CME Australian Dollar Future March 2014

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

Day Change Summary
	Previous	Current
	25-Feb-2014	26-Feb-2014	Change	Change %	Previous Week
Open	0.9022	0.9004	-0.0018	-0.2%	0.9033
High	0.9033	0.9014	-0.0019	-0.2%	0.9065
Low	0.8992	0.8932	-0.0060	-0.7%	0.8923
Close	0.9005	0.8948	-0.0057	-0.6%	0.8959
Range	0.0041	0.0082	0.0041	100.0%	0.0142
ATR	0.0085	0.0085	0.0000	-0.2%	0.0000
Volume	62,004	87,947	25,943	41.8%	331,031

Daily Pivots for day following 26-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9211	0.9161	0.8993
R3	0.9129	0.9079	0.8971
R2	0.9047	0.9047	0.8963
R1	0.8997	0.8997	0.8956	0.8981
PP	0.8965	0.8965	0.8965	0.8957
S1	0.8915	0.8915	0.8940	0.8899
S2	0.8883	0.8883	0.8933
S3	0.8801	0.8833	0.8925
S4	0.8719	0.8751	0.8903

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9408	0.9326	0.9037
R3	0.9266	0.9184	0.8998
R2	0.9124	0.9124	0.8985
R1	0.9042	0.9042	0.8972	0.9012
PP	0.8982	0.8982	0.8982	0.8968
S1	0.8900	0.8900	0.8946	0.8870
S2	0.8840	0.8840	0.8933
S3	0.8698	0.8758	0.8920
S4	0.8556	0.8616	0.8881

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9037	0.8923	0.0114	1.3%	0.0077	0.9%	22%	False	False	74,634
10	0.9065	0.8910	0.0155	1.7%	0.0077	0.9%	25%	False	False	76,616
20	0.9065	0.8670	0.0395	4.4%	0.0088	1.0%	70%	False	False	82,460
40	0.9065	0.8632	0.0433	4.8%	0.0089	1.0%	73%	False	False	84,913
60	0.9108	0.8632	0.0476	5.3%	0.0087	1.0%	66%	False	False	70,151
80	0.9454	0.8632	0.0822	9.2%	0.0085	1.0%	38%	False	False	52,773
100	0.9661	0.8632	0.1029	11.5%	0.0081	0.9%	31%	False	False	42,248
120	0.9661	0.8632	0.1029	11.5%	0.0078	0.9%	31%	False	False	35,215

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9363
2.618	0.9229
1.618	0.9147
1.000	0.9096
0.618	0.9065
HIGH	0.9014
0.618	0.8983
0.500	0.8973
0.382	0.8963
LOW	0.8932
0.618	0.8881
1.000	0.8850
1.618	0.8799
2.618	0.8717
4.250	0.8584

Fisher Pivots for day following 26-Feb-2014
Pivot	1 day	3 day
R1	0.8973	0.8981
PP	0.8965	0.8970
S1	0.8956	0.8959

Download as Excel Spreadsheet

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

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