CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 25-Aug-2014

Day Change Summary
	Previous	Current
	22-Aug-2014	25-Aug-2014	Change	Change %	Previous Week
Open	0.9232	0.9239	0.0007	0.1%	0.9245
High	0.9256	0.9250	-0.0006	-0.1%	0.9267
Low	0.9223	0.9219	-0.0004	0.0%	0.9159
Close	0.9244	0.9227	-0.0017	-0.2%	0.9244
Range	0.0033	0.0031	-0.0002	-6.1%	0.0108
ATR	0.0044	0.0043	-0.0001	-2.1%	0.0000
Volume	1,324	724	-600	-45.3%	3,354

Daily Pivots for day following 25-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9325	0.9307	0.9244
R3	0.9294	0.9276	0.9236
R2	0.9263	0.9263	0.9233
R1	0.9245	0.9245	0.9230	0.9239
PP	0.9232	0.9232	0.9232	0.9229
S1	0.9214	0.9214	0.9224	0.9208
S2	0.9201	0.9201	0.9221
S3	0.9170	0.9183	0.9218
S4	0.9139	0.9152	0.9210

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9547	0.9504	0.9303
R3	0.9439	0.9396	0.9274
R2	0.9331	0.9331	0.9264
R1	0.9288	0.9288	0.9254	0.9256
PP	0.9223	0.9223	0.9223	0.9207
S1	0.9180	0.9180	0.9234	0.9148
S2	0.9115	0.9115	0.9224
S3	0.9007	0.9072	0.9214
S4	0.8899	0.8964	0.9185

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9267	0.9159	0.0108	1.2%	0.0044	0.5%	63%	False	False	756
10	0.9267	0.9159	0.0108	1.2%	0.0039	0.4%	63%	False	False	524
20	0.9321	0.9159	0.0162	1.8%	0.0045	0.5%	42%	False	False	460
40	0.9394	0.9159	0.0235	2.5%	0.0043	0.5%	29%	False	False	310
60	0.9394	0.9122	0.0272	2.9%	0.0036	0.4%	39%	False	False	216
80	0.9394	0.9087	0.0307	3.3%	0.0030	0.3%	46%	False	False	163
100	0.9394	0.9061	0.0333	3.6%	0.0026	0.3%	50%	False	False	130
120	0.9394	0.8802	0.0592	6.4%	0.0022	0.2%	72%	False	False	109

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9382
2.618	0.9331
1.618	0.9300
1.000	0.9281
0.618	0.9269
HIGH	0.9250
0.618	0.9238
0.500	0.9235
0.382	0.9231
LOW	0.9219
0.618	0.9200
1.000	0.9188
1.618	0.9169
2.618	0.9138
4.250	0.9087

Fisher Pivots for day following 25-Aug-2014
Pivot	1 day	3 day
R1	0.9235	0.9221
PP	0.9232	0.9214
S1	0.9230	0.9208

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

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