CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 16-Jul-2014

Day Change Summary
	Previous	Current
	15-Jul-2014	16-Jul-2014	Change	Change %	Previous Week
Open	0.9352	0.9329	-0.0023	-0.2%	0.9316
High	0.9362	0.9334	-0.0028	-0.3%	0.9417
Low	0.9308	0.9289	-0.0019	-0.2%	0.9296
Close	0.9333	0.9323	-0.0010	-0.1%	0.9346
Range	0.0054	0.0045	-0.0009	-16.7%	0.0121
ATR	0.0057	0.0056	-0.0001	-1.5%	0.0000
Volume	82,144	60,129	-22,015	-26.8%	331,337

Daily Pivots for day following 16-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9450	0.9432	0.9348
R3	0.9405	0.9387	0.9335
R2	0.9360	0.9360	0.9331
R1	0.9342	0.9342	0.9327	0.9329
PP	0.9315	0.9315	0.9315	0.9309
S1	0.9297	0.9297	0.9319	0.9284
S2	0.9270	0.9270	0.9315
S3	0.9225	0.9252	0.9311
S4	0.9180	0.9207	0.9298

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	0.9289	0.0128	1.4%	0.0051	0.5%	27%	False	True	62,400
10	0.9448	0.9270	0.0178	1.9%	0.0057	0.6%	30%	False	False	68,558
20	0.9454	0.9261	0.0193	2.1%	0.0058	0.6%	32%	False	False	65,603
40	0.9454	0.9136	0.0318	3.4%	0.0058	0.6%	59%	False	False	42,653
60	0.9454	0.9120	0.0334	3.6%	0.0055	0.6%	61%	False	False	28,512
80	0.9454	0.8949	0.0505	5.4%	0.0055	0.6%	74%	False	False	21,416
100	0.9454	0.8813	0.0641	6.9%	0.0048	0.5%	80%	False	False	17,134
120	0.9454	0.8582	0.0872	9.4%	0.0041	0.4%	85%	False	False	14,278

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9525
2.618	0.9452
1.618	0.9407
1.000	0.9379
0.618	0.9362
HIGH	0.9334
0.618	0.9317
0.500	0.9312
0.382	0.9306
LOW	0.9289
0.618	0.9261
1.000	0.9244
1.618	0.9216
2.618	0.9171
4.250	0.9098

Fisher Pivots for day following 16-Jul-2014
Pivot	1 day	3 day
R1	0.9319	0.9326
PP	0.9315	0.9325
S1	0.9312	0.9324

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

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