CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 17-Jul-2014

Day Change Summary
	Previous	Current
	16-Jul-2014	17-Jul-2014	Change	Change %	Previous Week
Open	0.9329	0.9325	-0.0004	0.0%	0.9316
High	0.9334	0.9354	0.0020	0.2%	0.9417
Low	0.9289	0.9309	0.0020	0.2%	0.9296
Close	0.9323	0.9340	0.0017	0.2%	0.9346
Range	0.0045	0.0045	0.0000	0.0%	0.0121
ATR	0.0056	0.0055	-0.0001	-1.4%	0.0000
Volume	60,129	58,301	-1,828	-3.0%	331,337

Daily Pivots for day following 17-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9469	0.9450	0.9365
R3	0.9424	0.9405	0.9352
R2	0.9379	0.9379	0.9348
R1	0.9360	0.9360	0.9344	0.9370
PP	0.9334	0.9334	0.9334	0.9339
S1	0.9315	0.9315	0.9336	0.9325
S2	0.9289	0.9289	0.9332
S3	0.9244	0.9270	0.9328
S4	0.9199	0.9225	0.9315

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	0.9367	0.9289	0.0078	0.8%	0.0040	0.4%	65%	False	False	58,051
10	0.9417	0.9270	0.0147	1.6%	0.0055	0.6%	48%	False	False	67,124
20	0.9454	0.9270	0.0184	2.0%	0.0056	0.6%	38%	False	False	64,888
40	0.9454	0.9136	0.0318	3.4%	0.0057	0.6%	64%	False	False	44,102
60	0.9454	0.9120	0.0334	3.6%	0.0055	0.6%	66%	False	False	29,481
80	0.9454	0.9018	0.0436	4.7%	0.0055	0.6%	74%	False	False	22,145
100	0.9454	0.8813	0.0641	6.9%	0.0048	0.5%	82%	False	False	17,717
120	0.9454	0.8615	0.0839	9.0%	0.0041	0.4%	86%	False	False	14,764

Crabel Price Patterns
NR	False
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	0.0014

Fibonacci Retracements and Extensions
4.250	0.9545
2.618	0.9472
1.618	0.9427
1.000	0.9399
0.618	0.9382
HIGH	0.9354
0.618	0.9337
0.500	0.9332
0.382	0.9326
LOW	0.9309
0.618	0.9281
1.000	0.9264
1.618	0.9236
2.618	0.9191
4.250	0.9118

Fisher Pivots for day following 17-Jul-2014
Pivot	1 day	3 day
R1	0.9337	0.9335
PP	0.9334	0.9330
S1	0.9332	0.9326

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

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