CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 15-Aug-2014

Day Change Summary
	Previous	Current
	14-Aug-2014	15-Aug-2014	Change	Change %	Previous Week
Open	0.9281	0.9297	0.0016	0.2%	0.9253
High	0.9308	0.9316	0.0008	0.1%	0.9316
Low	0.9268	0.9279	0.0011	0.1%	0.9226
Close	0.9297	0.9306	0.0009	0.1%	0.9306
Range	0.0040	0.0037	-0.0003	-7.5%	0.0090
ATR	0.0053	0.0052	-0.0001	-2.2%	0.0000
Volume	54,731	64,449	9,718	17.8%	289,360

Daily Pivots for day following 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9411	0.9396	0.9326
R3	0.9374	0.9359	0.9316
R2	0.9337	0.9337	0.9313
R1	0.9322	0.9322	0.9309	0.9330
PP	0.9300	0.9300	0.9300	0.9304
S1	0.9285	0.9285	0.9303	0.9293
S2	0.9263	0.9263	0.9299
S3	0.9226	0.9248	0.9296
S4	0.9189	0.9211	0.9286

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9553	0.9519	0.9356
R3	0.9463	0.9429	0.9331
R2	0.9373	0.9373	0.9323
R1	0.9339	0.9339	0.9314	0.9356
PP	0.9283	0.9283	0.9283	0.9291
S1	0.9249	0.9249	0.9298	0.9266
S2	0.9193	0.9193	0.9290
S3	0.9103	0.9159	0.9281
S4	0.9013	0.9069	0.9257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9316	0.9226	0.0090	1.0%	0.0038	0.4%	89%	True	False	57,872
10	0.9350	0.9216	0.0134	1.4%	0.0050	0.5%	67%	False	False	71,234
20	0.9438	0.9216	0.0222	2.4%	0.0052	0.6%	41%	False	False	77,186
40	0.9454	0.9216	0.0238	2.6%	0.0054	0.6%	38%	False	False	71,268
60	0.9454	0.9143	0.0311	3.3%	0.0056	0.6%	52%	False	False	56,359
80	0.9454	0.9120	0.0334	3.6%	0.0054	0.6%	56%	False	False	42,345
100	0.9454	0.9049	0.0405	4.4%	0.0054	0.6%	63%	False	False	33,903
120	0.9454	0.8813	0.0641	6.9%	0.0049	0.5%	77%	False	False	28,254

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9473
2.618	0.9413
1.618	0.9376
1.000	0.9353
0.618	0.9339
HIGH	0.9316
0.618	0.9302
0.500	0.9298
0.382	0.9293
LOW	0.9279
0.618	0.9256
1.000	0.9242
1.618	0.9219
2.618	0.9182
4.250	0.9122

Fisher Pivots for day following 15-Aug-2014
Pivot	1 day	3 day
R1	0.9303	0.9297
PP	0.9300	0.9288
S1	0.9298	0.9279

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

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