CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 29-Aug-2014

Day Change Summary
	Previous	Current
	28-Aug-2014	29-Aug-2014	Change	Change %	Previous Week
Open	0.9266	0.9283	0.0017	0.2%	0.9239
High	0.9303	0.9293	-0.0010	-0.1%	0.9303
Low	0.9265	0.9265	0.0000	0.0%	0.9200
Close	0.9286	0.9266	-0.0020	-0.2%	0.9266
Range	0.0038	0.0028	-0.0010	-26.3%	0.0103
ATR	0.0044	0.0043	-0.0001	-2.6%	0.0000
Volume	938	1,388	450	48.0%	5,040

Daily Pivots for day following 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9359	0.9340	0.9281
R3	0.9331	0.9312	0.9274
R2	0.9303	0.9303	0.9271
R1	0.9284	0.9284	0.9269	0.9280
PP	0.9275	0.9275	0.9275	0.9272
S1	0.9256	0.9256	0.9263	0.9252
S2	0.9247	0.9247	0.9261
S3	0.9219	0.9228	0.9258
S4	0.9191	0.9200	0.9251

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9565	0.9519	0.9323
R3	0.9462	0.9416	0.9294
R2	0.9359	0.9359	0.9285
R1	0.9313	0.9313	0.9275	0.9336
PP	0.9256	0.9256	0.9256	0.9268
S1	0.9210	0.9210	0.9257	0.9233
S2	0.9153	0.9153	0.9247
S3	0.9050	0.9107	0.9238
S4	0.8947	0.9004	0.9209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9303	0.9200	0.0103	1.1%	0.0040	0.4%	64%	False	False	1,008
10	0.9303	0.9159	0.0144	1.6%	0.0041	0.4%	74%	False	False	839
20	0.9303	0.9159	0.0144	1.6%	0.0044	0.5%	74%	False	False	606
40	0.9364	0.9159	0.0205	2.2%	0.0041	0.4%	52%	False	False	413
60	0.9394	0.9159	0.0235	2.5%	0.0038	0.4%	46%	False	False	287
80	0.9394	0.9087	0.0307	3.3%	0.0032	0.3%	58%	False	False	216
100	0.9394	0.9087	0.0307	3.3%	0.0027	0.3%	58%	False	False	174
120	0.9394	0.8817	0.0577	6.2%	0.0024	0.3%	78%	False	False	145

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0012
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9412
2.618	0.9366
1.618	0.9338
1.000	0.9321
0.618	0.9310
HIGH	0.9293
0.618	0.9282
0.500	0.9279
0.382	0.9276
LOW	0.9265
0.618	0.9248
1.000	0.9237
1.618	0.9220
2.618	0.9192
4.250	0.9146

Fisher Pivots for day following 29-Aug-2014
Pivot	1 day	3 day
R1	0.9279	0.9269
PP	0.9275	0.9268
S1	0.9270	0.9267

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

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