CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 08-Aug-2014

Day Change Summary
	Previous	Current
	07-Aug-2014	08-Aug-2014	Change	Change %	Previous Week
Open	0.9324	0.9244	-0.0080	-0.9%	0.9282
High	0.9335	0.9265	-0.0070	-0.7%	0.9350
Low	0.9235	0.9216	-0.0019	-0.2%	0.9216
Close	0.9246	0.9253	0.0007	0.1%	0.9253
Range	0.0100	0.0049	-0.0051	-51.0%	0.0134
ATR	0.0059	0.0058	-0.0001	-1.2%	0.0000
Volume	104,794	91,776	-13,018	-12.4%	422,988

Daily Pivots for day following 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9392	0.9371	0.9280
R3	0.9343	0.9322	0.9266
R2	0.9294	0.9294	0.9262
R1	0.9273	0.9273	0.9257	0.9284
PP	0.9245	0.9245	0.9245	0.9250
S1	0.9224	0.9224	0.9249	0.9235
S2	0.9196	0.9196	0.9244
S3	0.9147	0.9175	0.9240
S4	0.9098	0.9126	0.9226

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9675	0.9598	0.9327
R3	0.9541	0.9464	0.9290
R2	0.9407	0.9407	0.9278
R1	0.9330	0.9330	0.9265	0.9302
PP	0.9273	0.9273	0.9273	0.9259
S1	0.9196	0.9196	0.9241	0.9168
S2	0.9139	0.9139	0.9228
S3	0.9005	0.9062	0.9216
S4	0.8871	0.8928	0.9179

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9350	0.9216	0.0134	1.4%	0.0063	0.7%	28%	False	True	84,597
10	0.9386	0.9216	0.0170	1.8%	0.0058	0.6%	22%	False	True	88,395
20	0.9438	0.9216	0.0222	2.4%	0.0055	0.6%	17%	False	True	78,224
40	0.9454	0.9216	0.0238	2.6%	0.0058	0.6%	16%	False	True	72,224
60	0.9454	0.9136	0.0318	3.4%	0.0057	0.6%	37%	False	False	51,587
80	0.9454	0.9120	0.0334	3.6%	0.0055	0.6%	40%	False	False	38,736
100	0.9454	0.8900	0.0554	6.0%	0.0055	0.6%	64%	False	False	31,011
120	0.9454	0.8813	0.0641	6.9%	0.0048	0.5%	69%	False	False	25,843

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9473
2.618	0.9393
1.618	0.9344
1.000	0.9314
0.618	0.9295
HIGH	0.9265
0.618	0.9246
0.500	0.9241
0.382	0.9235
LOW	0.9216
0.618	0.9186
1.000	0.9167
1.618	0.9137
2.618	0.9088
4.250	0.9008

Fisher Pivots for day following 08-Aug-2014
Pivot	1 day	3 day
R1	0.9249	0.9283
PP	0.9245	0.9273
S1	0.9241	0.9263

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

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