CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 11-Aug-2014

Day Change Summary
	Previous	Current
	08-Aug-2014	11-Aug-2014	Change	Change %	Previous Week
Open	0.9185	0.9200	0.0015	0.2%	0.9220
High	0.9207	0.9201	-0.0006	-0.1%	0.9290
Low	0.9165	0.9181	0.0016	0.2%	0.9165
Close	0.9196	0.9182	-0.0014	-0.2%	0.9196
Range	0.0042	0.0020	-0.0022	-52.4%	0.0125
ATR	0.0049	0.0047	-0.0002	-4.2%	0.0000
Volume	479	436	-43	-9.0%	2,122

Daily Pivots for day following 11-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9248	0.9235	0.9193
R3	0.9228	0.9215	0.9188
R2	0.9208	0.9208	0.9186
R1	0.9195	0.9195	0.9184	0.9192
PP	0.9188	0.9188	0.9188	0.9186
S1	0.9175	0.9175	0.9180	0.9172
S2	0.9168	0.9168	0.9178
S3	0.9148	0.9155	0.9177
S4	0.9128	0.9135	0.9171

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%	0.0058	0.6%	14%	False	False	406
10	0.9321	0.9165	0.0156	1.7%	0.0052	0.6%	11%	False	False	396
20	0.9364	0.9165	0.0199	2.2%	0.0046	0.5%	9%	False	False	288
40	0.9394	0.9165	0.0229	2.5%	0.0040	0.4%	7%	False	False	189
60	0.9394	0.9087	0.0307	3.3%	0.0033	0.4%	31%	False	False	129
80	0.9394	0.9087	0.0307	3.3%	0.0026	0.3%	31%	False	False	97
100	0.9394	0.8875	0.0519	5.7%	0.0022	0.2%	59%	False	False	78
120	0.9394	0.8750	0.0644	7.0%	0.0020	0.2%	67%	False	False	66

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0007
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9286
2.618	0.9253
1.618	0.9233
1.000	0.9221
0.618	0.9213
HIGH	0.9201
0.618	0.9193
0.500	0.9191
0.382	0.9189
LOW	0.9181
0.618	0.9169
1.000	0.9161
1.618	0.9149
2.618	0.9129
4.250	0.9096

Fisher Pivots for day following 11-Aug-2014
Pivot	1 day	3 day
R1	0.9191	0.9221
PP	0.9188	0.9208
S1	0.9185	0.9195

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

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