CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 08-Jul-2014

Day Change Summary
	Previous	Current
	07-Jul-2014	08-Jul-2014	Change	Change %	Previous Week
Open	0.9316	0.9325	0.0009	0.1%	0.9373
High	0.9331	0.9370	0.0039	0.4%	0.9454
Low	0.9296	0.9320	0.0024	0.3%	0.9270
Close	0.9326	0.9353	0.0027	0.3%	0.9309
Range	0.0035	0.0050	0.0015	42.9%	0.0184
ATR	0.0061	0.0060	-0.0001	-1.2%	0.0000
Volume	70,064	59,961	-10,103	-14.4%	331,191

Daily Pivots for day following 08-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9498	0.9475	0.9381
R3	0.9448	0.9425	0.9367
R2	0.9398	0.9398	0.9362
R1	0.9375	0.9375	0.9358	0.9387
PP	0.9348	0.9348	0.9348	0.9353
S1	0.9325	0.9325	0.9348	0.9337
S2	0.9298	0.9298	0.9344
S3	0.9248	0.9275	0.9339
S4	0.9198	0.9225	0.9326

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9896	0.9787	0.9410
R3	0.9712	0.9603	0.9360
R2	0.9528	0.9528	0.9343
R1	0.9419	0.9419	0.9326	0.9382
PP	0.9344	0.9344	0.9344	0.9326
S1	0.9235	0.9235	0.9292	0.9198
S2	0.9160	0.9160	0.9275
S3	0.8976	0.9051	0.9258
S4	0.8792	0.8867	0.9208

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9454	0.9270	0.0184	2.0%	0.0074	0.8%	45%	False	False	79,897
10	0.9454	0.9270	0.0184	2.0%	0.0060	0.6%	45%	False	False	69,209
20	0.9454	0.9261	0.0193	2.1%	0.0061	0.6%	48%	False	False	64,600
40	0.9454	0.9136	0.0318	3.4%	0.0057	0.6%	68%	False	False	33,248
60	0.9454	0.9120	0.0334	3.6%	0.0055	0.6%	70%	False	False	22,225
80	0.9454	0.8900	0.0554	5.9%	0.0054	0.6%	82%	False	False	16,692
100	0.9454	0.8813	0.0641	6.9%	0.0045	0.5%	84%	False	False	13,354
120	0.9454	0.8582	0.0872	9.3%	0.0038	0.4%	88%	False	False	11,128

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9583
2.618	0.9501
1.618	0.9451
1.000	0.9420
0.618	0.9401
HIGH	0.9370
0.618	0.9351
0.500	0.9345
0.382	0.9339
LOW	0.9320
0.618	0.9289
1.000	0.9270
1.618	0.9239
2.618	0.9189
4.250	0.9108

Fisher Pivots for day following 08-Jul-2014
Pivot	1 day	3 day
R1	0.9350	0.9346
PP	0.9348	0.9340
S1	0.9345	0.9333

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

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