CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 17-Dec-2013

Day Change Summary
	Previous	Current
	16-Dec-2013	17-Dec-2013	Change	Change %	Previous Week
Open	0.8897	0.8886	-0.0011	-0.1%	0.9055
High	0.8916	0.8905	-0.0011	-0.1%	0.9108
Low	0.8865	0.8828	-0.0037	-0.4%	0.8854
Close	0.8895	0.8844	-0.0051	-0.6%	0.8908
Range	0.0051	0.0077	0.0026	51.0%	0.0254
ATR	0.0088	0.0087	-0.0001	-0.9%	0.0000
Volume	59,593	72,675	13,082	22.0%	287,401

Daily Pivots for day following 17-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9090	0.9044	0.8886
R3	0.9013	0.8967	0.8865
R2	0.8936	0.8936	0.8858
R1	0.8890	0.8890	0.8851	0.8875
PP	0.8859	0.8859	0.8859	0.8851
S1	0.8813	0.8813	0.8837	0.8798
S2	0.8782	0.8782	0.8830
S3	0.8705	0.8736	0.8823
S4	0.8628	0.8659	0.8802

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9719	0.9567	0.9048
R3	0.9465	0.9313	0.8978
R2	0.9211	0.9211	0.8955
R1	0.9059	0.9059	0.8931	0.9008
PP	0.8957	0.8957	0.8957	0.8931
S1	0.8805	0.8805	0.8885	0.8754
S2	0.8703	0.8703	0.8861
S3	0.8449	0.8551	0.8838
S4	0.8195	0.8297	0.8768

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9098	0.8828	0.0270	3.1%	0.0093	1.1%	6%	False	True	72,974
10	0.9108	0.8828	0.0280	3.2%	0.0095	1.1%	6%	False	True	44,299
20	0.9375	0.8828	0.0547	6.2%	0.0094	1.1%	3%	False	True	22,908
40	0.9661	0.8828	0.0833	9.4%	0.0083	0.9%	2%	False	True	11,574
60	0.9661	0.8828	0.0833	9.4%	0.0074	0.8%	2%	False	True	7,756
80	0.9661	0.8791	0.0870	9.8%	0.0070	0.8%	6%	False	False	5,825
100	0.9661	0.8765	0.0896	10.1%	0.0063	0.7%	9%	False	False	4,660
120	0.9661	0.8765	0.0896	10.1%	0.0055	0.6%	9%	False	False	3,884

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9232
2.618	0.9107
1.618	0.9030
1.000	0.8982
0.618	0.8953
HIGH	0.8905
0.618	0.8876
0.500	0.8867
0.382	0.8857
LOW	0.8828
0.618	0.8780
1.000	0.8751
1.618	0.8703
2.618	0.8626
4.250	0.8501

Fisher Pivots for day following 17-Dec-2013
Pivot	1 day	3 day
R1	0.8867	0.8872
PP	0.8859	0.8863
S1	0.8852	0.8853

Download as Excel Spreadsheet

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

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