CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 05-Sep-2014

Day Change Summary
	Previous	Current
	04-Sep-2014	05-Sep-2014	Change	Change %	Previous Week
Open	0.9335	0.9339	0.0004	0.0%	0.9318
High	0.9387	0.9398	0.0011	0.1%	0.9398
Low	0.9325	0.9328	0.0003	0.0%	0.9255
Close	0.9345	0.9371	0.0026	0.3%	0.9371
Range	0.0062	0.0070	0.0008	12.9%	0.0143
ATR	0.0054	0.0055	0.0001	2.2%	0.0000
Volume	117,123	85,829	-31,294	-26.7%	460,114

Daily Pivots for day following 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9576	0.9543	0.9410
R3	0.9506	0.9473	0.9390
R2	0.9436	0.9436	0.9384
R1	0.9403	0.9403	0.9377	0.9420
PP	0.9366	0.9366	0.9366	0.9374
S1	0.9333	0.9333	0.9365	0.9350
S2	0.9296	0.9296	0.9358
S3	0.9226	0.9263	0.9352
S4	0.9156	0.9193	0.9333

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9770	0.9714	0.9450
R3	0.9627	0.9571	0.9410
R2	0.9484	0.9484	0.9397
R1	0.9428	0.9428	0.9384	0.9456
PP	0.9341	0.9341	0.9341	0.9356
S1	0.9285	0.9285	0.9358	0.9313
S2	0.9198	0.9198	0.9345
S3	0.9055	0.9142	0.9332
S4	0.8912	0.8999	0.9292

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9398	0.9255	0.0143	1.5%	0.0067	0.7%	81%	True	False	105,044
10	0.9398	0.9255	0.0143	1.5%	0.0055	0.6%	81%	True	False	87,976
20	0.9398	0.9216	0.0182	1.9%	0.0049	0.5%	85%	True	False	77,975
40	0.9438	0.9216	0.0222	2.4%	0.0051	0.5%	70%	False	False	77,185
60	0.9454	0.9216	0.0238	2.5%	0.0055	0.6%	65%	False	False	74,048
80	0.9454	0.9136	0.0318	3.4%	0.0055	0.6%	74%	False	False	57,040
100	0.9454	0.9120	0.0334	3.6%	0.0054	0.6%	75%	False	False	45,667
120	0.9454	0.8900	0.0554	5.9%	0.0054	0.6%	85%	False	False	38,074

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9696
2.618	0.9581
1.618	0.9511
1.000	0.9468
0.618	0.9441
HIGH	0.9398
0.618	0.9371
0.500	0.9363
0.382	0.9355
LOW	0.9328
0.618	0.9285
1.000	0.9258
1.618	0.9215
2.618	0.9145
4.250	0.9031

Fisher Pivots for day following 05-Sep-2014
Pivot	1 day	3 day
R1	0.9368	0.9356
PP	0.9366	0.9341
S1	0.9363	0.9327

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

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