CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 02-Sep-2014

Day Change Summary
	Previous	Current
	29-Aug-2014	02-Sep-2014	Change	Change %	Previous Week
Open	0.9283	0.9263	-0.0020	-0.2%	0.9239
High	0.9293	0.9283	-0.0010	-0.1%	0.9303
Low	0.9265	0.9203	-0.0062	-0.7%	0.9200
Close	0.9266	0.9207	-0.0059	-0.6%	0.9266
Range	0.0028	0.0080	0.0052	185.7%	0.0103
ATR	0.0043	0.0045	0.0003	6.3%	0.0000
Volume	1,388	3,549	2,161	155.7%	5,040

Daily Pivots for day following 02-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9471	0.9419	0.9251
R3	0.9391	0.9339	0.9229
R2	0.9311	0.9311	0.9222
R1	0.9259	0.9259	0.9214	0.9245
PP	0.9231	0.9231	0.9231	0.9224
S1	0.9179	0.9179	0.9200	0.9165
S2	0.9151	0.9151	0.9192
S3	0.9071	0.9099	0.9185
S4	0.8991	0.9019	0.9163

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%	0.0050	0.5%	7%	False	False	1,573
10	0.9303	0.9159	0.0144	1.6%	0.0047	0.5%	33%	False	False	1,164
20	0.9303	0.9159	0.0144	1.6%	0.0046	0.5%	33%	False	False	757
40	0.9364	0.9159	0.0205	2.2%	0.0043	0.5%	23%	False	False	493
60	0.9394	0.9159	0.0235	2.6%	0.0039	0.4%	20%	False	False	346
80	0.9394	0.9087	0.0307	3.3%	0.0033	0.4%	39%	False	False	260
100	0.9394	0.9087	0.0307	3.3%	0.0028	0.3%	39%	False	False	209
120	0.9394	0.8855	0.0539	5.9%	0.0024	0.3%	65%	False	False	174

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.9623
2.618	0.9492
1.618	0.9412
1.000	0.9363
0.618	0.9332
HIGH	0.9283
0.618	0.9252
0.500	0.9243
0.382	0.9234
LOW	0.9203
0.618	0.9154
1.000	0.9123
1.618	0.9074
2.618	0.8994
4.250	0.8863

Fisher Pivots for day following 02-Sep-2014
Pivot	1 day	3 day
R1	0.9243	0.9253
PP	0.9231	0.9238
S1	0.9219	0.9222

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

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