CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 13-Nov-2013

Day Change Summary
	Previous	Current
	12-Nov-2013	13-Nov-2013	Change	Change %	Previous Week
Open	0.9267	0.9220	-0.0047	-0.5%	0.9360
High	0.9267	0.9295	0.0028	0.3%	0.9454
Low	0.9198	0.9206	0.0008	0.1%	0.9275
Close	0.9220	0.9246	0.0026	0.3%	0.9297
Range	0.0069	0.0089	0.0020	29.0%	0.0179
ATR	0.0070	0.0071	0.0001	1.9%	0.0000
Volume	374	470	96	25.7%	1,115

Daily Pivots for day following 13-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9516	0.9470	0.9295
R3	0.9427	0.9381	0.9270
R2	0.9338	0.9338	0.9262
R1	0.9292	0.9292	0.9254	0.9315
PP	0.9249	0.9249	0.9249	0.9261
S1	0.9203	0.9203	0.9238	0.9226
S2	0.9160	0.9160	0.9230
S3	0.9071	0.9114	0.9222
S4	0.8982	0.9025	0.9197

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9879	0.9767	0.9395
R3	0.9700	0.9588	0.9346
R2	0.9521	0.9521	0.9330
R1	0.9409	0.9409	0.9313	0.9376
PP	0.9342	0.9342	0.9342	0.9325
S1	0.9230	0.9230	0.9281	0.9197
S2	0.9163	0.9163	0.9264
S3	0.8984	0.9051	0.9248
S4	0.8805	0.8872	0.9199

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9445	0.9198	0.0247	2.7%	0.0081	0.9%	19%	False	False	374
10	0.9454	0.9198	0.0256	2.8%	0.0070	0.8%	19%	False	False	299
20	0.9661	0.9198	0.0463	5.0%	0.0072	0.8%	10%	False	False	220
40	0.9661	0.9187	0.0474	5.1%	0.0063	0.7%	12%	False	False	164
60	0.9661	0.8791	0.0870	9.4%	0.0060	0.7%	52%	False	False	116
80	0.9661	0.8765	0.0896	9.7%	0.0053	0.6%	54%	False	False	88
100	0.9661	0.8765	0.0896	9.7%	0.0046	0.5%	54%	False	False	72

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9673
2.618	0.9528
1.618	0.9439
1.000	0.9384
0.618	0.9350
HIGH	0.9295
0.618	0.9261
0.500	0.9251
0.382	0.9240
LOW	0.9206
0.618	0.9151
1.000	0.9117
1.618	0.9062
2.618	0.8973
4.250	0.8828

Fisher Pivots for day following 13-Nov-2013
Pivot	1 day	3 day
R1	0.9251	0.9252
PP	0.9249	0.9250
S1	0.9248	0.9248

Download as Excel Spreadsheet

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

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