CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 31-Jul-2014

Day Change Summary
	Previous	Current
	30-Jul-2014	31-Jul-2014	Change	Change %	Previous Week
Open	0.9353	0.9298	-0.0055	-0.6%	0.9362
High	0.9357	0.9303	-0.0054	-0.6%	0.9438
Low	0.9272	0.9251	-0.0021	-0.2%	0.9325
Close	0.9296	0.9265	-0.0031	-0.3%	0.9363
Range	0.0085	0.0052	-0.0033	-38.8%	0.0113
ATR	0.0055	0.0055	0.0000	-0.4%	0.0000
Volume	128,417	94,497	-33,920	-26.4%	370,406

Daily Pivots for day following 31-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9429	0.9399	0.9294
R3	0.9377	0.9347	0.9279
R2	0.9325	0.9325	0.9275
R1	0.9295	0.9295	0.9270	0.9284
PP	0.9273	0.9273	0.9273	0.9268
S1	0.9243	0.9243	0.9260	0.9232
S2	0.9221	0.9221	0.9255
S3	0.9169	0.9191	0.9251
S4	0.9117	0.9139	0.9236

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	0.9392	0.9251	0.0141	1.5%	0.0048	0.5%	10%	False	True	79,166
10	0.9438	0.9251	0.0187	2.0%	0.0055	0.6%	7%	False	True	77,875
20	0.9438	0.9251	0.0187	2.0%	0.0055	0.6%	7%	False	True	72,499
40	0.9454	0.9194	0.0260	2.8%	0.0056	0.6%	27%	False	False	63,200
60	0.9454	0.9136	0.0318	3.4%	0.0055	0.6%	41%	False	False	42,431
80	0.9454	0.9120	0.0334	3.6%	0.0055	0.6%	43%	False	False	31,864
100	0.9454	0.8857	0.0597	6.4%	0.0053	0.6%	68%	False	False	25,504
120	0.9454	0.8794	0.0660	7.1%	0.0045	0.5%	71%	False	False	21,254

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9524
2.618	0.9439
1.618	0.9387
1.000	0.9355
0.618	0.9335
HIGH	0.9303
0.618	0.9283
0.500	0.9277
0.382	0.9271
LOW	0.9251
0.618	0.9219
1.000	0.9199
1.618	0.9167
2.618	0.9115
4.250	0.9030

Fisher Pivots for day following 31-Jul-2014
Pivot	1 day	3 day
R1	0.9277	0.9319
PP	0.9273	0.9301
S1	0.9269	0.9283

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

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