CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 17-Sep-2014

Day Change Summary
	Previous	Current
	16-Sep-2014	17-Sep-2014	Change	Change %	Previous Week
Open	0.8975	0.9030	0.0055	0.6%	0.9303
High	0.9055	0.9030	-0.0025	-0.3%	0.9310
Low	0.8931	0.8896	-0.0035	-0.4%	0.8970
Close	0.9034	0.8948	-0.0086	-1.0%	0.8983
Range	0.0124	0.0134	0.0010	8.1%	0.0340
ATR	0.0070	0.0075	0.0005	6.8%	0.0000
Volume	137,973	160,218	22,245	16.1%	346,253

Daily Pivots for day following 17-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9360	0.9288	0.9022
R3	0.9226	0.9154	0.8985
R2	0.9092	0.9092	0.8973
R1	0.9020	0.9020	0.8960	0.8989
PP	0.8958	0.8958	0.8958	0.8943
S1	0.8886	0.8886	0.8936	0.8855
S2	0.8824	0.8824	0.8923
S3	0.8690	0.8752	0.8911
S4	0.8556	0.8618	0.8874

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	0.8896	0.0260	2.9%	0.0106	1.2%	20%	False	True	120,688
10	0.9338	0.8896	0.0442	4.9%	0.0096	1.1%	12%	False	True	76,251
20	0.9338	0.8896	0.0442	4.9%	0.0074	0.8%	12%	False	True	38,980
40	0.9364	0.8896	0.0468	5.2%	0.0059	0.7%	11%	False	True	19,652
60	0.9394	0.8896	0.0498	5.6%	0.0052	0.6%	10%	False	True	13,143
80	0.9394	0.8896	0.0498	5.6%	0.0044	0.5%	10%	False	True	9,863
100	0.9394	0.8896	0.0498	5.6%	0.0038	0.4%	10%	False	True	7,891
120	0.9394	0.8896	0.0498	5.6%	0.0032	0.4%	10%	False	True	6,576

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	0.0018
Widest range in 156 trading days

Fibonacci Retracements and Extensions
4.250	0.9600
2.618	0.9381
1.618	0.9247
1.000	0.9164
0.618	0.9113
HIGH	0.9030
0.618	0.8979
0.500	0.8963
0.382	0.8947
LOW	0.8896
0.618	0.8813
1.000	0.8762
1.618	0.8679
2.618	0.8545
4.250	0.8327

Fisher Pivots for day following 17-Sep-2014
Pivot	1 day	3 day
R1	0.8963	0.8976
PP	0.8958	0.8966
S1	0.8953	0.8957

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

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