CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 13-Aug-2014

Day Change Summary
	Previous	Current
	12-Aug-2014	13-Aug-2014	Change	Change %	Previous Week
Open	0.9241	0.9245	0.0004	0.0%	0.9282
High	0.9255	0.9298	0.0043	0.5%	0.9350
Low	0.9226	0.9242	0.0016	0.2%	0.9216
Close	0.9254	0.9282	0.0028	0.3%	0.9253
Range	0.0029	0.0056	0.0027	93.1%	0.0134
ATR	0.0054	0.0054	0.0000	0.3%	0.0000
Volume	48,360	78,327	29,967	62.0%	422,988

Daily Pivots for day following 13-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9442	0.9418	0.9313
R3	0.9386	0.9362	0.9297
R2	0.9330	0.9330	0.9292
R1	0.9306	0.9306	0.9287	0.9318
PP	0.9274	0.9274	0.9274	0.9280
S1	0.9250	0.9250	0.9277	0.9262
S2	0.9218	0.9218	0.9272
S3	0.9162	0.9194	0.9267
S4	0.9106	0.9138	0.9251

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	0.9335	0.9216	0.0119	1.3%	0.0052	0.6%	55%	False	False	73,350
10	0.9350	0.9216	0.0134	1.4%	0.0054	0.6%	49%	False	False	81,537
20	0.9438	0.9216	0.0222	2.4%	0.0054	0.6%	30%	False	False	77,896
40	0.9454	0.9216	0.0238	2.6%	0.0056	0.6%	28%	False	False	71,750
60	0.9454	0.9136	0.0318	3.4%	0.0057	0.6%	46%	False	False	54,401
80	0.9454	0.9120	0.0334	3.6%	0.0055	0.6%	49%	False	False	40,858
100	0.9454	0.8949	0.0505	5.4%	0.0055	0.6%	66%	False	False	32,712
120	0.9454	0.8813	0.0641	6.9%	0.0049	0.5%	73%	False	False	27,261

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9536
2.618	0.9445
1.618	0.9389
1.000	0.9354
0.618	0.9333
HIGH	0.9298
0.618	0.9277
0.500	0.9270
0.382	0.9263
LOW	0.9242
0.618	0.9207
1.000	0.9186
1.618	0.9151
2.618	0.9095
4.250	0.9004

Fisher Pivots for day following 13-Aug-2014
Pivot	1 day	3 day
R1	0.9278	0.9275
PP	0.9274	0.9269
S1	0.9270	0.9262

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

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