CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 08-Aug-2014

Day Change Summary
	Previous	Current
	07-Aug-2014	08-Aug-2014	Change	Change %	Previous Week
Open	0.9267	0.9185	-0.0082	-0.9%	0.9220
High	0.9276	0.9207	-0.0069	-0.7%	0.9290
Low	0.9180	0.9165	-0.0015	-0.2%	0.9165
Close	0.9189	0.9196	0.0007	0.1%	0.9196
Range	0.0096	0.0042	-0.0054	-56.3%	0.0125
ATR	0.0049	0.0049	-0.0001	-1.1%	0.0000
Volume	746	479	-267	-35.8%	2,122

Daily Pivots for day following 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9315	0.9298	0.9219
R3	0.9273	0.9256	0.9208
R2	0.9231	0.9231	0.9204
R1	0.9214	0.9214	0.9200	0.9223
PP	0.9189	0.9189	0.9189	0.9194
S1	0.9172	0.9172	0.9192	0.9181
S2	0.9147	0.9147	0.9188
S3	0.9105	0.9130	0.9184
S4	0.9063	0.9088	0.9173

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9592	0.9519	0.9265
R3	0.9467	0.9394	0.9230
R2	0.9342	0.9342	0.9219
R1	0.9269	0.9269	0.9207	0.9243
PP	0.9217	0.9217	0.9217	0.9204
S1	0.9144	0.9144	0.9185	0.9118
S2	0.9092	0.9092	0.9173
S3	0.8967	0.9019	0.9162
S4	0.8842	0.8894	0.9127

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9290	0.9165	0.0125	1.4%	0.0059	0.6%	25%	False	True	424
10	0.9321	0.9165	0.0156	1.7%	0.0052	0.6%	20%	False	True	368
20	0.9364	0.9165	0.0199	2.2%	0.0046	0.5%	16%	False	True	271
40	0.9394	0.9165	0.0229	2.5%	0.0040	0.4%	14%	False	True	179
60	0.9394	0.9087	0.0307	3.3%	0.0033	0.4%	36%	False	False	122
80	0.9394	0.9087	0.0307	3.3%	0.0026	0.3%	36%	False	False	92
100	0.9394	0.8875	0.0519	5.6%	0.0022	0.2%	62%	False	False	74
120	0.9394	0.8750	0.0644	7.0%	0.0019	0.2%	69%	False	False	62

Crabel Price Patterns
NR	True
NR4	True
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	0.0008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9386
2.618	0.9317
1.618	0.9275
1.000	0.9249
0.618	0.9233
HIGH	0.9207
0.618	0.9191
0.500	0.9186
0.382	0.9181
LOW	0.9165
0.618	0.9139
1.000	0.9123
1.618	0.9097
2.618	0.9055
4.250	0.8987

Fisher Pivots for day following 08-Aug-2014
Pivot	1 day	3 day
R1	0.9193	0.9228
PP	0.9189	0.9217
S1	0.9186	0.9207

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

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