CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 15-Aug-2014

Day Change Summary
	Previous	Current
	14-Aug-2014	15-Aug-2014	Change	Change %	Previous Week
Open	0.9224	0.9241	0.0017	0.2%	0.9200
High	0.9248	0.9256	0.0008	0.1%	0.9256
Low	0.9210	0.9222	0.0012	0.1%	0.9170
Close	0.9238	0.9248	0.0010	0.1%	0.9248
Range	0.0038	0.0034	-0.0004	-10.5%	0.0086
ATR	0.0045	0.0044	-0.0001	-1.8%	0.0000
Volume	495	383	-112	-22.6%	1,605

Daily Pivots for day following 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9344	0.9330	0.9267
R3	0.9310	0.9296	0.9257
R2	0.9276	0.9276	0.9254
R1	0.9262	0.9262	0.9251	0.9269
PP	0.9242	0.9242	0.9242	0.9246
S1	0.9228	0.9228	0.9245	0.9235
S2	0.9208	0.9208	0.9242
S3	0.9174	0.9194	0.9239
S4	0.9140	0.9160	0.9229

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9483	0.9451	0.9295
R3	0.9397	0.9365	0.9272
R2	0.9311	0.9311	0.9264
R1	0.9279	0.9279	0.9256	0.9295
PP	0.9225	0.9225	0.9225	0.9233
S1	0.9193	0.9193	0.9240	0.9209
S2	0.9139	0.9139	0.9232
S3	0.9053	0.9107	0.9224
S4	0.8967	0.9021	0.9201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9256	0.9170	0.0086	0.9%	0.0034	0.4%	91%	True	False	321
10	0.9290	0.9165	0.0125	1.4%	0.0047	0.5%	66%	False	False	372
20	0.9364	0.9165	0.0199	2.2%	0.0044	0.5%	42%	False	False	302
40	0.9394	0.9165	0.0229	2.5%	0.0040	0.4%	36%	False	False	216
60	0.9394	0.9089	0.0305	3.3%	0.0033	0.4%	52%	False	False	148
80	0.9394	0.9087	0.0307	3.3%	0.0028	0.3%	52%	False	False	112
100	0.9394	0.9061	0.0333	3.6%	0.0024	0.3%	56%	False	False	90
120	0.9394	0.8750	0.0644	7.0%	0.0020	0.2%	77%	False	False	75

Crabel Price Patterns
NR	True
NR4	False
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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9401
2.618	0.9345
1.618	0.9311
1.000	0.9290
0.618	0.9277
HIGH	0.9256
0.618	0.9243
0.500	0.9239
0.382	0.9235
LOW	0.9222
0.618	0.9201
1.000	0.9188
1.618	0.9167
2.618	0.9133
4.250	0.9078

Fisher Pivots for day following 15-Aug-2014
Pivot	1 day	3 day
R1	0.9245	0.9239
PP	0.9242	0.9230
S1	0.9239	0.9221

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

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