CME Australian Dollar Future September 2014

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

Day Change Summary
	Previous	Current
	10-Jul-2014	11-Jul-2014	Change	Change %	Previous Week
Open	0.9366	0.9350	-0.0016	-0.2%	0.9316
High	0.9417	0.9367	-0.0050	-0.5%	0.9417
Low	0.9319	0.9334	0.0015	0.2%	0.9296
Close	0.9352	0.9346	-0.0006	-0.1%	0.9346
Range	0.0098	0.0033	-0.0065	-66.3%	0.0121
ATR	0.0061	0.0059	-0.0002	-3.3%	0.0000
Volume	80,047	55,217	-24,830	-31.0%	331,337

Daily Pivots for day following 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9448	0.9430	0.9364
R3	0.9415	0.9397	0.9355
R2	0.9382	0.9382	0.9352
R1	0.9364	0.9364	0.9349	0.9357
PP	0.9349	0.9349	0.9349	0.9345
S1	0.9331	0.9331	0.9343	0.9324
S2	0.9316	0.9316	0.9340
S3	0.9283	0.9298	0.9337
S4	0.9250	0.9265	0.9328

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9716	0.9652	0.9413
R3	0.9595	0.9531	0.9379
R2	0.9474	0.9474	0.9368
R1	0.9410	0.9410	0.9357	0.9442
PP	0.9353	0.9353	0.9353	0.9369
S1	0.9289	0.9289	0.9335	0.9321
S2	0.9232	0.9232	0.9324
S3	0.9111	0.9168	0.9313
S4	0.8990	0.9047	0.9279

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9417	0.9296	0.0121	1.3%	0.0052	0.6%	41%	False	False	66,267
10	0.9454	0.9270	0.0184	2.0%	0.0063	0.7%	41%	False	False	71,902
20	0.9454	0.9261	0.0193	2.1%	0.0061	0.6%	44%	False	False	66,224
40	0.9454	0.9136	0.0318	3.4%	0.0058	0.6%	66%	False	False	38,269
60	0.9454	0.9120	0.0334	3.6%	0.0055	0.6%	68%	False	False	25,574
80	0.9454	0.8900	0.0554	5.9%	0.0056	0.6%	81%	False	False	19,208
100	0.9454	0.8813	0.0641	6.9%	0.0046	0.5%	83%	False	False	15,367
120	0.9454	0.8582	0.0872	9.3%	0.0040	0.4%	88%	False	False	12,806

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9507
2.618	0.9453
1.618	0.9420
1.000	0.9400
0.618	0.9387
HIGH	0.9367
0.618	0.9354
0.500	0.9351
0.382	0.9347
LOW	0.9334
0.618	0.9314
1.000	0.9301
1.618	0.9281
2.618	0.9248
4.250	0.9194

Fisher Pivots for day following 11-Jul-2014
Pivot	1 day	3 day
R1	0.9351	0.9368
PP	0.9349	0.9361
S1	0.9348	0.9353

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

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