CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 07-Aug-2014

Day Change Summary
	Previous	Current
	06-Aug-2014	07-Aug-2014	Change	Change %	Previous Week
Open	0.9209	0.9267	0.0058	0.6%	0.9308
High	0.9290	0.9276	-0.0014	-0.2%	0.9321
Low	0.9209	0.9180	-0.0029	-0.3%	0.9195
Close	0.9267	0.9189	-0.0078	-0.8%	0.9227
Range	0.0081	0.0096	0.0015	18.5%	0.0126
ATR	0.0046	0.0049	0.0004	7.8%	0.0000
Volume	324	746	422	130.2%	1,566

Daily Pivots for day following 07-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9503	0.9442	0.9242
R3	0.9407	0.9346	0.9215
R2	0.9311	0.9311	0.9207
R1	0.9250	0.9250	0.9198	0.9233
PP	0.9215	0.9215	0.9215	0.9206
S1	0.9154	0.9154	0.9180	0.9137
S2	0.9119	0.9119	0.9171
S3	0.9023	0.9058	0.9163
S4	0.8927	0.8962	0.9136

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	0.9290	0.9180	0.0110	1.2%	0.0062	0.7%	8%	False	True	413
10	0.9324	0.9180	0.0144	1.6%	0.0050	0.5%	6%	False	True	333
20	0.9364	0.9180	0.0184	2.0%	0.0045	0.5%	5%	False	True	255
40	0.9394	0.9180	0.0214	2.3%	0.0041	0.4%	4%	False	True	168
60	0.9394	0.9087	0.0307	3.3%	0.0032	0.3%	33%	False	False	114
80	0.9394	0.9087	0.0307	3.3%	0.0026	0.3%	33%	False	False	86
100	0.9394	0.8875	0.0519	5.6%	0.0022	0.2%	61%	False	False	69
120	0.9394	0.8750	0.0644	7.0%	0.0019	0.2%	68%	False	False	58

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 128 trading days

Fibonacci Retracements and Extensions
4.250	0.9684
2.618	0.9527
1.618	0.9431
1.000	0.9372
0.618	0.9335
HIGH	0.9276
0.618	0.9239
0.500	0.9228
0.382	0.9217
LOW	0.9180
0.618	0.9121
1.000	0.9084
1.618	0.9025
2.618	0.8929
4.250	0.8772

Fisher Pivots for day following 07-Aug-2014
Pivot	1 day	3 day
R1	0.9228	0.9235
PP	0.9215	0.9220
S1	0.9202	0.9204

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

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