CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 10-Jan-2014

Day Change Summary
	Previous	Current
	09-Jan-2014	10-Jan-2014	Change	Change %	Previous Week
Open	0.8850	0.8855	0.0005	0.1%	0.8909
High	0.8875	0.8967	0.0092	1.0%	0.8967
Low	0.8827	0.8838	0.0011	0.1%	0.8827
Close	0.8851	0.8954	0.0103	1.2%	0.8954
Range	0.0048	0.0129	0.0081	168.8%	0.0140
ATR	0.0075	0.0079	0.0004	5.1%	0.0000
Volume	72,467	130,562	58,095	80.2%	445,397

Daily Pivots for day following 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9307	0.9259	0.9025
R3	0.9178	0.9130	0.8989
R2	0.9049	0.9049	0.8978
R1	0.9001	0.9001	0.8966	0.9025
PP	0.8920	0.8920	0.8920	0.8932
S1	0.8872	0.8872	0.8942	0.8896
S2	0.8791	0.8791	0.8930
S3	0.8662	0.8743	0.8919
S4	0.8533	0.8614	0.8883

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9336	0.9285	0.9031
R3	0.9196	0.9145	0.8993
R2	0.9056	0.9056	0.8980
R1	0.9005	0.9005	0.8967	0.9031
PP	0.8916	0.8916	0.8916	0.8929
S1	0.8865	0.8865	0.8941	0.8891
S2	0.8776	0.8776	0.8928
S3	0.8636	0.8725	0.8916
S4	0.8496	0.8585	0.8877

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8967	0.8827	0.0140	1.6%	0.0072	0.8%	91%	True	False	89,079
10	0.8967	0.8789	0.0178	2.0%	0.0080	0.9%	93%	True	False	71,567
20	0.9028	0.8772	0.0256	2.9%	0.0076	0.9%	71%	False	False	66,773
40	0.9375	0.8772	0.0603	6.7%	0.0084	0.9%	30%	False	False	37,267
60	0.9661	0.8772	0.0889	9.9%	0.0079	0.9%	20%	False	False	24,917
80	0.9661	0.8772	0.0889	9.9%	0.0075	0.8%	20%	False	False	18,710
100	0.9661	0.8772	0.0889	9.9%	0.0069	0.8%	20%	False	False	14,972
120	0.9661	0.8765	0.0896	10.0%	0.0063	0.7%	21%	False	False	12,477

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.9515
2.618	0.9305
1.618	0.9176
1.000	0.9096
0.618	0.9047
HIGH	0.8967
0.618	0.8918
0.500	0.8903
0.382	0.8887
LOW	0.8838
0.618	0.8758
1.000	0.8709
1.618	0.8629
2.618	0.8500
4.250	0.8290

Fisher Pivots for day following 10-Jan-2014
Pivot	1 day	3 day
R1	0.8937	0.8935
PP	0.8920	0.8916
S1	0.8903	0.8897

Download as Excel Spreadsheet

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

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