CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 11-Sep-2014

Day Change Summary
	Previous	Current
	10-Sep-2014	11-Sep-2014	Change	Change %	Previous Week
Open	0.9200	0.9157	-0.0043	-0.5%	0.9318
High	0.9214	0.9217	0.0003	0.0%	0.9398
Low	0.9110	0.9087	-0.0023	-0.3%	0.9255
Close	0.9155	0.9095	-0.0060	-0.7%	0.9371
Range	0.0104	0.0130	0.0026	25.0%	0.0143
ATR	0.0064	0.0069	0.0005	7.4%	0.0000
Volume	175,063	163,948	-11,115	-6.3%	460,114

Daily Pivots for day following 11-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9523	0.9439	0.9167
R3	0.9393	0.9309	0.9131
R2	0.9263	0.9263	0.9119
R1	0.9179	0.9179	0.9107	0.9156
PP	0.9133	0.9133	0.9133	0.9122
S1	0.9049	0.9049	0.9083	0.9026
S2	0.9003	0.9003	0.9071
S3	0.8873	0.8919	0.9059
S4	0.8743	0.8789	0.9024

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	0.9087	0.0311	3.4%	0.0100	1.1%	3%	False	True	143,101
10	0.9398	0.9087	0.0311	3.4%	0.0081	0.9%	3%	False	True	123,932
20	0.9398	0.9087	0.0311	3.4%	0.0063	0.7%	3%	False	True	96,361
40	0.9438	0.9087	0.0351	3.9%	0.0058	0.6%	2%	False	True	87,129
60	0.9454	0.9087	0.0367	4.0%	0.0058	0.6%	2%	False	True	79,953
80	0.9454	0.9087	0.0367	4.0%	0.0058	0.6%	2%	False	True	64,891
100	0.9454	0.9087	0.0367	4.0%	0.0056	0.6%	2%	False	True	51,958
120	0.9454	0.8949	0.0505	5.6%	0.0056	0.6%	29%	False	False	43,320

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 222 trading days

Fibonacci Retracements and Extensions
4.250	0.9770
2.618	0.9557
1.618	0.9427
1.000	0.9347
0.618	0.9297
HIGH	0.9217
0.618	0.9167
0.500	0.9152
0.382	0.9137
LOW	0.9087
0.618	0.9007
1.000	0.8957
1.618	0.8877
2.618	0.8747
4.250	0.8535

Fisher Pivots for day following 11-Sep-2014
Pivot	1 day	3 day
R1	0.9152	0.9186
PP	0.9133	0.9156
S1	0.9114	0.9125

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

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