CME Australian Dollar Future December 2014

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

Day Change Summary
	Previous	Current
	10-Jul-2014	11-Jul-2014	Change	Change %	Previous Week
Open	0.9325	0.9283	-0.0042	-0.5%	0.9243
High	0.9325	0.9304	-0.0021	-0.2%	0.9325
Low	0.9269	0.9278	0.0009	0.1%	0.9241
Close	0.9294	0.9288	-0.0006	-0.1%	0.9288
Range	0.0056	0.0026	-0.0030	-53.6%	0.0084
ATR	0.0044	0.0043	-0.0001	-2.9%	0.0000
Volume	107	152	45	42.1%	1,112

Daily Pivots for day following 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9368	0.9354	0.9302
R3	0.9342	0.9328	0.9295
R2	0.9316	0.9316	0.9293
R1	0.9302	0.9302	0.9290	0.9309
PP	0.9290	0.9290	0.9290	0.9294
S1	0.9276	0.9276	0.9286	0.9283
S2	0.9264	0.9264	0.9283
S3	0.9238	0.9250	0.9281
S4	0.9212	0.9224	0.9274

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9537	0.9496	0.9334
R3	0.9453	0.9412	0.9311
R2	0.9369	0.9369	0.9303
R1	0.9328	0.9328	0.9296	0.9349
PP	0.9285	0.9285	0.9285	0.9295
S1	0.9244	0.9244	0.9280	0.9265
S2	0.9201	0.9201	0.9273
S3	0.9117	0.9160	0.9265
S4	0.9033	0.9076	0.9242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9325	0.9241	0.0084	0.9%	0.0032	0.3%	56%	False	False	222
10	0.9394	0.9227	0.0167	1.8%	0.0041	0.4%	37%	False	False	133
20	0.9394	0.9217	0.0177	1.9%	0.0035	0.4%	40%	False	False	88
40	0.9394	0.9087	0.0307	3.3%	0.0026	0.3%	65%	False	False	47
60	0.9394	0.9087	0.0307	3.3%	0.0019	0.2%	65%	False	False	32
80	0.9394	0.8875	0.0519	5.6%	0.0016	0.2%	80%	False	False	25
100	0.9394	0.8750	0.0644	6.9%	0.0014	0.2%	84%	False	False	20

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9415
2.618	0.9372
1.618	0.9346
1.000	0.9330
0.618	0.9320
HIGH	0.9304
0.618	0.9294
0.500	0.9291
0.382	0.9288
LOW	0.9278
0.618	0.9262
1.000	0.9252
1.618	0.9236
2.618	0.9210
4.250	0.9168

Fisher Pivots for day following 11-Jul-2014
Pivot	1 day	3 day
R1	0.9291	0.9297
PP	0.9290	0.9294
S1	0.9289	0.9291

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

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