CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 29-Jul-2014

Day Change Summary
	Previous	Current
	28-Jul-2014	29-Jul-2014	Change	Change %	Previous Week
Open	0.9365	0.9375	0.0010	0.1%	0.9362
High	0.9382	0.9386	0.0004	0.0%	0.9438
Low	0.9353	0.9343	-0.0010	-0.1%	0.9325
Close	0.9373	0.9355	-0.0018	-0.2%	0.9363
Range	0.0029	0.0043	0.0014	48.3%	0.0113
ATR	0.0053	0.0053	-0.0001	-1.4%	0.0000
Volume	42,758	67,594	24,836	58.1%	370,406

Daily Pivots for day following 29-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9490	0.9466	0.9379
R3	0.9447	0.9423	0.9367
R2	0.9404	0.9404	0.9363
R1	0.9380	0.9380	0.9359	0.9371
PP	0.9361	0.9361	0.9361	0.9357
S1	0.9337	0.9337	0.9351	0.9328
S2	0.9318	0.9318	0.9347
S3	0.9275	0.9294	0.9343
S4	0.9232	0.9251	0.9331

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9714	0.9652	0.9425
R3	0.9601	0.9539	0.9394
R2	0.9488	0.9488	0.9384
R1	0.9426	0.9426	0.9373	0.9457
PP	0.9375	0.9375	0.9375	0.9391
S1	0.9313	0.9313	0.9353	0.9344
S2	0.9262	0.9262	0.9342
S3	0.9149	0.9200	0.9332
S4	0.9036	0.9087	0.9301

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9438	0.9343	0.0095	1.0%	0.0049	0.5%	13%	False	True	68,074
10	0.9438	0.9289	0.0149	1.6%	0.0050	0.5%	44%	False	False	67,426
20	0.9454	0.9270	0.0184	2.0%	0.0056	0.6%	46%	False	False	69,583
40	0.9454	0.9165	0.0289	3.1%	0.0055	0.6%	66%	False	False	57,726
60	0.9454	0.9136	0.0318	3.4%	0.0055	0.6%	69%	False	False	38,725
80	0.9454	0.9120	0.0334	3.6%	0.0055	0.6%	70%	False	False	29,082
100	0.9454	0.8857	0.0597	6.4%	0.0052	0.6%	83%	False	False	23,275
120	0.9454	0.8794	0.0660	7.1%	0.0044	0.5%	85%	False	False	19,396

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9569
2.618	0.9499
1.618	0.9456
1.000	0.9429
0.618	0.9413
HIGH	0.9386
0.618	0.9370
0.500	0.9365
0.382	0.9359
LOW	0.9343
0.618	0.9316
1.000	0.9300
1.618	0.9273
2.618	0.9230
4.250	0.9160

Fisher Pivots for day following 29-Jul-2014
Pivot	1 day	3 day
R1	0.9365	0.9368
PP	0.9361	0.9363
S1	0.9358	0.9359

Download as Excel Spreadsheet

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

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