CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 24-Jul-2014

Day Change Summary
	Previous	Current
	23-Jul-2014	24-Jul-2014	Change	Change %	Previous Week
Open	0.9296	0.9361	0.0065	0.7%	0.9293
High	0.9364	0.9361	-0.0003	0.0%	0.9317
Low	0.9296	0.9322	0.0026	0.3%	0.9238
Close	0.9357	0.9322	-0.0035	-0.4%	0.9303
Range	0.0068	0.0039	-0.0029	-42.6%	0.0079
ATR	0.0044	0.0044	0.0000	-0.9%	0.0000
Volume	276	243	-33	-12.0%	984

Daily Pivots for day following 24-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9452	0.9426	0.9343
R3	0.9413	0.9387	0.9333
R2	0.9374	0.9374	0.9329
R1	0.9348	0.9348	0.9326	0.9342
PP	0.9335	0.9335	0.9335	0.9332
S1	0.9309	0.9309	0.9318	0.9303
S2	0.9296	0.9296	0.9315
S3	0.9257	0.9270	0.9311
S4	0.9218	0.9231	0.9301

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9523	0.9492	0.9346
R3	0.9444	0.9413	0.9325
R2	0.9365	0.9365	0.9317
R1	0.9334	0.9334	0.9310	0.9350
PP	0.9286	0.9286	0.9286	0.9294
S1	0.9255	0.9255	0.9296	0.9271
S2	0.9207	0.9207	0.9289
S3	0.9128	0.9176	0.9281
S4	0.9049	0.9097	0.9260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9364	0.9243	0.0121	1.3%	0.0049	0.5%	65%	False	False	152
10	0.9364	0.9238	0.0126	1.4%	0.0040	0.4%	67%	False	False	176
20	0.9394	0.9227	0.0167	1.8%	0.0040	0.4%	57%	False	False	148
40	0.9394	0.9122	0.0272	2.9%	0.0031	0.3%	74%	False	False	86
60	0.9394	0.9087	0.0307	3.3%	0.0025	0.3%	77%	False	False	59
80	0.9394	0.9061	0.0333	3.6%	0.0021	0.2%	78%	False	False	45
100	0.9394	0.8773	0.0621	6.7%	0.0017	0.2%	88%	False	False	36
120	0.9394	0.8573	0.0821	8.8%	0.0016	0.2%	91%	False	False	30

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	0.0004
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9527
2.618	0.9463
1.618	0.9424
1.000	0.9400
0.618	0.9385
HIGH	0.9361
0.618	0.9346
0.500	0.9342
0.382	0.9337
LOW	0.9322
0.618	0.9298
1.000	0.9283
1.618	0.9259
2.618	0.9220
4.250	0.9156

Fisher Pivots for day following 24-Jul-2014
Pivot	1 day	3 day
R1	0.9342	0.9321
PP	0.9335	0.9320
S1	0.9329	0.9319

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

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