CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 21-Aug-2014

Day Change Summary
	Previous	Current
	20-Aug-2014	21-Aug-2014	Change	Change %	Previous Week
Open	0.9283	0.9269	-0.0014	-0.2%	0.9253
High	0.9301	0.9296	-0.0005	-0.1%	0.9316
Low	0.9258	0.9221	-0.0037	-0.4%	0.9226
Close	0.9273	0.9288	0.0015	0.2%	0.9306
Range	0.0043	0.0075	0.0032	74.4%	0.0090
ATR	0.0049	0.0051	0.0002	3.8%	0.0000
Volume	112,474	78,379	-34,095	-30.3%	289,360

Daily Pivots for day following 21-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9493	0.9466	0.9329
R3	0.9418	0.9391	0.9309
R2	0.9343	0.9343	0.9302
R1	0.9316	0.9316	0.9295	0.9330
PP	0.9268	0.9268	0.9268	0.9275
S1	0.9241	0.9241	0.9281	0.9255
S2	0.9193	0.9193	0.9274
S3	0.9118	0.9166	0.9267
S4	0.9043	0.9091	0.9247

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	0.9221	0.0106	1.1%	0.0045	0.5%	63%	False	True	72,611
10	0.9327	0.9216	0.0111	1.2%	0.0043	0.5%	65%	False	False	67,974
20	0.9392	0.9216	0.0176	1.9%	0.0050	0.5%	41%	False	False	76,724
40	0.9454	0.9216	0.0238	2.6%	0.0053	0.6%	30%	False	False	72,981
60	0.9454	0.9144	0.0310	3.3%	0.0055	0.6%	46%	False	False	61,270
80	0.9454	0.9120	0.0334	3.6%	0.0054	0.6%	50%	False	False	46,069
100	0.9454	0.9107	0.0347	3.7%	0.0054	0.6%	52%	False	False	36,884
120	0.9454	0.8827	0.0627	6.8%	0.0051	0.5%	74%	False	False	30,742

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9615
2.618	0.9492
1.618	0.9417
1.000	0.9371
0.618	0.9342
HIGH	0.9296
0.618	0.9267
0.500	0.9259
0.382	0.9250
LOW	0.9221
0.618	0.9175
1.000	0.9146
1.618	0.9100
2.618	0.9025
4.250	0.8902

Fisher Pivots for day following 21-Aug-2014
Pivot	1 day	3 day
R1	0.9278	0.9283
PP	0.9268	0.9279
S1	0.9259	0.9274

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

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