CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 21-Jul-2014

Day Change Summary
	Previous	Current
	18-Jul-2014	21-Jul-2014	Change	Change %	Previous Week
Open	0.9312	0.9362	0.0050	0.5%	0.9342
High	0.9375	0.9365	-0.0010	-0.1%	0.9375
Low	0.9299	0.9334	0.0035	0.4%	0.9289
Close	0.9361	0.9344	-0.0017	-0.2%	0.9361
Range	0.0076	0.0031	-0.0045	-59.2%	0.0086
ATR	0.0056	0.0055	-0.0002	-3.2%	0.0000
Volume	75,079	40,341	-34,738	-46.3%	310,118

Daily Pivots for day following 21-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9441	0.9423	0.9361
R3	0.9410	0.9392	0.9353
R2	0.9379	0.9379	0.9350
R1	0.9361	0.9361	0.9347	0.9355
PP	0.9348	0.9348	0.9348	0.9344
S1	0.9330	0.9330	0.9341	0.9324
S2	0.9317	0.9317	0.9338
S3	0.9286	0.9299	0.9335
S4	0.9255	0.9268	0.9327

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9600	0.9566	0.9408
R3	0.9514	0.9480	0.9385
R2	0.9428	0.9428	0.9377
R1	0.9394	0.9394	0.9369	0.9411
PP	0.9342	0.9342	0.9342	0.9350
S1	0.9308	0.9308	0.9353	0.9325
S2	0.9256	0.9256	0.9345
S3	0.9170	0.9222	0.9337
S4	0.9084	0.9136	0.9314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9375	0.9289	0.0086	0.9%	0.0050	0.5%	64%	False	False	63,198
10	0.9417	0.9289	0.0128	1.4%	0.0050	0.5%	43%	False	False	61,173
20	0.9454	0.9270	0.0184	2.0%	0.0056	0.6%	40%	False	False	65,034
40	0.9454	0.9143	0.0311	3.3%	0.0057	0.6%	65%	False	False	46,912
60	0.9454	0.9120	0.0334	3.6%	0.0055	0.6%	67%	False	False	31,400
80	0.9454	0.9107	0.0347	3.7%	0.0054	0.6%	68%	False	False	23,586
100	0.9454	0.8813	0.0641	6.9%	0.0049	0.5%	83%	False	False	18,871
120	0.9454	0.8615	0.0839	9.0%	0.0042	0.4%	87%	False	False	15,726

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9497
2.618	0.9446
1.618	0.9415
1.000	0.9396
0.618	0.9384
HIGH	0.9365
0.618	0.9353
0.500	0.9350
0.382	0.9346
LOW	0.9334
0.618	0.9315
1.000	0.9303
1.618	0.9284
2.618	0.9253
4.250	0.9202

Fisher Pivots for day following 21-Jul-2014
Pivot	1 day	3 day
R1	0.9350	0.9342
PP	0.9348	0.9339
S1	0.9346	0.9337

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

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