CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 08-Sep-2014

Day Change Summary
	Previous	Current
	05-Sep-2014	08-Sep-2014	Change	Change %	Previous Week
Open	0.9339	0.9363	0.0024	0.3%	0.9318
High	0.9398	0.9370	-0.0028	-0.3%	0.9398
Low	0.9328	0.9274	-0.0054	-0.6%	0.9255
Close	0.9371	0.9286	-0.0085	-0.9%	0.9371
Range	0.0070	0.0096	0.0026	37.1%	0.0143
ATR	0.0055	0.0058	0.0003	5.5%	0.0000
Volume	85,829	115,496	29,667	34.6%	460,114

Daily Pivots for day following 08-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9598	0.9538	0.9339
R3	0.9502	0.9442	0.9312
R2	0.9406	0.9406	0.9304
R1	0.9346	0.9346	0.9295	0.9328
PP	0.9310	0.9310	0.9310	0.9301
S1	0.9250	0.9250	0.9277	0.9232
S2	0.9214	0.9214	0.9268
S3	0.9118	0.9154	0.9260
S4	0.9022	0.9058	0.9233

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%	0.0080	0.9%	22%	False	False	115,122
10	0.9398	0.9255	0.0143	1.5%	0.0061	0.7%	22%	False	False	91,925
20	0.9398	0.9221	0.0177	1.9%	0.0051	0.6%	37%	False	False	79,161
40	0.9438	0.9216	0.0222	2.4%	0.0053	0.6%	32%	False	False	78,692
60	0.9454	0.9216	0.0238	2.6%	0.0055	0.6%	29%	False	False	74,536
80	0.9454	0.9136	0.0318	3.4%	0.0056	0.6%	47%	False	False	58,481
100	0.9454	0.9120	0.0334	3.6%	0.0054	0.6%	50%	False	False	46,821
120	0.9454	0.8900	0.0554	6.0%	0.0055	0.6%	70%	False	False	39,036

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	0.0012
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.9778
2.618	0.9621
1.618	0.9525
1.000	0.9466
0.618	0.9429
HIGH	0.9370
0.618	0.9333
0.500	0.9322
0.382	0.9311
LOW	0.9274
0.618	0.9215
1.000	0.9178
1.618	0.9119
2.618	0.9023
4.250	0.8866

Fisher Pivots for day following 08-Sep-2014
Pivot	1 day	3 day
R1	0.9322	0.9336
PP	0.9310	0.9319
S1	0.9298	0.9303

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

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