CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 13-Aug-2014

Day Change Summary
	Previous	Current
	12-Aug-2014	13-Aug-2014	Change	Change %	Previous Week
Open	0.9184	0.9186	0.0002	0.0%	0.9220
High	0.9196	0.9238	0.0042	0.5%	0.9290
Low	0.9170	0.9186	0.0016	0.2%	0.9165
Close	0.9196	0.9224	0.0028	0.3%	0.9196
Range	0.0026	0.0052	0.0026	100.0%	0.0125
ATR	0.0045	0.0046	0.0000	1.1%	0.0000
Volume	73	218	145	198.6%	2,122

Daily Pivots for day following 13-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9372	0.9350	0.9253
R3	0.9320	0.9298	0.9238
R2	0.9268	0.9268	0.9234
R1	0.9246	0.9246	0.9229	0.9257
PP	0.9216	0.9216	0.9216	0.9222
S1	0.9194	0.9194	0.9219	0.9205
S2	0.9164	0.9164	0.9214
S3	0.9112	0.9142	0.9210
S4	0.9060	0.9090	0.9195

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	0.9276	0.9165	0.0111	1.2%	0.0047	0.5%	53%	False	False	390
10	0.9290	0.9165	0.0125	1.4%	0.0049	0.5%	47%	False	False	407
20	0.9364	0.9165	0.0199	2.2%	0.0046	0.5%	30%	False	False	272
40	0.9394	0.9165	0.0229	2.5%	0.0041	0.4%	26%	False	False	196
60	0.9394	0.9087	0.0307	3.3%	0.0034	0.4%	45%	False	False	134
80	0.9394	0.9087	0.0307	3.3%	0.0027	0.3%	45%	False	False	101
100	0.9394	0.8964	0.0430	4.7%	0.0023	0.3%	60%	False	False	81
120	0.9394	0.8750	0.0644	7.0%	0.0020	0.2%	74%	False	False	68

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9459
2.618	0.9374
1.618	0.9322
1.000	0.9290
0.618	0.9270
HIGH	0.9238
0.618	0.9218
0.500	0.9212
0.382	0.9206
LOW	0.9186
0.618	0.9154
1.000	0.9134
1.618	0.9102
2.618	0.9050
4.250	0.8965

Fisher Pivots for day following 13-Aug-2014
Pivot	1 day	3 day
R1	0.9220	0.9217
PP	0.9216	0.9211
S1	0.9212	0.9204

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

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