CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 25-Jul-2014

Day Change Summary
	Previous	Current
	24-Jul-2014	25-Jul-2014	Change	Change %	Previous Week
Open	0.9412	0.9383	-0.0029	-0.3%	0.9362
High	0.9438	0.9392	-0.0046	-0.5%	0.9438
Low	0.9379	0.9360	-0.0019	-0.2%	0.9325
Close	0.9381	0.9363	-0.0018	-0.2%	0.9363
Range	0.0059	0.0032	-0.0027	-45.8%	0.0113
ATR	0.0057	0.0055	-0.0002	-3.1%	0.0000
Volume	80,960	62,565	-18,395	-22.7%	370,406

Daily Pivots for day following 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9468	0.9447	0.9381
R3	0.9436	0.9415	0.9372
R2	0.9404	0.9404	0.9369
R1	0.9383	0.9383	0.9366	0.9378
PP	0.9372	0.9372	0.9372	0.9369
S1	0.9351	0.9351	0.9360	0.9346
S2	0.9340	0.9340	0.9357
S3	0.9308	0.9319	0.9354
S4	0.9276	0.9287	0.9345

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9714	0.9652	0.9425
R3	0.9601	0.9539	0.9394
R2	0.9488	0.9488	0.9384
R1	0.9426	0.9426	0.9373	0.9457
PP	0.9375	0.9375	0.9375	0.9391
S1	0.9313	0.9313	0.9353	0.9344
S2	0.9262	0.9262	0.9342
S3	0.9149	0.9200	0.9332
S4	0.9036	0.9087	0.9301

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9438	0.9325	0.0113	1.2%	0.0053	0.6%	34%	False	False	74,081
10	0.9438	0.9289	0.0149	1.6%	0.0051	0.5%	50%	False	False	68,052
20	0.9454	0.9270	0.0184	2.0%	0.0057	0.6%	51%	False	False	69,977
40	0.9454	0.9165	0.0289	3.1%	0.0057	0.6%	69%	False	False	55,064
60	0.9454	0.9120	0.0334	3.6%	0.0056	0.6%	73%	False	False	36,891
80	0.9454	0.9107	0.0347	3.7%	0.0055	0.6%	74%	False	False	27,705
100	0.9454	0.8857	0.0597	6.4%	0.0051	0.5%	85%	False	False	22,172
120	0.9454	0.8768	0.0686	7.3%	0.0044	0.5%	87%	False	False	18,477

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9528
2.618	0.9476
1.618	0.9444
1.000	0.9424
0.618	0.9412
HIGH	0.9392
0.618	0.9380
0.500	0.9376
0.382	0.9372
LOW	0.9360
0.618	0.9340
1.000	0.9328
1.618	0.9308
2.618	0.9276
4.250	0.9224

Fisher Pivots for day following 25-Jul-2014
Pivot	1 day	3 day
R1	0.9376	0.9392
PP	0.9372	0.9382
S1	0.9367	0.9373

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

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