CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 18-Aug-2014

Day Change Summary
	Previous	Current
	15-Aug-2014	18-Aug-2014	Change	Change %	Previous Week
Open	0.9297	0.9303	0.0006	0.1%	0.9253
High	0.9316	0.9318	0.0002	0.0%	0.9316
Low	0.9279	0.9291	0.0012	0.1%	0.9226
Close	0.9306	0.9307	0.0001	0.0%	0.9306
Range	0.0037	0.0027	-0.0010	-27.0%	0.0090
ATR	0.0052	0.0050	-0.0002	-3.4%	0.0000
Volume	64,449	43,632	-20,817	-32.3%	289,360

Daily Pivots for day following 18-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9386	0.9374	0.9322
R3	0.9359	0.9347	0.9314
R2	0.9332	0.9332	0.9312
R1	0.9320	0.9320	0.9309	0.9326
PP	0.9305	0.9305	0.9305	0.9309
S1	0.9293	0.9293	0.9305	0.9299
S2	0.9278	0.9278	0.9302
S3	0.9251	0.9266	0.9300
S4	0.9224	0.9239	0.9292

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	0.9318	0.9226	0.0092	1.0%	0.0038	0.4%	88%	True	False	57,899
10	0.9350	0.9216	0.0134	1.4%	0.0050	0.5%	68%	False	False	70,568
20	0.9438	0.9216	0.0222	2.4%	0.0052	0.6%	41%	False	False	77,350
40	0.9454	0.9216	0.0238	2.6%	0.0054	0.6%	38%	False	False	71,192
60	0.9454	0.9143	0.0311	3.3%	0.0055	0.6%	53%	False	False	57,058
80	0.9454	0.9120	0.0334	3.6%	0.0054	0.6%	56%	False	False	42,888
100	0.9454	0.9107	0.0347	3.7%	0.0054	0.6%	58%	False	False	34,339
120	0.9454	0.8813	0.0641	6.9%	0.0050	0.5%	77%	False	False	28,618

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 25 trading days

Fibonacci Retracements and Extensions
4.250	0.9433
2.618	0.9389
1.618	0.9362
1.000	0.9345
0.618	0.9335
HIGH	0.9318
0.618	0.9308
0.500	0.9305
0.382	0.9301
LOW	0.9291
0.618	0.9274
1.000	0.9264
1.618	0.9247
2.618	0.9220
4.250	0.9176

Fisher Pivots for day following 18-Aug-2014
Pivot	1 day	3 day
R1	0.9306	0.9302
PP	0.9305	0.9298
S1	0.9305	0.9293

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

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