CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 08-Sep-2014

Day Change Summary
	Previous	Current
	05-Sep-2014	08-Sep-2014	Change	Change %	Previous Week
Open	0.9279	0.9303	0.0024	0.3%	0.9263
High	0.9338	0.9310	-0.0028	-0.3%	0.9338
Low	0.9270	0.9214	-0.0056	-0.6%	0.9197
Close	0.9312	0.9227	-0.0085	-0.9%	0.9312
Range	0.0068	0.0096	0.0028	41.2%	0.0141
ATR	0.0051	0.0054	0.0003	6.7%	0.0000
Volume	7,472	17,778	10,306	137.9%	21,859

Daily Pivots for day following 08-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9538	0.9479	0.9280
R3	0.9442	0.9383	0.9253
R2	0.9346	0.9346	0.9245
R1	0.9287	0.9287	0.9236	0.9269
PP	0.9250	0.9250	0.9250	0.9241
S1	0.9191	0.9191	0.9218	0.9173
S2	0.9154	0.9154	0.9209
S3	0.9058	0.9095	0.9201
S4	0.8962	0.8999	0.9174

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9705	0.9650	0.9390
R3	0.9564	0.9509	0.9351
R2	0.9423	0.9423	0.9338
R1	0.9368	0.9368	0.9325	0.9396
PP	0.9282	0.9282	0.9282	0.9296
S1	0.9227	0.9227	0.9299	0.9255
S2	0.9141	0.9141	0.9286
S3	0.9000	0.9086	0.9273
S4	0.8859	0.8945	0.9234

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9338	0.9197	0.0141	1.5%	0.0079	0.9%	21%	False	False	7,927
10	0.9338	0.9197	0.0141	1.5%	0.0059	0.6%	21%	False	False	4,467
20	0.9338	0.9159	0.0179	1.9%	0.0049	0.5%	38%	False	False	2,481
40	0.9364	0.9159	0.0205	2.2%	0.0047	0.5%	33%	False	False	1,376
60	0.9394	0.9159	0.0235	2.5%	0.0043	0.5%	29%	False	False	947
80	0.9394	0.9087	0.0307	3.3%	0.0037	0.4%	46%	False	False	711
100	0.9394	0.9087	0.0307	3.3%	0.0031	0.3%	46%	False	False	570
120	0.9394	0.8875	0.0519	5.6%	0.0027	0.3%	68%	False	False	475

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	0.0011
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.9718
2.618	0.9561
1.618	0.9465
1.000	0.9406
0.618	0.9369
HIGH	0.9310
0.618	0.9273
0.500	0.9262
0.382	0.9251
LOW	0.9214
0.618	0.9155
1.000	0.9118
1.618	0.9059
2.618	0.8963
4.250	0.8806

Fisher Pivots for day following 08-Sep-2014
Pivot	1 day	3 day
R1	0.9262	0.9276
PP	0.9250	0.9260
S1	0.9239	0.9243

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

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