CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 04-Aug-2014

Day Change Summary
	Previous	Current
	01-Aug-2014	04-Aug-2014	Change	Change %	Previous Week
Open	0.9215	0.9220	0.0005	0.1%	0.9308
High	0.9250	0.9247	-0.0003	0.0%	0.9321
Low	0.9195	0.9220	0.0025	0.3%	0.9195
Close	0.9227	0.9246	0.0019	0.2%	0.9227
Range	0.0055	0.0027	-0.0028	-50.9%	0.0126
ATR	0.0044	0.0043	-0.0001	-2.7%	0.0000
Volume	423	525	102	24.1%	1,566

Daily Pivots for day following 04-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9319	0.9309	0.9261
R3	0.9292	0.9282	0.9253
R2	0.9265	0.9265	0.9251
R1	0.9255	0.9255	0.9248	0.9260
PP	0.9238	0.9238	0.9238	0.9240
S1	0.9228	0.9228	0.9244	0.9233
S2	0.9211	0.9211	0.9241
S3	0.9184	0.9201	0.9239
S4	0.9157	0.9174	0.9231

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9626	0.9552	0.9296
R3	0.9500	0.9426	0.9262
R2	0.9374	0.9374	0.9250
R1	0.9300	0.9300	0.9239	0.9274
PP	0.9248	0.9248	0.9248	0.9235
S1	0.9174	0.9174	0.9215	0.9148
S2	0.9122	0.9122	0.9204
S3	0.8996	0.9048	0.9192
S4	0.8870	0.8922	0.9158

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9321	0.9195	0.0126	1.4%	0.0046	0.5%	40%	False	False	386
10	0.9364	0.9195	0.0169	1.8%	0.0043	0.5%	30%	False	False	275
20	0.9364	0.9195	0.0169	1.8%	0.0039	0.4%	30%	False	False	230
40	0.9394	0.9195	0.0199	2.2%	0.0036	0.4%	26%	False	False	141
60	0.9394	0.9087	0.0307	3.3%	0.0028	0.3%	52%	False	False	95
80	0.9394	0.9087	0.0307	3.3%	0.0023	0.3%	52%	False	False	72
100	0.9394	0.8855	0.0539	5.8%	0.0020	0.2%	73%	False	False	58
120	0.9394	0.8750	0.0644	7.0%	0.0017	0.2%	77%	False	False	49

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9362
2.618	0.9318
1.618	0.9291
1.000	0.9274
0.618	0.9264
HIGH	0.9247
0.618	0.9237
0.500	0.9234
0.382	0.9230
LOW	0.9220
0.618	0.9203
1.000	0.9193
1.618	0.9176
2.618	0.9149
4.250	0.9105

Fisher Pivots for day following 04-Aug-2014
Pivot	1 day	3 day
R1	0.9242	0.9238
PP	0.9238	0.9230
S1	0.9234	0.9223

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

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