CME Australian Dollar Future December 2014

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

Day Change Summary
	Previous	Current
	07-Jul-2014	08-Jul-2014	Change	Change %	Previous Week
Open	0.9243	0.9285	0.0042	0.5%	0.9300
High	0.9268	0.9305	0.0037	0.4%	0.9394
Low	0.9241	0.9285	0.0044	0.5%	0.9227
Close	0.9268	0.9295	0.0027	0.3%	0.9251
Range	0.0027	0.0020	-0.0007	-25.9%	0.0167
ATR	0.0045	0.0044	-0.0001	-1.3%	0.0000
Volume	335	198	-137	-40.9%	202

Daily Pivots for day following 08-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9355	0.9345	0.9306
R3	0.9335	0.9325	0.9301
R2	0.9315	0.9315	0.9299
R1	0.9305	0.9305	0.9297	0.9310
PP	0.9295	0.9295	0.9295	0.9298
S1	0.9285	0.9285	0.9293	0.9290
S2	0.9275	0.9275	0.9291
S3	0.9255	0.9265	0.9290
S4	0.9235	0.9245	0.9284

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9792	0.9688	0.9343
R3	0.9625	0.9521	0.9297
R2	0.9458	0.9458	0.9282
R1	0.9354	0.9354	0.9266	0.9323
PP	0.9291	0.9291	0.9291	0.9275
S1	0.9187	0.9187	0.9236	0.9156
S2	0.9124	0.9124	0.9220
S3	0.8957	0.9020	0.9205
S4	0.8790	0.8853	0.9159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9394	0.9227	0.0167	1.8%	0.0048	0.5%	41%	False	False	145
10	0.9394	0.9227	0.0167	1.8%	0.0036	0.4%	41%	False	False	83
20	0.9394	0.9217	0.0177	1.9%	0.0033	0.4%	44%	False	False	62
40	0.9394	0.9087	0.0307	3.3%	0.0024	0.3%	68%	False	False	32
60	0.9394	0.9087	0.0307	3.3%	0.0018	0.2%	68%	False	False	23
80	0.9394	0.8858	0.0536	5.8%	0.0015	0.2%	82%	False	False	17
100	0.9394	0.8750	0.0644	6.9%	0.0013	0.1%	85%	False	False	15

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0005
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9390
2.618	0.9357
1.618	0.9337
1.000	0.9325
0.618	0.9317
HIGH	0.9305
0.618	0.9297
0.500	0.9295
0.382	0.9293
LOW	0.9285
0.618	0.9273
1.000	0.9265
1.618	0.9253
2.618	0.9233
4.250	0.9200

Fisher Pivots for day following 08-Jul-2014
Pivot	1 day	3 day
R1	0.9295	0.9285
PP	0.9295	0.9276
S1	0.9295	0.9266

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

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