CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 26-Jun-2014

Day Change Summary
	Previous	Current
	25-Jun-2014	26-Jun-2014	Change	Change %	Previous Week
Open	0.9314	0.9349	0.0035	0.4%	0.9345
High	0.9354	0.9367	0.0013	0.1%	0.9374
Low	0.9300	0.9344	0.0044	0.5%	0.9261
Close	0.9345	0.9356	0.0011	0.1%	0.9330
Range	0.0054	0.0023	-0.0031	-57.4%	0.0113
ATR	0.0058	0.0056	-0.0003	-4.3%	0.0000
Volume	64,009	47,775	-16,234	-25.4%	297,570

Daily Pivots for day following 26-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9425	0.9413	0.9369
R3	0.9402	0.9390	0.9362
R2	0.9379	0.9379	0.9360
R1	0.9367	0.9367	0.9358	0.9373
PP	0.9356	0.9356	0.9356	0.9359
S1	0.9344	0.9344	0.9354	0.9350
S2	0.9333	0.9333	0.9352
S3	0.9310	0.9321	0.9350
S4	0.9287	0.9298	0.9343

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9661	0.9608	0.9392
R3	0.9548	0.9495	0.9361
R2	0.9435	0.9435	0.9351
R1	0.9382	0.9382	0.9340	0.9352
PP	0.9322	0.9322	0.9322	0.9307
S1	0.9269	0.9269	0.9320	0.9239
S2	0.9209	0.9209	0.9309
S3	0.9096	0.9156	0.9299
S4	0.8983	0.9043	0.9268

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9389	0.9300	0.0089	1.0%	0.0050	0.5%	63%	False	False	55,574
10	0.9389	0.9261	0.0128	1.4%	0.0058	0.6%	74%	False	False	60,546
20	0.9389	0.9165	0.0224	2.4%	0.0056	0.6%	85%	False	False	40,152
40	0.9389	0.9120	0.0269	2.9%	0.0055	0.6%	88%	False	False	20,349
60	0.9389	0.9107	0.0282	3.0%	0.0054	0.6%	88%	False	False	13,615
80	0.9389	0.8857	0.0532	5.7%	0.0050	0.5%	94%	False	False	10,220
100	0.9389	0.8768	0.0621	6.6%	0.0041	0.4%	95%	False	False	8,177
120	0.9389	0.8582	0.0807	8.6%	0.0035	0.4%	96%	False	False	6,814

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 46 trading days

Fibonacci Retracements and Extensions
4.250	0.9465
2.618	0.9427
1.618	0.9404
1.000	0.9390
0.618	0.9381
HIGH	0.9367
0.618	0.9358
0.500	0.9356
0.382	0.9353
LOW	0.9344
0.618	0.9330
1.000	0.9321
1.618	0.9307
2.618	0.9284
4.250	0.9246

Fisher Pivots for day following 26-Jun-2014
Pivot	1 day	3 day
R1	0.9356	0.9350
PP	0.9356	0.9344
S1	0.9356	0.9338

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

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