CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 20-Aug-2014

Day Change Summary
	Previous	Current
	19-Aug-2014	20-Aug-2014	Change	Change %	Previous Week
Open	0.9306	0.9283	-0.0023	-0.2%	0.9253
High	0.9327	0.9301	-0.0026	-0.3%	0.9316
Low	0.9284	0.9258	-0.0026	-0.3%	0.9226
Close	0.9292	0.9273	-0.0019	-0.2%	0.9306
Range	0.0043	0.0043	0.0000	0.0%	0.0090
ATR	0.0050	0.0049	0.0000	-0.9%	0.0000
Volume	64,125	112,474	48,349	75.4%	289,360

Daily Pivots for day following 20-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9406	0.9383	0.9297
R3	0.9363	0.9340	0.9285
R2	0.9320	0.9320	0.9281
R1	0.9297	0.9297	0.9277	0.9287
PP	0.9277	0.9277	0.9277	0.9273
S1	0.9254	0.9254	0.9269	0.9244
S2	0.9234	0.9234	0.9265
S3	0.9191	0.9211	0.9261
S4	0.9148	0.9168	0.9249

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	0.9327	0.9258	0.0069	0.7%	0.0038	0.4%	22%	False	True	67,882
10	0.9335	0.9216	0.0119	1.3%	0.0045	0.5%	48%	False	False	70,616
20	0.9438	0.9216	0.0222	2.4%	0.0049	0.5%	26%	False	False	76,853
40	0.9454	0.9216	0.0238	2.6%	0.0053	0.6%	24%	False	False	72,622
60	0.9454	0.9144	0.0310	3.3%	0.0055	0.6%	42%	False	False	59,978
80	0.9454	0.9120	0.0334	3.6%	0.0054	0.6%	46%	False	False	45,091
100	0.9454	0.9107	0.0347	3.7%	0.0054	0.6%	48%	False	False	36,101
120	0.9454	0.8813	0.0641	6.9%	0.0050	0.5%	72%	False	False	30,089

Crabel Price Patterns
NR	False
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	0.0014

Fibonacci Retracements and Extensions
4.250	0.9484
2.618	0.9414
1.618	0.9371
1.000	0.9344
0.618	0.9328
HIGH	0.9301
0.618	0.9285
0.500	0.9280
0.382	0.9274
LOW	0.9258
0.618	0.9231
1.000	0.9215
1.618	0.9188
2.618	0.9145
4.250	0.9075

Fisher Pivots for day following 20-Aug-2014
Pivot	1 day	3 day
R1	0.9280	0.9293
PP	0.9277	0.9286
S1	0.9275	0.9280

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

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