CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 28-Aug-2014

Day Change Summary
	Previous	Current
	27-Aug-2014	28-Aug-2014	Change	Change %	Previous Week
Open	0.9295	0.9323	0.0028	0.3%	0.9303
High	0.9339	0.9364	0.0025	0.3%	0.9327
Low	0.9293	0.9322	0.0029	0.3%	0.9221
Close	0.9328	0.9345	0.0017	0.2%	0.9302
Range	0.0046	0.0042	-0.0004	-8.7%	0.0106
ATR	0.0049	0.0049	-0.0001	-1.1%	0.0000
Volume	71,318	84,424	13,106	18.4%	374,619

Daily Pivots for day following 28-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9470	0.9449	0.9368
R3	0.9428	0.9407	0.9357
R2	0.9386	0.9386	0.9353
R1	0.9365	0.9365	0.9349	0.9376
PP	0.9344	0.9344	0.9344	0.9349
S1	0.9323	0.9323	0.9341	0.9334
S2	0.9302	0.9302	0.9337
S3	0.9260	0.9281	0.9333
S4	0.9218	0.9239	0.9322

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	0.9364	0.9258	0.0106	1.1%	0.0044	0.5%	82%	True	False	70,908
10	0.9364	0.9221	0.0143	1.5%	0.0044	0.5%	87%	True	False	71,760
20	0.9364	0.9216	0.0148	1.6%	0.0049	0.5%	87%	True	False	74,660
40	0.9438	0.9216	0.0222	2.4%	0.0052	0.6%	58%	False	False	73,580
60	0.9454	0.9194	0.0260	2.8%	0.0054	0.6%	58%	False	False	67,020
80	0.9454	0.9136	0.0318	3.4%	0.0053	0.6%	66%	False	False	50,489
100	0.9454	0.9120	0.0334	3.6%	0.0054	0.6%	67%	False	False	40,424
120	0.9454	0.8857	0.0597	6.4%	0.0052	0.6%	82%	False	False	33,697

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9543
2.618	0.9474
1.618	0.9432
1.000	0.9406
0.618	0.9390
HIGH	0.9364
0.618	0.9348
0.500	0.9343
0.382	0.9338
LOW	0.9322
0.618	0.9296
1.000	0.9280
1.618	0.9254
2.618	0.9212
4.250	0.9144

Fisher Pivots for day following 28-Aug-2014
Pivot	1 day	3 day
R1	0.9344	0.9334
PP	0.9344	0.9322
S1	0.9343	0.9311

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

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