CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 15-Sep-2014

Day Change Summary
	Previous	Current
	12-Sep-2014	15-Sep-2014	Change	Change %	Previous Week
Open	0.9045	0.8958	-0.0087	-1.0%	0.9303
High	0.9048	0.8992	-0.0056	-0.6%	0.9310
Low	0.8970	0.8927	-0.0043	-0.5%	0.8970
Close	0.8983	0.8969	-0.0014	-0.2%	0.8983
Range	0.0078	0.0065	-0.0013	-16.7%	0.0340
ATR	0.0066	0.0066	0.0000	-0.2%	0.0000
Volume	122,227	105,452	-16,775	-13.7%	346,253

Daily Pivots for day following 15-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9158	0.9128	0.9005
R3	0.9093	0.9063	0.8987
R2	0.9028	0.9028	0.8981
R1	0.8998	0.8998	0.8975	0.9013
PP	0.8963	0.8963	0.8963	0.8970
S1	0.8933	0.8933	0.8963	0.8948
S2	0.8898	0.8898	0.8957
S3	0.8833	0.8868	0.8951
S4	0.8768	0.8803	0.8933

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0108	0.9885	0.9170
R3	0.9768	0.9545	0.9077
R2	0.9428	0.9428	0.9045
R1	0.9205	0.9205	0.9014	0.9147
PP	0.9088	0.9088	0.9088	0.9058
S1	0.8865	0.8865	0.8952	0.8807
S2	0.8748	0.8748	0.8921
S3	0.8408	0.8525	0.8890
S4	0.8068	0.8185	0.8796

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9226	0.8927	0.0299	3.3%	0.0095	1.1%	14%	False	True	86,785
10	0.9338	0.8927	0.0411	4.6%	0.0087	1.0%	10%	False	True	47,356
20	0.9338	0.8927	0.0411	4.6%	0.0064	0.7%	10%	False	True	24,097
40	0.9364	0.8927	0.0437	4.9%	0.0054	0.6%	10%	False	True	12,200
60	0.9394	0.8927	0.0467	5.2%	0.0048	0.5%	9%	False	True	8,176
80	0.9394	0.8927	0.0467	5.2%	0.0041	0.5%	9%	False	True	6,135
100	0.9394	0.8927	0.0467	5.2%	0.0035	0.4%	9%	False	True	4,909
120	0.9394	0.8927	0.0467	5.2%	0.0030	0.3%	9%	False	True	4,091

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	0.0017
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9268
2.618	0.9162
1.618	0.9097
1.000	0.9057
0.618	0.9032
HIGH	0.8992
0.618	0.8967
0.500	0.8960
0.382	0.8952
LOW	0.8927
0.618	0.8887
1.000	0.8862
1.618	0.8822
2.618	0.8757
4.250	0.8651

Fisher Pivots for day following 15-Sep-2014
Pivot	1 day	3 day
R1	0.8966	0.9042
PP	0.8963	0.9017
S1	0.8960	0.8993

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

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