CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 12-Sep-2014

Day Change Summary
	Previous	Current
	11-Sep-2014	12-Sep-2014	Change	Change %	Previous Week
Open	0.9157	0.9105	-0.0052	-0.6%	0.9363
High	0.9217	0.9110	-0.0107	-1.2%	0.9370
Low	0.9087	0.9030	-0.0057	-0.6%	0.9030
Close	0.9095	0.9042	-0.0053	-0.6%	0.9042
Range	0.0130	0.0080	-0.0050	-38.5%	0.0340
ATR	0.0069	0.0069	0.0001	1.2%	0.0000
Volume	163,948	21,558	-142,390	-86.9%	651,237

Daily Pivots for day following 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9301	0.9251	0.9086
R3	0.9221	0.9171	0.9064
R2	0.9141	0.9141	0.9057
R1	0.9091	0.9091	0.9049	0.9076
PP	0.9061	0.9061	0.9061	0.9053
S1	0.9011	0.9011	0.9035	0.8996
S2	0.8981	0.8981	0.9027
S3	0.8901	0.8931	0.9020
S4	0.8821	0.8851	0.8998

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0167	0.9945	0.9229
R3	0.9827	0.9605	0.9136
R2	0.9487	0.9487	0.9104
R1	0.9265	0.9265	0.9073	0.9206
PP	0.9147	0.9147	0.9147	0.9118
S1	0.8925	0.8925	0.9011	0.8866
S2	0.8807	0.8807	0.8980
S3	0.8467	0.8585	0.8949
S4	0.8127	0.8245	0.8855

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9370	0.9030	0.0340	3.8%	0.0102	1.1%	4%	False	True	130,247
10	0.9398	0.9030	0.0368	4.1%	0.0085	0.9%	3%	False	True	117,646
20	0.9398	0.9030	0.0368	4.1%	0.0065	0.7%	3%	False	True	94,703
40	0.9438	0.9030	0.0408	4.5%	0.0059	0.7%	3%	False	True	86,210
60	0.9454	0.9030	0.0424	4.7%	0.0058	0.6%	3%	False	True	79,103
80	0.9454	0.9030	0.0424	4.7%	0.0058	0.6%	3%	False	True	65,156
100	0.9454	0.9030	0.0424	4.7%	0.0057	0.6%	3%	False	True	52,173
120	0.9454	0.9018	0.0436	4.8%	0.0056	0.6%	6%	False	False	43,500

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9450
2.618	0.9319
1.618	0.9239
1.000	0.9190
0.618	0.9159
HIGH	0.9110
0.618	0.9079
0.500	0.9070
0.382	0.9061
LOW	0.9030
0.618	0.8981
1.000	0.8950
1.618	0.8901
2.618	0.8821
4.250	0.8690

Fisher Pivots for day following 12-Sep-2014
Pivot	1 day	3 day
R1	0.9070	0.9124
PP	0.9061	0.9096
S1	0.9051	0.9069

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

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