CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 02-Sep-2014

Day Change Summary
	Previous	Current
	29-Aug-2014	02-Sep-2014	Change	Change %	Previous Week
Open	0.9347	0.9318	-0.0029	-0.3%	0.9293
High	0.9353	0.9343	-0.0010	-0.1%	0.9364
Low	0.9322	0.9259	-0.0063	-0.7%	0.9258
Close	0.9325	0.9265	-0.0060	-0.6%	0.9325
Range	0.0031	0.0084	0.0053	171.0%	0.0106
ATR	0.0048	0.0050	0.0003	5.5%	0.0000
Volume	65,110	132,682	67,572	103.8%	343,645

Daily Pivots for day following 02-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9541	0.9487	0.9311
R3	0.9457	0.9403	0.9288
R2	0.9373	0.9373	0.9280
R1	0.9319	0.9319	0.9273	0.9304
PP	0.9289	0.9289	0.9289	0.9282
S1	0.9235	0.9235	0.9257	0.9220
S2	0.9205	0.9205	0.9250
S3	0.9121	0.9151	0.9242
S4	0.9037	0.9067	0.9219

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%	0.0053	0.6%	7%	False	False	86,500
10	0.9364	0.9221	0.0143	1.5%	0.0049	0.5%	31%	False	False	80,731
20	0.9364	0.9216	0.0148	1.6%	0.0050	0.5%	33%	False	False	75,650
40	0.9438	0.9216	0.0222	2.4%	0.0051	0.5%	22%	False	False	74,151
60	0.9454	0.9216	0.0238	2.6%	0.0054	0.6%	21%	False	False	70,160
80	0.9454	0.9136	0.0318	3.4%	0.0054	0.6%	41%	False	False	52,956
100	0.9454	0.9120	0.0334	3.6%	0.0054	0.6%	43%	False	False	42,397
120	0.9454	0.8900	0.0554	6.0%	0.0053	0.6%	66%	False	False	35,345

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	0.0015
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.9700
2.618	0.9563
1.618	0.9479
1.000	0.9427
0.618	0.9395
HIGH	0.9343
0.618	0.9311
0.500	0.9301
0.382	0.9291
LOW	0.9259
0.618	0.9207
1.000	0.9175
1.618	0.9123
2.618	0.9039
4.250	0.8902

Fisher Pivots for day following 02-Sep-2014
Pivot	1 day	3 day
R1	0.9301	0.9312
PP	0.9289	0.9296
S1	0.9277	0.9281

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

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