-2014	Change	Change %	Previous Week
Open	0.9362	0.9345	-0.0017	-0.2%	0.9277
High	0.9367	0.9358	-0.0009	-0.1%	0.9377
Low	0.9315	0.9313	-0.0002	0.0%	0.9272
Close	0.9338	0.9338	0.0000	0.0%	0.9338
Range	0.0052	0.0045	-0.0007	-13.5%	0.0105
ATR	0.0055	0.0054	-0.0001	-1.3%	0.0000
Volume	76,686	46,319	-30,367	-39.6%	257,012

Daily Pivots for day following 16-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9471	0.9450	0.9363
R3	0.9426	0.9405	0.9350
R2	0.9381	0.9381	0.9346
R1	0.9360	0.9360	0.9342	0.9348
PP	0.9336	0.9336	0.9336	0.9331
S1	0.9315	0.9315	0.9334	0.9303
S2	0.9291	0.9291	0.9330
S3	0.9246	0.9270	0.9326
S4	0.9201	0.9225	0.9313

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9644	0.9596	0.9396
R3	0.9539	0.9491	0.9367
R2	0.9434	0.9434	0.9357
R1	0.9386	0.9386	0.9348	0.9410
PP	0.9329	0.9329	0.9329	0.9341
S1	0.9281	0.9281	0.9328	0.9305
S2	0.9224	0.9224	0.9319
S3	0.9119	0.9176	0.9309
S4	0.9014	0.9071	0.9280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9377	0.9279	0.0098	1.0%	0.0054	0.6%	60%	False	False	58,365
10	0.9377	0.9165	0.0212	2.3%	0.0053	0.6%	82%	False	False	31,670
20	0.9377	0.9136	0.0241	2.6%	0.0056	0.6%	84%	False	False	16,402
40	0.9377	0.9120	0.0257	2.8%	0.0052	0.6%	85%	False	False	8,315
60	0.9377	0.8938	0.0439	4.7%	0.0054	0.6%	91%	False	False	5,585
80	0.9377	0.8813	0.0564	6.0%	0.0044	0.5%	93%	False	False	4,190
100	0.9377	0.8582	0.0795	8.5%	0.0036	0.4%	95%	False	False	3,352
120	0.9377	0.8582	0.0795	8.5%	0.0031	0.3%	95%	False	False	2,793

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9549
2.618	0.9476
1.618	0.9431
1.000	0.9403
0.618	0.9386
HIGH	0.9358
0.618	0.9341
0.500	0.9336
0.382	0.9330
LOW	0.9313
0.618	0.9285
1.000	0.9268
1.618	0.9240
2.618	0.9195
4.250	0.9122

Fisher Pivots for day following 16-Jun-2014
Pivot	1 day	3 day
R1	0.9337	0.9336
PP	0.9336	0.9335
S1	0.9336	0.9333

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

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