CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 10-Sep-2014

Day Change Summary
	Previous	Current
	09-Sep-2014	10-Sep-2014	Change	Change %	Previous Week
Open	0.9274	0.9200	-0.0074	-0.8%	0.9318
High	0.9285	0.9214	-0.0071	-0.8%	0.9398
Low	0.9184	0.9110	-0.0074	-0.8%	0.9255
Close	0.9192	0.9155	-0.0037	-0.4%	0.9371
Range	0.0101	0.0104	0.0003	3.0%	0.0143
ATR	0.0061	0.0064	0.0003	5.1%	0.0000
Volume	175,172	175,063	-109	-0.1%	460,114

Daily Pivots for day following 10-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9472	0.9417	0.9212
R3	0.9368	0.9313	0.9184
R2	0.9264	0.9264	0.9174
R1	0.9209	0.9209	0.9165	0.9185
PP	0.9160	0.9160	0.9160	0.9147
S1	0.9105	0.9105	0.9145	0.9081
S2	0.9056	0.9056	0.9136
S3	0.8952	0.9001	0.9126
S4	0.8848	0.8897	0.9098

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	0.9110	0.0288	3.1%	0.0087	0.9%	16%	False	True	133,736
10	0.9398	0.9110	0.0288	3.1%	0.0073	0.8%	16%	False	True	114,669
20	0.9398	0.9110	0.0288	3.1%	0.0059	0.6%	16%	False	True	92,080
40	0.9438	0.9110	0.0328	3.6%	0.0056	0.6%	14%	False	True	84,533
60	0.9454	0.9110	0.0344	3.8%	0.0057	0.6%	13%	False	True	78,323
80	0.9454	0.9110	0.0344	3.8%	0.0057	0.6%	13%	False	True	62,843
100	0.9454	0.9110	0.0344	3.8%	0.0055	0.6%	13%	False	True	50,320
120	0.9454	0.8938	0.0516	5.6%	0.0056	0.6%	42%	False	False	41,954

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	0.0010
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	0.9656
2.618	0.9486
1.618	0.9382
1.000	0.9318
0.618	0.9278
HIGH	0.9214
0.618	0.9174
0.500	0.9162
0.382	0.9150
LOW	0.9110
0.618	0.9046
1.000	0.9006
1.618	0.8942
2.618	0.8838
4.250	0.8668

Fisher Pivots for day following 10-Sep-2014
Pivot	1 day	3 day
R1	0.9162	0.9240
PP	0.9160	0.9212
S1	0.9157	0.9183

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

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