CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 26-Sep-2014

Day Change Summary
	Previous	Current
	25-Sep-2014	26-Sep-2014	Change	Change %	Previous Week
Open	0.8828	0.8740	-0.0088	-1.0%	0.8877
High	0.8830	0.8764	-0.0066	-0.7%	0.8897
Low	0.8724	0.8698	-0.0026	-0.3%	0.8698
Close	0.8735	0.8710	-0.0025	-0.3%	0.8710
Range	0.0106	0.0066	-0.0040	-37.7%	0.0199
ATR	0.0079	0.0078	-0.0001	-1.2%	0.0000
Volume	151,830	120,373	-31,457	-20.7%	647,553

Daily Pivots for day following 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8922	0.8882	0.8746
R3	0.8856	0.8816	0.8728
R2	0.8790	0.8790	0.8722
R1	0.8750	0.8750	0.8716	0.8737
PP	0.8724	0.8724	0.8724	0.8718
S1	0.8684	0.8684	0.8704	0.8671
S2	0.8658	0.8658	0.8698
S3	0.8592	0.8618	0.8692
S4	0.8526	0.8552	0.8674

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9365	0.9237	0.8819
R3	0.9166	0.9038	0.8765
R2	0.8967	0.8967	0.8746
R1	0.8839	0.8839	0.8728	0.8804
PP	0.8768	0.8768	0.8768	0.8751
S1	0.8640	0.8640	0.8692	0.8605
S2	0.8569	0.8569	0.8674
S3	0.8370	0.8441	0.8655
S4	0.8171	0.8242	0.8601

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8897	0.8698	0.0199	2.3%	0.0085	1.0%	6%	False	True	129,510
10	0.9055	0.8698	0.0357	4.1%	0.0089	1.0%	3%	False	True	130,813
20	0.9338	0.8698	0.0640	7.3%	0.0086	1.0%	2%	False	True	83,881
40	0.9338	0.8698	0.0640	7.3%	0.0066	0.8%	2%	False	True	42,219
60	0.9364	0.8698	0.0666	7.6%	0.0057	0.7%	2%	False	True	28,214
80	0.9394	0.8698	0.0696	8.0%	0.0050	0.6%	2%	False	True	21,169
100	0.9394	0.8698	0.0696	8.0%	0.0042	0.5%	2%	False	True	16,935
120	0.9394	0.8698	0.0696	8.0%	0.0037	0.4%	2%	False	True	14,113

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9045
2.618	0.8937
1.618	0.8871
1.000	0.8830
0.618	0.8805
HIGH	0.8764
0.618	0.8739
0.500	0.8731
0.382	0.8723
LOW	0.8698
0.618	0.8657
1.000	0.8632
1.618	0.8591
2.618	0.8525
4.250	0.8418

Fisher Pivots for day following 26-Sep-2014
Pivot	1 day	3 day
R1	0.8731	0.8771
PP	0.8724	0.8751
S1	0.8717	0.8730

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

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