CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 07-Jan-2014

Day Change Summary
	Previous	Current
	06-Jan-2014	07-Jan-2014	Change	Change %	Previous Week
Open	0.8909	0.8925	0.0016	0.2%	0.8806
High	0.8942	0.8930	-0.0012	-0.1%	0.8964
Low	0.8894	0.8853	-0.0041	-0.5%	0.8789
Close	0.8922	0.8880	-0.0042	-0.5%	0.8933
Range	0.0048	0.0077	0.0029	60.4%	0.0175
ATR	0.0079	0.0079	0.0000	-0.2%	0.0000
Volume	71,229	80,976	9,747	13.7%	222,470

Daily Pivots for day following 07-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9119	0.9076	0.8922
R3	0.9042	0.8999	0.8901
R2	0.8965	0.8965	0.8894
R1	0.8922	0.8922	0.8887	0.8905
PP	0.8888	0.8888	0.8888	0.8879
S1	0.8845	0.8845	0.8873	0.8828
S2	0.8811	0.8811	0.8866
S3	0.8734	0.8768	0.8859
S4	0.8657	0.8691	0.8838

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9420	0.9352	0.9029
R3	0.9245	0.9177	0.8981
R2	0.9070	0.9070	0.8965
R1	0.9002	0.9002	0.8949	0.9036
PP	0.8895	0.8895	0.8895	0.8913
S1	0.8827	0.8827	0.8917	0.8861
S2	0.8720	0.8720	0.8901
S3	0.8545	0.8652	0.8885
S4	0.8370	0.8477	0.8837

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8964	0.8801	0.0163	1.8%	0.0080	0.9%	48%	False	False	65,967
10	0.8964	0.8789	0.0175	2.0%	0.0068	0.8%	52%	False	False	49,295
20	0.9108	0.8772	0.0336	3.8%	0.0077	0.9%	32%	False	False	57,883
40	0.9400	0.8772	0.0628	7.1%	0.0084	0.9%	17%	False	False	29,971
60	0.9661	0.8772	0.0889	10.0%	0.0078	0.9%	12%	False	False	20,038
80	0.9661	0.8772	0.0889	10.0%	0.0074	0.8%	12%	False	False	15,047
100	0.9661	0.8772	0.0889	10.0%	0.0067	0.8%	12%	False	False	12,040
120	0.9661	0.8765	0.0896	10.1%	0.0061	0.7%	13%	False	False	10,034

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9257
2.618	0.9132
1.618	0.9055
1.000	0.9007
0.618	0.8978
HIGH	0.8930
0.618	0.8901
0.500	0.8892
0.382	0.8882
LOW	0.8853
0.618	0.8805
1.000	0.8776
1.618	0.8728
2.618	0.8651
4.250	0.8526

Fisher Pivots for day following 07-Jan-2014
Pivot	1 day	3 day
R1	0.8892	0.8904
PP	0.8888	0.8896
S1	0.8884	0.8888

Download as Excel Spreadsheet

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

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