CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 19-Sep-2014

Day Change Summary
	Previous	Current
	18-Sep-2014	19-Sep-2014	Change	Change %	Previous Week
Open	0.8901	0.8930	0.0029	0.3%	0.8958
High	0.8942	0.8941	-0.0001	0.0%	0.9055
Low	0.8873	0.8866	-0.0007	-0.1%	0.8866
Close	0.8923	0.8878	-0.0045	-0.5%	0.8878
Range	0.0069	0.0075	0.0006	8.7%	0.0189
ATR	0.0075	0.0075	0.0000	0.0%	0.0000
Volume	125,637	131,302	5,665	4.5%	660,582

Daily Pivots for day following 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9120	0.9074	0.8919
R3	0.9045	0.8999	0.8899
R2	0.8970	0.8970	0.8892
R1	0.8924	0.8924	0.8885	0.8910
PP	0.8895	0.8895	0.8895	0.8888
S1	0.8849	0.8849	0.8871	0.8835
S2	0.8820	0.8820	0.8864
S3	0.8745	0.8774	0.8857
S4	0.8670	0.8699	0.8837

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9500	0.9378	0.8982
R3	0.9311	0.9189	0.8930
R2	0.9122	0.9122	0.8913
R1	0.9000	0.9000	0.8895	0.8967
PP	0.8933	0.8933	0.8933	0.8916
S1	0.8811	0.8811	0.8861	0.8778
S2	0.8744	0.8744	0.8843
S3	0.8555	0.8622	0.8826
S4	0.8366	0.8433	0.8774

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9055	0.8866	0.0189	2.1%	0.0093	1.1%	6%	False	True	132,116
10	0.9310	0.8866	0.0444	5.0%	0.0097	1.1%	3%	False	True	100,683
20	0.9338	0.8866	0.0472	5.3%	0.0075	0.8%	3%	False	True	51,752
40	0.9338	0.8866	0.0472	5.3%	0.0060	0.7%	3%	False	True	26,062
60	0.9394	0.8866	0.0528	5.9%	0.0053	0.6%	2%	False	True	17,424
80	0.9394	0.8866	0.0528	5.9%	0.0045	0.5%	2%	False	True	13,074
100	0.9394	0.8866	0.0528	5.9%	0.0039	0.4%	2%	False	True	10,460
120	0.9394	0.8866	0.0528	5.9%	0.0034	0.4%	2%	False	True	8,717

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9260
2.618	0.9137
1.618	0.9062
1.000	0.9016
0.618	0.8987
HIGH	0.8941
0.618	0.8912
0.500	0.8904
0.382	0.8895
LOW	0.8866
0.618	0.8820
1.000	0.8791
1.618	0.8745
2.618	0.8670
4.250	0.8547

Fisher Pivots for day following 19-Sep-2014
Pivot	1 day	3 day
R1	0.8904	0.8948
PP	0.8895	0.8925
S1	0.8887	0.8901

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

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