CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 20-Aug-2014

Day Change Summary
	Previous	Current
	19-Aug-2014	20-Aug-2014	Change	Change %	Previous Week
Open	0.9248	0.9225	-0.0023	-0.2%	0.9200
High	0.9267	0.9242	-0.0025	-0.3%	0.9256
Low	0.9227	0.9201	-0.0026	-0.3%	0.9170
Close	0.9234	0.9215	-0.0019	-0.2%	0.9248
Range	0.0040	0.0041	0.0001	2.5%	0.0086
ATR	0.0042	0.0042	0.0000	-0.2%	0.0000
Volume	237	532	295	124.5%	1,605

Daily Pivots for day following 20-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9342	0.9320	0.9238
R3	0.9301	0.9279	0.9226
R2	0.9260	0.9260	0.9223
R1	0.9238	0.9238	0.9219	0.9229
PP	0.9219	0.9219	0.9219	0.9215
S1	0.9197	0.9197	0.9211	0.9188
S2	0.9178	0.9178	0.9207
S3	0.9137	0.9156	0.9204
S4	0.9096	0.9115	0.9192

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	0.9201	0.0066	0.7%	0.0034	0.4%	21%	False	True	389
10	0.9276	0.9165	0.0111	1.2%	0.0041	0.4%	45%	False	False	389
20	0.9361	0.9165	0.0196	2.1%	0.0042	0.5%	26%	False	False	336
40	0.9394	0.9165	0.0229	2.5%	0.0041	0.4%	22%	False	False	236
60	0.9394	0.9095	0.0299	3.2%	0.0034	0.4%	40%	False	False	166
80	0.9394	0.9087	0.0307	3.3%	0.0029	0.3%	42%	False	False	125
100	0.9394	0.9061	0.0333	3.6%	0.0025	0.3%	46%	False	False	100
120	0.9394	0.8750	0.0644	7.0%	0.0021	0.2%	72%	False	False	84

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9416
2.618	0.9349
1.618	0.9308
1.000	0.9283
0.618	0.9267
HIGH	0.9242
0.618	0.9226
0.500	0.9222
0.382	0.9217
LOW	0.9201
0.618	0.9176
1.000	0.9160
1.618	0.9135
2.618	0.9094
4.250	0.9027

Fisher Pivots for day following 20-Aug-2014
Pivot	1 day	3 day
R1	0.9222	0.9234
PP	0.9219	0.9228
S1	0.9217	0.9221

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

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