CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 27-Jun-2014

Day Change Summary
	Previous	Current
	26-Jun-2014	27-Jun-2014	Change	Change %	Previous Week
Open	0.9349	0.9361	0.0012	0.1%	0.9323
High	0.9367	0.9391	0.0024	0.3%	0.9391
Low	0.9344	0.9354	0.0010	0.1%	0.9300
Close	0.9356	0.9372	0.0016	0.2%	0.9372
Range	0.0023	0.0037	0.0014	60.9%	0.0091
ATR	0.0056	0.0054	-0.0001	-2.4%	0.0000
Volume	47,775	56,496	8,721	18.3%	287,707

Daily Pivots for day following 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9483	0.9465	0.9392
R3	0.9446	0.9428	0.9382
R2	0.9409	0.9409	0.9379
R1	0.9391	0.9391	0.9375	0.9400
PP	0.9372	0.9372	0.9372	0.9377
S1	0.9354	0.9354	0.9369	0.9363
S2	0.9335	0.9335	0.9365
S3	0.9298	0.9317	0.9362
S4	0.9261	0.9280	0.9352

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9627	0.9591	0.9422
R3	0.9536	0.9500	0.9397
R2	0.9445	0.9445	0.9389
R1	0.9409	0.9409	0.9380	0.9427
PP	0.9354	0.9354	0.9354	0.9364
S1	0.9318	0.9318	0.9364	0.9336
S2	0.9263	0.9263	0.9355
S3	0.9172	0.9227	0.9347
S4	0.9081	0.9136	0.9322

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9391	0.9300	0.0091	1.0%	0.0050	0.5%	79%	True	False	57,541
10	0.9391	0.9261	0.0130	1.4%	0.0057	0.6%	85%	True	False	58,527
20	0.9391	0.9165	0.0226	2.4%	0.0056	0.6%	92%	True	False	42,913
40	0.9391	0.9120	0.0271	2.9%	0.0055	0.6%	93%	True	False	21,756
60	0.9391	0.9107	0.0284	3.0%	0.0054	0.6%	93%	True	False	14,555
80	0.9391	0.8857	0.0534	5.7%	0.0051	0.5%	96%	True	False	10,927
100	0.9391	0.8776	0.0615	6.6%	0.0041	0.4%	97%	True	False	8,741
120	0.9391	0.8582	0.0809	8.6%	0.0035	0.4%	98%	True	False	7,285

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9548
2.618	0.9488
1.618	0.9451
1.000	0.9428
0.618	0.9414
HIGH	0.9391
0.618	0.9377
0.500	0.9373
0.382	0.9368
LOW	0.9354
0.618	0.9331
1.000	0.9317
1.618	0.9294
2.618	0.9257
4.250	0.9197

Fisher Pivots for day following 27-Jun-2014
Pivot	1 day	3 day
R1	0.9373	0.9363
PP	0.9372	0.9354
S1	0.9372	0.9346

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

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