CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 29-Aug-2014

Day Change Summary
	Previous	Current
	28-Aug-2014	29-Aug-2014	Change	Change %	Previous Week
Open	0.9323	0.9347	0.0024	0.3%	0.9293
High	0.9364	0.9353	-0.0011	-0.1%	0.9364
Low	0.9322	0.9322	0.0000	0.0%	0.9258
Close	0.9345	0.9325	-0.0020	-0.2%	0.9325
Range	0.0042	0.0031	-0.0011	-26.2%	0.0106
ATR	0.0049	0.0048	-0.0001	-2.6%	0.0000
Volume	84,424	65,110	-19,314	-22.9%	343,645

Daily Pivots for day following 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9426	0.9407	0.9342
R3	0.9395	0.9376	0.9334
R2	0.9364	0.9364	0.9331
R1	0.9345	0.9345	0.9328	0.9339
PP	0.9333	0.9333	0.9333	0.9331
S1	0.9314	0.9314	0.9322	0.9308
S2	0.9302	0.9302	0.9319
S3	0.9271	0.9283	0.9316
S4	0.9240	0.9252	0.9308

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9634	0.9585	0.9383
R3	0.9528	0.9479	0.9354
R2	0.9422	0.9422	0.9344
R1	0.9373	0.9373	0.9335	0.9398
PP	0.9316	0.9316	0.9316	0.9328
S1	0.9267	0.9267	0.9315	0.9292
S2	0.9210	0.9210	0.9306
S3	0.9104	0.9161	0.9296
S4	0.8998	0.9055	0.9267

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%	0.0043	0.5%	63%	False	False	68,729
10	0.9364	0.9221	0.0143	1.5%	0.0044	0.5%	73%	False	False	71,826
20	0.9364	0.9216	0.0148	1.6%	0.0047	0.5%	74%	False	False	71,530
40	0.9438	0.9216	0.0222	2.4%	0.0049	0.5%	49%	False	False	72,586
60	0.9454	0.9216	0.0238	2.6%	0.0053	0.6%	46%	False	False	67,995
80	0.9454	0.9136	0.0318	3.4%	0.0053	0.6%	59%	False	False	51,299
100	0.9454	0.9120	0.0334	3.6%	0.0053	0.6%	61%	False	False	41,074
120	0.9454	0.8860	0.0594	6.4%	0.0053	0.6%	78%	False	False	34,239

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	0.0014
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9485
2.618	0.9434
1.618	0.9403
1.000	0.9384
0.618	0.9372
HIGH	0.9353
0.618	0.9341
0.500	0.9338
0.382	0.9334
LOW	0.9322
0.618	0.9303
1.000	0.9291
1.618	0.9272
2.618	0.9241
4.250	0.9190

Fisher Pivots for day following 29-Aug-2014
Pivot	1 day	3 day
R1	0.9338	0.9329
PP	0.9333	0.9327
S1	0.9329	0.9326

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

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