CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 27-Dec-2013

Day Change Summary
	Previous	Current
	26-Dec-2013	27-Dec-2013	Change	Change %	Previous Week
Open	0.8849	0.8835	-0.0014	-0.2%	0.8873
High	0.8878	0.8883	0.0005	0.1%	0.8911
Low	0.8829	0.8816	-0.0013	-0.1%	0.8816
Close	0.8846	0.8820	-0.0026	-0.3%	0.8820
Range	0.0049	0.0067	0.0018	36.7%	0.0095
ATR	0.0078	0.0077	-0.0001	-1.0%	0.0000
Volume	12,528	47,812	35,284	281.6%	118,276

Daily Pivots for day following 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9041	0.8997	0.8857
R3	0.8974	0.8930	0.8838
R2	0.8907	0.8907	0.8832
R1	0.8863	0.8863	0.8826	0.8852
PP	0.8840	0.8840	0.8840	0.8834
S1	0.8796	0.8796	0.8814	0.8785
S2	0.8773	0.8773	0.8808
S3	0.8706	0.8729	0.8802
S4	0.8639	0.8662	0.8783

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9134	0.9072	0.8872
R3	0.9039	0.8977	0.8846
R2	0.8944	0.8944	0.8837
R1	0.8882	0.8882	0.8829	0.8866
PP	0.8849	0.8849	0.8849	0.8841
S1	0.8787	0.8787	0.8811	0.8771
S2	0.8754	0.8754	0.8803
S3	0.8659	0.8692	0.8794
S4	0.8564	0.8597	0.8768

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8911	0.8801	0.0110	1.2%	0.0053	0.6%	17%	False	False	37,775
10	0.8916	0.8772	0.0144	1.6%	0.0063	0.7%	33%	False	False	58,343
20	0.9108	0.8772	0.0336	3.8%	0.0082	0.9%	14%	False	False	40,628
40	0.9454	0.8772	0.0682	7.7%	0.0081	0.9%	7%	False	False	20,633
60	0.9661	0.8772	0.0889	10.1%	0.0075	0.8%	5%	False	False	13,806
80	0.9661	0.8772	0.0889	10.1%	0.0072	0.8%	5%	False	False	10,366
100	0.9661	0.8772	0.0889	10.1%	0.0064	0.7%	5%	False	False	8,293
120	0.9661	0.8765	0.0896	10.2%	0.0057	0.6%	6%	False	False	6,911

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9168
2.618	0.9058
1.618	0.8991
1.000	0.8950
0.618	0.8924
HIGH	0.8883
0.618	0.8857
0.500	0.8850
0.382	0.8842
LOW	0.8816
0.618	0.8775
1.000	0.8749
1.618	0.8708
2.618	0.8641
4.250	0.8531

Fisher Pivots for day following 27-Dec-2013
Pivot	1 day	3 day
R1	0.8850	0.8853
PP	0.8840	0.8842
S1	0.8830	0.8831

Download as Excel Spreadsheet

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

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