CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 28-Jul-2014

Day Change Summary
	Previous	Current
	25-Jul-2014	28-Jul-2014	Change	Change %	Previous Week
Open	0.9320	0.9308	-0.0012	-0.1%	0.9291
High	0.9324	0.9321	-0.0003	0.0%	0.9364
Low	0.9304	0.9298	-0.0006	-0.1%	0.9274
Close	0.9305	0.9315	0.0010	0.1%	0.9305
Range	0.0020	0.0023	0.0003	15.0%	0.0090
ATR	0.0042	0.0041	-0.0001	-3.3%	0.0000
Volume	129	159	30	23.3%	758

Daily Pivots for day following 28-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9380	0.9371	0.9328
R3	0.9357	0.9348	0.9321
R2	0.9334	0.9334	0.9319
R1	0.9325	0.9325	0.9317	0.9330
PP	0.9311	0.9311	0.9311	0.9314
S1	0.9302	0.9302	0.9313	0.9307
S2	0.9288	0.9288	0.9311
S3	0.9265	0.9279	0.9309
S4	0.9242	0.9256	0.9302

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%	0.0040	0.4%	46%	False	False	165
10	0.9364	0.9238	0.0126	1.4%	0.0041	0.4%	61%	False	False	180
20	0.9394	0.9227	0.0167	1.8%	0.0041	0.4%	53%	False	False	160
40	0.9394	0.9122	0.0272	2.9%	0.0032	0.3%	71%	False	False	93
60	0.9394	0.9087	0.0307	3.3%	0.0025	0.3%	74%	False	False	63
80	0.9394	0.9061	0.0333	3.6%	0.0021	0.2%	76%	False	False	48
100	0.9394	0.8802	0.0592	6.4%	0.0018	0.2%	87%	False	False	39
120	0.9394	0.8722	0.0672	7.2%	0.0015	0.2%	88%	False	False	33

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9419
2.618	0.9381
1.618	0.9358
1.000	0.9344
0.618	0.9335
HIGH	0.9321
0.618	0.9312
0.500	0.9310
0.382	0.9307
LOW	0.9298
0.618	0.9284
1.000	0.9275
1.618	0.9261
2.618	0.9238
4.250	0.9200

Fisher Pivots for day following 28-Jul-2014
Pivot	1 day	3 day
R1	0.9313	0.9330
PP	0.9311	0.9325
S1	0.9310	0.9320

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

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