CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 30-Jul-2014

Day Change Summary
	Previous	Current
	29-Jul-2014	30-Jul-2014	Change	Change %	Previous Week
Open	0.9320	0.9291	-0.0029	-0.3%	0.9291
High	0.9321	0.9291	-0.0030	-0.3%	0.9364
Low	0.9286	0.9224	-0.0062	-0.7%	0.9274
Close	0.9297	0.9238	-0.0059	-0.6%	0.9305
Range	0.0035	0.0067	0.0032	91.4%	0.0090
ATR	0.0040	0.0043	0.0002	5.7%	0.0000
Volume	33	145	112	339.4%	758

Daily Pivots for day following 30-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9452	0.9412	0.9275
R3	0.9385	0.9345	0.9256
R2	0.9318	0.9318	0.9250
R1	0.9278	0.9278	0.9244	0.9265
PP	0.9251	0.9251	0.9251	0.9244
S1	0.9211	0.9211	0.9232	0.9198
S2	0.9184	0.9184	0.9226
S3	0.9117	0.9144	0.9220
S4	0.9050	0.9077	0.9201

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	0.9361	0.9224	0.0137	1.5%	0.0037	0.4%	10%	False	True	141
10	0.9364	0.9224	0.0140	1.5%	0.0043	0.5%	10%	False	True	136
20	0.9376	0.9224	0.0152	1.6%	0.0039	0.4%	9%	False	True	167
40	0.9394	0.9145	0.0249	2.7%	0.0034	0.4%	37%	False	False	98
60	0.9394	0.9087	0.0307	3.3%	0.0027	0.3%	49%	False	False	66
80	0.9394	0.9087	0.0307	3.3%	0.0022	0.2%	49%	False	False	50
100	0.9394	0.8802	0.0592	6.4%	0.0019	0.2%	74%	False	False	40
120	0.9394	0.8750	0.0644	7.0%	0.0016	0.2%	76%	False	False	34

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9576
2.618	0.9466
1.618	0.9399
1.000	0.9358
0.618	0.9332
HIGH	0.9291
0.618	0.9265
0.500	0.9258
0.382	0.9250
LOW	0.9224
0.618	0.9183
1.000	0.9157
1.618	0.9116
2.618	0.9049
4.250	0.8939

Fisher Pivots for day following 30-Jul-2014
Pivot	1 day	3 day
R1	0.9258	0.9273
PP	0.9251	0.9261
S1	0.9245	0.9250

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

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