CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 01-May-2014

Day Change Summary
	Previous	Current
	30-Apr-2014	01-May-2014	Change	Change %	Previous Week
Open	0.9237	0.9257	0.0020	0.2%	0.9296
High	0.9271	0.9285	0.0014	0.2%	0.9344
Low	0.9222	0.9232	0.0010	0.1%	0.9221
Close	0.9267	0.9244	-0.0023	-0.2%	0.9238
Range	0.0049	0.0053	0.0004	8.2%	0.0123
ATR	0.0065	0.0064	-0.0001	-1.3%	0.0000
Volume	69,689	39,156	-30,533	-43.8%	278,251

Daily Pivots for day following 01-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9413	0.9381	0.9273
R3	0.9360	0.9328	0.9259
R2	0.9307	0.9307	0.9254
R1	0.9275	0.9275	0.9249	0.9265
PP	0.9254	0.9254	0.9254	0.9248
S1	0.9222	0.9222	0.9239	0.9212
S2	0.9201	0.9201	0.9234
S3	0.9148	0.9169	0.9229
S4	0.9095	0.9116	0.9215

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9637	0.9560	0.9306
R3	0.9514	0.9437	0.9272
R2	0.9391	0.9391	0.9261
R1	0.9314	0.9314	0.9249	0.9291
PP	0.9268	0.9268	0.9268	0.9256
S1	0.9191	0.9191	0.9227	0.9168
S2	0.9145	0.9145	0.9215
S3	0.9022	0.9068	0.9204
S4	0.8899	0.8945	0.9170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9286	0.9198	0.0088	1.0%	0.0055	0.6%	52%	False	False	56,670
10	0.9355	0.9198	0.0157	1.7%	0.0059	0.6%	29%	False	False	56,580
20	0.9419	0.9160	0.0259	2.8%	0.0063	0.7%	32%	False	False	61,633
40	0.9419	0.8866	0.0553	6.0%	0.0070	0.8%	68%	False	False	62,093
60	0.9419	0.8799	0.0620	6.7%	0.0069	0.7%	72%	False	False	41,729
80	0.9419	0.8586	0.0833	9.0%	0.0074	0.8%	79%	False	False	31,363
100	0.9419	0.8586	0.0833	9.0%	0.0069	0.7%	79%	False	False	25,104
120	0.9419	0.8586	0.0833	9.0%	0.0062	0.7%	79%	False	False	20,920

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9510
2.618	0.9424
1.618	0.9371
1.000	0.9338
0.618	0.9318
HIGH	0.9285
0.618	0.9265
0.500	0.9259
0.382	0.9252
LOW	0.9232
0.618	0.9199
1.000	0.9179
1.618	0.9146
2.618	0.9093
4.250	0.9007

Fisher Pivots for day following 01-May-2014
Pivot	1 day	3 day
R1	0.9259	0.9243
PP	0.9254	0.9242
S1	0.9249	0.9242

Download as Excel Spreadsheet

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

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