CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 25-Aug-2014

Day Change Summary
	Previous	Current
	22-Aug-2014	25-Aug-2014	Change	Change %	Previous Week
Open	0.9289	0.9293	0.0004	0.0%	0.9303
High	0.9315	0.9310	-0.0005	-0.1%	0.9327
Low	0.9279	0.9276	-0.0003	0.0%	0.9221
Close	0.9302	0.9285	-0.0017	-0.2%	0.9302
Range	0.0036	0.0034	-0.0002	-5.6%	0.0106
ATR	0.0050	0.0049	-0.0001	-2.3%	0.0000
Volume	76,009	43,826	-32,183	-42.3%	374,619

Daily Pivots for day following 25-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9392	0.9373	0.9304
R3	0.9358	0.9339	0.9294
R2	0.9324	0.9324	0.9291
R1	0.9305	0.9305	0.9288	0.9298
PP	0.9290	0.9290	0.9290	0.9287
S1	0.9271	0.9271	0.9282	0.9264
S2	0.9256	0.9256	0.9279
S3	0.9222	0.9237	0.9276
S4	0.9188	0.9203	0.9266

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9601	0.9558	0.9360
R3	0.9495	0.9452	0.9331
R2	0.9389	0.9389	0.9321
R1	0.9346	0.9346	0.9312	0.9315
PP	0.9283	0.9283	0.9283	0.9268
S1	0.9240	0.9240	0.9292	0.9209
S2	0.9177	0.9177	0.9283
S3	0.9071	0.9134	0.9273
S4	0.8965	0.9028	0.9244

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%	0.0046	0.5%	60%	False	False	74,962
10	0.9327	0.9221	0.0106	1.1%	0.0042	0.5%	60%	False	False	66,431
20	0.9386	0.9216	0.0170	1.8%	0.0050	0.5%	41%	False	False	77,450
40	0.9454	0.9216	0.0238	2.6%	0.0053	0.6%	29%	False	False	73,370
60	0.9454	0.9165	0.0289	3.1%	0.0054	0.6%	42%	False	False	63,218
80	0.9454	0.9120	0.0334	3.6%	0.0054	0.6%	49%	False	False	47,563
100	0.9454	0.9107	0.0347	3.7%	0.0054	0.6%	51%	False	False	38,081
120	0.9454	0.8857	0.0597	6.4%	0.0051	0.6%	72%	False	False	31,741

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9455
2.618	0.9399
1.618	0.9365
1.000	0.9344
0.618	0.9331
HIGH	0.9310
0.618	0.9297
0.500	0.9293
0.382	0.9289
LOW	0.9276
0.618	0.9255
1.000	0.9242
1.618	0.9221
2.618	0.9187
4.250	0.9132

Fisher Pivots for day following 25-Aug-2014
Pivot	1 day	3 day
R1	0.9293	0.9279
PP	0.9290	0.9274
S1	0.9288	0.9268

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

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