CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 11-Aug-2014

Day Change Summary
	Previous	Current
	08-Aug-2014	11-Aug-2014	Change	Change %	Previous Week
Open	0.9244	0.9253	0.0009	0.1%	0.9282
High	0.9265	0.9264	-0.0001	0.0%	0.9350
Low	0.9216	0.9236	0.0020	0.2%	0.9216
Close	0.9253	0.9239	-0.0014	-0.2%	0.9253
Range	0.0049	0.0028	-0.0021	-42.9%	0.0134
ATR	0.0058	0.0056	-0.0002	-3.7%	0.0000
Volume	91,776	43,493	-48,283	-52.6%	422,988

Daily Pivots for day following 11-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9330	0.9313	0.9254
R3	0.9302	0.9285	0.9247
R2	0.9274	0.9274	0.9244
R1	0.9257	0.9257	0.9242	0.9252
PP	0.9246	0.9246	0.9246	0.9244
S1	0.9229	0.9229	0.9236	0.9224
S2	0.9218	0.9218	0.9234
S3	0.9190	0.9201	0.9231
S4	0.9162	0.9173	0.9224

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	1.5%	0.0062	0.7%	17%	False	False	83,237
10	0.9386	0.9216	0.0170	1.8%	0.0058	0.6%	14%	False	False	88,469
20	0.9438	0.9216	0.0222	2.4%	0.0055	0.6%	10%	False	False	78,675
40	0.9454	0.9216	0.0238	2.6%	0.0057	0.6%	10%	False	False	71,394
60	0.9454	0.9136	0.0318	3.4%	0.0056	0.6%	32%	False	False	52,302
80	0.9454	0.9120	0.0334	3.6%	0.0055	0.6%	36%	False	False	39,277
100	0.9454	0.8900	0.0554	6.0%	0.0055	0.6%	61%	False	False	31,446
120	0.9454	0.8813	0.0641	6.9%	0.0048	0.5%	66%	False	False	26,205

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.9383
2.618	0.9337
1.618	0.9309
1.000	0.9292
0.618	0.9281
HIGH	0.9264
0.618	0.9253
0.500	0.9250
0.382	0.9247
LOW	0.9236
0.618	0.9219
1.000	0.9208
1.618	0.9191
2.618	0.9163
4.250	0.9117

Fisher Pivots for day following 11-Aug-2014
Pivot	1 day	3 day
R1	0.9250	0.9276
PP	0.9246	0.9263
S1	0.9243	0.9251

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

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