CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 25-Jul-2014

Day Change Summary
	Previous	Current
	24-Jul-2014	25-Jul-2014	Change	Change %	Previous Week
Open	0.9361	0.9320	-0.0041	-0.4%	0.9291
High	0.9361	0.9324	-0.0037	-0.4%	0.9364
Low	0.9322	0.9304	-0.0018	-0.2%	0.9274
Close	0.9322	0.9305	-0.0017	-0.2%	0.9305
Range	0.0039	0.0020	-0.0019	-48.7%	0.0090
ATR	0.0044	0.0042	-0.0002	-3.9%	0.0000
Volume	243	129	-114	-46.9%	758

Daily Pivots for day following 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9371	0.9358	0.9316
R3	0.9351	0.9338	0.9311
R2	0.9331	0.9331	0.9309
R1	0.9318	0.9318	0.9307	0.9315
PP	0.9311	0.9311	0.9311	0.9309
S1	0.9298	0.9298	0.9303	0.9295
S2	0.9291	0.9291	0.9301
S3	0.9271	0.9278	0.9300
S4	0.9251	0.9258	0.9294

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9584	0.9535	0.9355
R3	0.9494	0.9445	0.9330
R2	0.9404	0.9404	0.9322
R1	0.9355	0.9355	0.9313	0.9380
PP	0.9314	0.9314	0.9314	0.9327
S1	0.9265	0.9265	0.9297	0.9290
S2	0.9224	0.9224	0.9289
S3	0.9134	0.9175	0.9280
S4	0.9044	0.9085	0.9256

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9364	0.9274	0.0090	1.0%	0.0038	0.4%	34%	False	False	151
10	0.9364	0.9238	0.0126	1.4%	0.0040	0.4%	53%	False	False	174
20	0.9394	0.9227	0.0167	1.8%	0.0041	0.4%	47%	False	False	154
40	0.9394	0.9122	0.0272	2.9%	0.0031	0.3%	67%	False	False	89
60	0.9394	0.9087	0.0307	3.3%	0.0025	0.3%	71%	False	False	61
80	0.9394	0.9061	0.0333	3.6%	0.0021	0.2%	73%	False	False	46
100	0.9394	0.8802	0.0592	6.4%	0.0017	0.2%	85%	False	False	37
120	0.9394	0.8600	0.0794	8.5%	0.0016	0.2%	89%	False	False	32

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0004
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9409
2.618	0.9376
1.618	0.9356
1.000	0.9344
0.618	0.9336
HIGH	0.9324
0.618	0.9316
0.500	0.9314
0.382	0.9312
LOW	0.9304
0.618	0.9292
1.000	0.9284
1.618	0.9272
2.618	0.9252
4.250	0.9219

Fisher Pivots for day following 25-Jul-2014
Pivot	1 day	3 day
R1	0.9314	0.9330
PP	0.9311	0.9322
S1	0.9308	0.9313

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

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