CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 31-Jul-2014

Day Change Summary
	Previous	Current
	30-Jul-2014	31-Jul-2014	Change	Change %	Previous Week
Open	0.9291	0.9237	-0.0054	-0.6%	0.9291
High	0.9291	0.9240	-0.0051	-0.5%	0.9364
Low	0.9224	0.9195	-0.0029	-0.3%	0.9274
Close	0.9238	0.9207	-0.0031	-0.3%	0.9305
Range	0.0067	0.0045	-0.0022	-32.8%	0.0090
ATR	0.0043	0.0043	0.0000	0.4%	0.0000
Volume	145	806	661	455.9%	758

Daily Pivots for day following 31-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9349	0.9323	0.9232
R3	0.9304	0.9278	0.9219
R2	0.9259	0.9259	0.9215
R1	0.9233	0.9233	0.9211	0.9224
PP	0.9214	0.9214	0.9214	0.9209
S1	0.9188	0.9188	0.9203	0.9179
S2	0.9169	0.9169	0.9199
S3	0.9124	0.9143	0.9195
S4	0.9079	0.9098	0.9182

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	0.9324	0.9195	0.0129	1.4%	0.0038	0.4%	9%	False	True	254
10	0.9364	0.9195	0.0169	1.8%	0.0044	0.5%	7%	False	True	203
20	0.9364	0.9195	0.0169	1.8%	0.0039	0.4%	7%	False	True	203
40	0.9394	0.9195	0.0199	2.2%	0.0034	0.4%	6%	False	True	118
60	0.9394	0.9087	0.0307	3.3%	0.0027	0.3%	39%	False	False	79
80	0.9394	0.9087	0.0307	3.3%	0.0023	0.2%	39%	False	False	60
100	0.9394	0.8802	0.0592	6.4%	0.0019	0.2%	68%	False	False	48
120	0.9394	0.8750	0.0644	7.0%	0.0016	0.2%	71%	False	False	41

Crabel Price Patterns
NR	True
NR4	False
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	0.0002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9431
2.618	0.9358
1.618	0.9313
1.000	0.9285
0.618	0.9268
HIGH	0.9240
0.618	0.9223
0.500	0.9218
0.382	0.9212
LOW	0.9195
0.618	0.9167
1.000	0.9150
1.618	0.9122
2.618	0.9077
4.250	0.9004

Fisher Pivots for day following 31-Jul-2014
Pivot	1 day	3 day
R1	0.9218	0.9258
PP	0.9214	0.9241
S1	0.9211	0.9224

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

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