CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 16-Sep-2014

Day Change Summary
	Previous	Current
	15-Sep-2014	16-Sep-2014	Change	Change %	Previous Week
Open	0.8958	0.8975	0.0017	0.2%	0.9303
High	0.8992	0.9055	0.0063	0.7%	0.9310
Low	0.8927	0.8931	0.0004	0.0%	0.8970
Close	0.8969	0.9034	0.0065	0.7%	0.8983
Range	0.0065	0.0124	0.0059	90.8%	0.0340
ATR	0.0066	0.0070	0.0004	6.2%	0.0000
Volume	105,452	137,973	32,521	30.8%	346,253

Daily Pivots for day following 16-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9379	0.9330	0.9102
R3	0.9255	0.9206	0.9068
R2	0.9131	0.9131	0.9057
R1	0.9082	0.9082	0.9045	0.9107
PP	0.9007	0.9007	0.9007	0.9019
S1	0.8958	0.8958	0.9023	0.8983
S2	0.8883	0.8883	0.9011
S3	0.8759	0.8834	0.9000
S4	0.8635	0.8710	0.8966

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	0.9156	0.8927	0.0229	2.5%	0.0100	1.1%	47%	False	False	102,332
10	0.9338	0.8927	0.0411	4.5%	0.0091	1.0%	26%	False	False	60,798
20	0.9338	0.8927	0.0411	4.5%	0.0069	0.8%	26%	False	False	30,981
40	0.9364	0.8927	0.0437	4.8%	0.0057	0.6%	24%	False	False	15,647
60	0.9394	0.8927	0.0467	5.2%	0.0050	0.6%	23%	False	False	10,476
80	0.9394	0.8927	0.0467	5.2%	0.0042	0.5%	23%	False	False	7,860
100	0.9394	0.8927	0.0467	5.2%	0.0036	0.4%	23%	False	False	6,289
120	0.9394	0.8927	0.0467	5.2%	0.0032	0.3%	23%	False	False	5,241

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9582
2.618	0.9380
1.618	0.9256
1.000	0.9179
0.618	0.9132
HIGH	0.9055
0.618	0.9008
0.500	0.8993
0.382	0.8978
LOW	0.8931
0.618	0.8854
1.000	0.8807
1.618	0.8730
2.618	0.8606
4.250	0.8404

Fisher Pivots for day following 16-Sep-2014
Pivot	1 day	3 day
R1	0.9020	0.9020
PP	0.9007	0.9005
S1	0.8993	0.8991

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

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