CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 15-Jul-2014

Day Change Summary
	Previous	Current
	14-Jul-2014	15-Jul-2014	Change	Change %	Previous Week
Open	0.9342	0.9352	0.0010	0.1%	0.9316
High	0.9362	0.9362	0.0000	0.0%	0.9417
Low	0.9339	0.9308	-0.0031	-0.3%	0.9296
Close	0.9350	0.9333	-0.0017	-0.2%	0.9346
Range	0.0023	0.0054	0.0031	134.8%	0.0121
ATR	0.0057	0.0057	0.0000	-0.3%	0.0000
Volume	34,465	82,144	47,679	138.3%	331,337

Daily Pivots for day following 15-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9496	0.9469	0.9363
R3	0.9442	0.9415	0.9348
R2	0.9388	0.9388	0.9343
R1	0.9361	0.9361	0.9338	0.9348
PP	0.9334	0.9334	0.9334	0.9328
S1	0.9307	0.9307	0.9328	0.9294
S2	0.9280	0.9280	0.9323
S3	0.9226	0.9253	0.9318
S4	0.9172	0.9199	0.9303

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	0.9308	0.0109	1.2%	0.0050	0.5%	23%	False	True	63,584
10	0.9454	0.9270	0.0184	2.0%	0.0062	0.7%	34%	False	False	71,741
20	0.9454	0.9261	0.0193	2.1%	0.0060	0.6%	37%	False	False	65,904
40	0.9454	0.9136	0.0318	3.4%	0.0058	0.6%	62%	False	False	41,153
60	0.9454	0.9120	0.0334	3.6%	0.0055	0.6%	64%	False	False	27,512
80	0.9454	0.8938	0.0516	5.5%	0.0055	0.6%	77%	False	False	20,665
100	0.9454	0.8813	0.0641	6.9%	0.0047	0.5%	81%	False	False	16,533
120	0.9454	0.8582	0.0872	9.3%	0.0040	0.4%	86%	False	False	13,777

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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9592
2.618	0.9503
1.618	0.9449
1.000	0.9416
0.618	0.9395
HIGH	0.9362
0.618	0.9341
0.500	0.9335
0.382	0.9329
LOW	0.9308
0.618	0.9275
1.000	0.9254
1.618	0.9221
2.618	0.9167
4.250	0.9079

Fisher Pivots for day following 15-Jul-2014
Pivot	1 day	3 day
R1	0.9335	0.9338
PP	0.9334	0.9336
S1	0.9334	0.9335

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

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