CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 04-Sep-2014

Day Change Summary
	Previous	Current
	03-Sep-2014	04-Sep-2014	Change	Change %	Previous Week
Open	0.9211	0.9277	0.0066	0.7%	0.9239
High	0.9285	0.9328	0.0043	0.5%	0.9303
Low	0.9197	0.9266	0.0069	0.8%	0.9200
Close	0.9279	0.9286	0.0007	0.1%	0.9266
Range	0.0088	0.0062	-0.0026	-29.5%	0.0103
ATR	0.0048	0.0049	0.0001	2.0%	0.0000
Volume	5,688	5,150	-538	-9.5%	5,040

Daily Pivots for day following 04-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9479	0.9445	0.9320
R3	0.9417	0.9383	0.9303
R2	0.9355	0.9355	0.9297
R1	0.9321	0.9321	0.9292	0.9338
PP	0.9293	0.9293	0.9293	0.9302
S1	0.9259	0.9259	0.9280	0.9276
S2	0.9231	0.9231	0.9275
S3	0.9169	0.9197	0.9269
S4	0.9107	0.9135	0.9252

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	0.9328	0.9197	0.0131	1.4%	0.0059	0.6%	68%	True	False	3,342
10	0.9328	0.9159	0.0169	1.8%	0.0054	0.6%	75%	True	False	2,171
20	0.9328	0.9159	0.0169	1.8%	0.0047	0.5%	75%	True	False	1,280
40	0.9364	0.9159	0.0205	2.2%	0.0045	0.5%	62%	False	False	751
60	0.9394	0.9159	0.0235	2.5%	0.0042	0.4%	54%	False	False	527
80	0.9394	0.9087	0.0307	3.3%	0.0035	0.4%	65%	False	False	396
100	0.9394	0.9087	0.0307	3.3%	0.0029	0.3%	65%	False	False	317
120	0.9394	0.8875	0.0519	5.6%	0.0026	0.3%	79%	False	False	265

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9592
2.618	0.9490
1.618	0.9428
1.000	0.9390
0.618	0.9366
HIGH	0.9328
0.618	0.9304
0.500	0.9297
0.382	0.9290
LOW	0.9266
0.618	0.9228
1.000	0.9204
1.618	0.9166
2.618	0.9104
4.250	0.9003

Fisher Pivots for day following 04-Sep-2014
Pivot	1 day	3 day
R1	0.9297	0.9278
PP	0.9293	0.9270
S1	0.9290	0.9263

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

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