CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 19-Aug-2014

Day Change Summary
	Previous	Current
	18-Aug-2014	19-Aug-2014	Change	Change %	Previous Week
Open	0.9245	0.9248	0.0003	0.0%	0.9200
High	0.9255	0.9267	0.0012	0.1%	0.9256
Low	0.9236	0.9227	-0.0009	-0.1%	0.9170
Close	0.9249	0.9234	-0.0015	-0.2%	0.9248
Range	0.0019	0.0040	0.0021	110.5%	0.0086
ATR	0.0043	0.0042	0.0000	-0.4%	0.0000
Volume	298	237	-61	-20.5%	1,605

Daily Pivots for day following 19-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9363	0.9338	0.9256
R3	0.9323	0.9298	0.9245
R2	0.9283	0.9283	0.9241
R1	0.9258	0.9258	0.9238	0.9251
PP	0.9243	0.9243	0.9243	0.9239
S1	0.9218	0.9218	0.9230	0.9211
S2	0.9203	0.9203	0.9227
S3	0.9163	0.9178	0.9223
S4	0.9123	0.9138	0.9212

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	0.9267	0.9186	0.0081	0.9%	0.0037	0.4%	59%	True	False	326
10	0.9290	0.9165	0.0125	1.4%	0.0045	0.5%	55%	False	False	368
20	0.9364	0.9165	0.0199	2.2%	0.0044	0.5%	35%	False	False	323
40	0.9394	0.9165	0.0229	2.5%	0.0041	0.4%	30%	False	False	224
60	0.9394	0.9095	0.0299	3.2%	0.0033	0.4%	46%	False	False	157
80	0.9394	0.9087	0.0307	3.3%	0.0028	0.3%	48%	False	False	118
100	0.9394	0.9061	0.0333	3.6%	0.0024	0.3%	52%	False	False	95
120	0.9394	0.8750	0.0644	7.0%	0.0021	0.2%	75%	False	False	80

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9437
2.618	0.9372
1.618	0.9332
1.000	0.9307
0.618	0.9292
HIGH	0.9267
0.618	0.9252
0.500	0.9247
0.382	0.9242
LOW	0.9227
0.618	0.9202
1.000	0.9187
1.618	0.9162
2.618	0.9122
4.250	0.9057

Fisher Pivots for day following 19-Aug-2014
Pivot	1 day	3 day
R1	0.9247	0.9245
PP	0.9243	0.9241
S1	0.9238	0.9238

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

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