CME Australian Dollar Future June 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	0.8969	0.8946	-0.0023	-0.3%	0.8975
High	0.8975	0.8959	-0.0016	-0.2%	0.9008
Low	0.8939	0.8879	-0.0060	-0.7%	0.8870
Close	0.8950	0.8894	-0.0056	-0.6%	0.8905
Range	0.0036	0.0080	0.0044	122.2%	0.0138
ATR	0.0077	0.0077	0.0000	0.3%	0.0000
Volume	581	1,292	711	122.4%	2,091

Daily Pivots for day following 26-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9151	0.9102	0.8938
R3	0.9071	0.9022	0.8916
R2	0.8991	0.8991	0.8909
R1	0.8942	0.8942	0.8901	0.8927
PP	0.8911	0.8911	0.8911	0.8903
S1	0.8862	0.8862	0.8887	0.8847
S2	0.8831	0.8831	0.8879
S3	0.8751	0.8782	0.8872
S4	0.8671	0.8702	0.8850

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9342	0.9261	0.8981
R3	0.9204	0.9123	0.8943
R2	0.9066	0.9066	0.8930
R1	0.8985	0.8985	0.8918	0.8957
PP	0.8928	0.8928	0.8928	0.8913
S1	0.8847	0.8847	0.8892	0.8819
S2	0.8790	0.8790	0.8880
S3	0.8652	0.8709	0.8867
S4	0.8514	0.8571	0.8829

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8978	0.8870	0.0108	1.2%	0.0072	0.8%	22%	False	False	849
10	0.9008	0.8858	0.0150	1.7%	0.0070	0.8%	24%	False	False	657
20	0.9008	0.8623	0.0385	4.3%	0.0081	0.9%	70%	False	False	469
40	0.9008	0.8586	0.0422	4.7%	0.0079	0.9%	73%	False	False	366
60	0.9049	0.8586	0.0463	5.2%	0.0065	0.7%	67%	False	False	249
80	0.9394	0.8586	0.0808	9.1%	0.0055	0.6%	38%	False	False	187
100	0.9557	0.8586	0.0971	10.9%	0.0044	0.5%	32%	False	False	150

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9299
2.618	0.9168
1.618	0.9088
1.000	0.9039
0.618	0.9008
HIGH	0.8959
0.618	0.8928
0.500	0.8919
0.382	0.8910
LOW	0.8879
0.618	0.8830
1.000	0.8799
1.618	0.8750
2.618	0.8670
4.250	0.8539

Fisher Pivots for day following 26-Feb-2014
Pivot	1 day	3 day
R1	0.8919	0.8928
PP	0.8911	0.8916
S1	0.8902	0.8905

Download as Excel Spreadsheet

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

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