CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 14-Aug-2014

Day Change Summary
	Previous	Current
	13-Aug-2014	14-Aug-2014	Change	Change %	Previous Week
Open	0.9245	0.9281	0.0036	0.4%	0.9282
High	0.9298	0.9308	0.0010	0.1%	0.9350
Low	0.9242	0.9268	0.0026	0.3%	0.9216
Close	0.9282	0.9297	0.0015	0.2%	0.9253
Range	0.0056	0.0040	-0.0016	-28.6%	0.0134
ATR	0.0054	0.0053	-0.0001	-1.8%	0.0000
Volume	78,327	54,731	-23,596	-30.1%	422,988

Daily Pivots for day following 14-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9411	0.9394	0.9319
R3	0.9371	0.9354	0.9308
R2	0.9331	0.9331	0.9304
R1	0.9314	0.9314	0.9301	0.9323
PP	0.9291	0.9291	0.9291	0.9295
S1	0.9274	0.9274	0.9293	0.9283
S2	0.9251	0.9251	0.9290
S3	0.9211	0.9234	0.9286
S4	0.9171	0.9194	0.9275

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	0.9308	0.9216	0.0092	1.0%	0.0040	0.4%	88%	True	False	63,337
10	0.9350	0.9216	0.0134	1.4%	0.0053	0.6%	60%	False	False	77,560
20	0.9438	0.9216	0.0222	2.4%	0.0054	0.6%	36%	False	False	77,717
40	0.9454	0.9216	0.0238	2.6%	0.0055	0.6%	34%	False	False	71,302
60	0.9454	0.9136	0.0318	3.4%	0.0056	0.6%	51%	False	False	55,307
80	0.9454	0.9120	0.0334	3.6%	0.0055	0.6%	53%	False	False	41,540
100	0.9454	0.9018	0.0436	4.7%	0.0055	0.6%	64%	False	False	33,259
120	0.9454	0.8813	0.0641	6.9%	0.0049	0.5%	76%	False	False	27,717

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9478
2.618	0.9413
1.618	0.9373
1.000	0.9348
0.618	0.9333
HIGH	0.9308
0.618	0.9293
0.500	0.9288
0.382	0.9283
LOW	0.9268
0.618	0.9243
1.000	0.9228
1.618	0.9203
2.618	0.9163
4.250	0.9098

Fisher Pivots for day following 14-Aug-2014
Pivot	1 day	3 day
R1	0.9294	0.9287
PP	0.9291	0.9277
S1	0.9288	0.9267

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

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