CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 05-Aug-2014

Day Change Summary
	Previous	Current
	04-Aug-2014	05-Aug-2014	Change	Change %	Previous Week
Open	0.9220	0.9244	0.0024	0.3%	0.9308
High	0.9247	0.9259	0.0012	0.1%	0.9321
Low	0.9220	0.9210	-0.0010	-0.1%	0.9195
Close	0.9246	0.9215	-0.0031	-0.3%	0.9227
Range	0.0027	0.0049	0.0022	81.5%	0.0126
ATR	0.0043	0.0043	0.0000	1.1%	0.0000
Volume	525	48	-477	-90.9%	1,566

Daily Pivots for day following 05-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9375	0.9344	0.9242
R3	0.9326	0.9295	0.9228
R2	0.9277	0.9277	0.9224
R1	0.9246	0.9246	0.9219	0.9237
PP	0.9228	0.9228	0.9228	0.9224
S1	0.9197	0.9197	0.9211	0.9188
S2	0.9179	0.9179	0.9206
S3	0.9130	0.9148	0.9202
S4	0.9081	0.9099	0.9188

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	0.9291	0.9195	0.0096	1.0%	0.0049	0.5%	21%	False	False	389
10	0.9364	0.9195	0.0169	1.8%	0.0043	0.5%	12%	False	False	278
20	0.9364	0.9195	0.0169	1.8%	0.0041	0.4%	12%	False	False	223
40	0.9394	0.9195	0.0199	2.2%	0.0037	0.4%	10%	False	False	142
60	0.9394	0.9087	0.0307	3.3%	0.0029	0.3%	42%	False	False	96
80	0.9394	0.9087	0.0307	3.3%	0.0024	0.3%	42%	False	False	73
100	0.9394	0.8858	0.0536	5.8%	0.0020	0.2%	67%	False	False	58
120	0.9394	0.8750	0.0644	7.0%	0.0018	0.2%	72%	False	False	49

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9467
2.618	0.9387
1.618	0.9338
1.000	0.9308
0.618	0.9289
HIGH	0.9259
0.618	0.9240
0.500	0.9235
0.382	0.9229
LOW	0.9210
0.618	0.9180
1.000	0.9161
1.618	0.9131
2.618	0.9082
4.250	0.9002

Fisher Pivots for day following 05-Aug-2014
Pivot	1 day	3 day
R1	0.9235	0.9227
PP	0.9228	0.9223
S1	0.9222	0.9219

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

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