CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 20-Dec-2013

Day Change Summary
	Previous	Current
	19-Dec-2013	20-Dec-2013	Change	Change %	Previous Week
Open	0.8789	0.8807	0.0018	0.2%	0.8897
High	0.8833	0.8883	0.0050	0.6%	0.8916
Low	0.8772	0.8801	0.0029	0.3%	0.8772
Close	0.8805	0.8867	0.0062	0.7%	0.8867
Range	0.0061	0.0082	0.0021	34.4%	0.0144
ATR	0.0087	0.0087	0.0000	-0.4%	0.0000
Volume	65,698	70,603	4,905	7.5%	377,326

Daily Pivots for day following 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9096	0.9064	0.8912
R3	0.9014	0.8982	0.8890
R2	0.8932	0.8932	0.8882
R1	0.8900	0.8900	0.8875	0.8916
PP	0.8850	0.8850	0.8850	0.8859
S1	0.8818	0.8818	0.8859	0.8834
S2	0.8768	0.8768	0.8852
S3	0.8686	0.8736	0.8844
S4	0.8604	0.8654	0.8822

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9284	0.9219	0.8946
R3	0.9140	0.9075	0.8907
R2	0.8996	0.8996	0.8893
R1	0.8931	0.8931	0.8880	0.8892
PP	0.8852	0.8852	0.8852	0.8832
S1	0.8787	0.8787	0.8854	0.8748
S2	0.8708	0.8708	0.8841
S3	0.8564	0.8643	0.8827
S4	0.8420	0.8499	0.8788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8916	0.8772	0.0144	1.6%	0.0077	0.9%	66%	False	False	75,465
10	0.9108	0.8772	0.0336	3.8%	0.0087	1.0%	28%	False	False	66,472
20	0.9178	0.8772	0.0406	4.6%	0.0090	1.0%	23%	False	False	35,080
40	0.9527	0.8772	0.0755	8.5%	0.0082	0.9%	13%	False	False	17,689
60	0.9661	0.8772	0.0889	10.0%	0.0076	0.9%	11%	False	False	11,839
80	0.9661	0.8772	0.0889	10.0%	0.0072	0.8%	11%	False	False	8,888
100	0.9661	0.8765	0.0896	10.1%	0.0063	0.7%	11%	False	False	7,111
120	0.9661	0.8765	0.0896	10.1%	0.0057	0.6%	11%	False	False	5,926

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9232
2.618	0.9098
1.618	0.9016
1.000	0.8965
0.618	0.8934
HIGH	0.8883
0.618	0.8852
0.500	0.8842
0.382	0.8832
LOW	0.8801
0.618	0.8750
1.000	0.8719
1.618	0.8668
2.618	0.8586
4.250	0.8453

Fisher Pivots for day following 20-Dec-2013
Pivot	1 day	3 day
R1	0.8859	0.8855
PP	0.8850	0.8844
S1	0.8842	0.8832

Download as Excel Spreadsheet

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

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