CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 23-Sep-2014

Day Change Summary
	Previous	Current
	22-Sep-2014	23-Sep-2014	Change	Change %	Previous Week
Open	0.8877	0.8817	-0.0060	-0.7%	0.8958
High	0.8897	0.8873	-0.0024	-0.3%	0.9055
Low	0.8800	0.8777	-0.0023	-0.3%	0.8866
Close	0.8819	0.8788	-0.0031	-0.4%	0.8878
Range	0.0097	0.0096	-0.0001	-1.0%	0.0189
ATR	0.0077	0.0078	0.0001	1.8%	0.0000
Volume	117,802	142,672	24,870	21.1%	660,582

Daily Pivots for day following 23-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9101	0.9040	0.8841
R3	0.9005	0.8944	0.8814
R2	0.8909	0.8909	0.8806
R1	0.8848	0.8848	0.8797	0.8831
PP	0.8813	0.8813	0.8813	0.8804
S1	0.8752	0.8752	0.8779	0.8735
S2	0.8717	0.8717	0.8770
S3	0.8621	0.8656	0.8762
S4	0.8525	0.8560	0.8735

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	0.9030	0.8777	0.0253	2.9%	0.0094	1.1%	4%	False	True	135,526
10	0.9156	0.8777	0.0379	4.3%	0.0097	1.1%	3%	False	True	118,929
20	0.9338	0.8777	0.0561	6.4%	0.0082	0.9%	2%	False	True	64,674
40	0.9338	0.8777	0.0561	6.4%	0.0064	0.7%	2%	False	True	32,567
60	0.9394	0.8777	0.0617	7.0%	0.0056	0.6%	2%	False	True	21,765
80	0.9394	0.8777	0.0617	7.0%	0.0048	0.5%	2%	False	True	16,330
100	0.9394	0.8777	0.0617	7.0%	0.0041	0.5%	2%	False	True	13,065
120	0.9394	0.8777	0.0617	7.0%	0.0035	0.4%	2%	False	True	10,888

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9281
2.618	0.9124
1.618	0.9028
1.000	0.8969
0.618	0.8932
HIGH	0.8873
0.618	0.8836
0.500	0.8825
0.382	0.8814
LOW	0.8777
0.618	0.8718
1.000	0.8681
1.618	0.8622
2.618	0.8526
4.250	0.8369

Fisher Pivots for day following 23-Sep-2014
Pivot	1 day	3 day
R1	0.8825	0.8859
PP	0.8813	0.8835
S1	0.8800	0.8812

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

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