CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 29-Jul-2014

Day Change Summary
	Previous	Current
	28-Jul-2014	29-Jul-2014	Change	Change %	Previous Week
Open	0.9308	0.9320	0.0012	0.1%	0.9291
High	0.9321	0.9321	0.0000	0.0%	0.9364
Low	0.9298	0.9286	-0.0012	-0.1%	0.9274
Close	0.9315	0.9297	-0.0018	-0.2%	0.9305
Range	0.0023	0.0035	0.0012	52.2%	0.0090
ATR	0.0041	0.0040	0.0000	-1.0%	0.0000
Volume	159	33	-126	-79.2%	758

Daily Pivots for day following 29-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9406	0.9387	0.9316
R3	0.9371	0.9352	0.9307
R2	0.9336	0.9336	0.9303
R1	0.9317	0.9317	0.9300	0.9309
PP	0.9301	0.9301	0.9301	0.9298
S1	0.9282	0.9282	0.9294	0.9274
S2	0.9266	0.9266	0.9291
S3	0.9231	0.9247	0.9287
S4	0.9196	0.9212	0.9278

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	0.9286	0.0078	0.8%	0.0037	0.4%	14%	False	True	168
10	0.9364	0.9238	0.0126	1.4%	0.0040	0.4%	47%	False	False	139
20	0.9394	0.9227	0.0167	1.8%	0.0040	0.4%	42%	False	False	161
40	0.9394	0.9133	0.0261	2.8%	0.0032	0.3%	63%	False	False	94
60	0.9394	0.9087	0.0307	3.3%	0.0026	0.3%	68%	False	False	64
80	0.9394	0.9087	0.0307	3.3%	0.0021	0.2%	68%	False	False	48
100	0.9394	0.8802	0.0592	6.4%	0.0018	0.2%	84%	False	False	39
120	0.9394	0.8750	0.0644	6.9%	0.0016	0.2%	85%	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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9470
2.618	0.9413
1.618	0.9378
1.000	0.9356
0.618	0.9343
HIGH	0.9321
0.618	0.9308
0.500	0.9304
0.382	0.9299
LOW	0.9286
0.618	0.9264
1.000	0.9251
1.618	0.9229
2.618	0.9194
4.250	0.9137

Fisher Pivots for day following 29-Jul-2014
Pivot	1 day	3 day
R1	0.9304	0.9305
PP	0.9301	0.9302
S1	0.9299	0.9300

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

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