CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 14-Jul-2014

Day Change Summary
	Previous	Current
	11-Jul-2014	14-Jul-2014	Change	Change %	Previous Week
Open	0.9350	0.9342	-0.0008	-0.1%	0.9316
High	0.9367	0.9362	-0.0005	-0.1%	0.9417
Low	0.9334	0.9339	0.0005	0.1%	0.9296
Close	0.9346	0.9350	0.0004	0.0%	0.9346
Range	0.0033	0.0023	-0.0010	-30.3%	0.0121
ATR	0.0059	0.0057	-0.0003	-4.4%	0.0000
Volume	55,217	34,465	-20,752	-37.6%	331,337

Daily Pivots for day following 14-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9419	0.9408	0.9363
R3	0.9396	0.9385	0.9356
R2	0.9373	0.9373	0.9354
R1	0.9362	0.9362	0.9352	0.9368
PP	0.9350	0.9350	0.9350	0.9353
S1	0.9339	0.9339	0.9348	0.9345
S2	0.9327	0.9327	0.9346
S3	0.9304	0.9316	0.9344
S4	0.9281	0.9293	0.9337

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	0.9319	0.0098	1.0%	0.0049	0.5%	32%	False	False	59,147
10	0.9454	0.9270	0.0184	2.0%	0.0062	0.7%	43%	False	False	69,699
20	0.9454	0.9261	0.0193	2.1%	0.0059	0.6%	46%	False	False	64,113
40	0.9454	0.9136	0.0318	3.4%	0.0057	0.6%	67%	False	False	39,116
60	0.9454	0.9120	0.0334	3.6%	0.0055	0.6%	69%	False	False	26,145
80	0.9454	0.8900	0.0554	5.9%	0.0055	0.6%	81%	False	False	19,638
100	0.9454	0.8813	0.0641	6.9%	0.0047	0.5%	84%	False	False	15,711
120	0.9454	0.8582	0.0872	9.3%	0.0040	0.4%	88%	False	False	13,093

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9460
2.618	0.9422
1.618	0.9399
1.000	0.9385
0.618	0.9376
HIGH	0.9362
0.618	0.9353
0.500	0.9351
0.382	0.9348
LOW	0.9339
0.618	0.9325
1.000	0.9316
1.618	0.9302
2.618	0.9279
4.250	0.9241

Fisher Pivots for day following 14-Jul-2014
Pivot	1 day	3 day
R1	0.9351	0.9368
PP	0.9350	0.9362
S1	0.9350	0.9356

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

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