CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 14-Jan-2014

Day Change Summary
	Previous	Current
	13-Jan-2014	14-Jan-2014	Change	Change %	Previous Week
Open	0.8951	0.9019	0.0068	0.8%	0.8909
High	0.9049	0.9021	-0.0028	-0.3%	0.8967
Low	0.8948	0.8918	-0.0030	-0.3%	0.8827
Close	0.9021	0.8921	-0.0100	-1.1%	0.8954
Range	0.0101	0.0103	0.0002	2.0%	0.0140
ATR	0.0080	0.0082	0.0002	2.0%	0.0000
Volume	96,372	96,059	-313	-0.3%	445,397

Daily Pivots for day following 14-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9262	0.9195	0.8978
R3	0.9159	0.9092	0.8949
R2	0.9056	0.9056	0.8940
R1	0.8989	0.8989	0.8930	0.8971
PP	0.8953	0.8953	0.8953	0.8945
S1	0.8886	0.8886	0.8912	0.8868
S2	0.8850	0.8850	0.8902
S3	0.8747	0.8783	0.8893
S4	0.8644	0.8680	0.8864

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	0.9049	0.8827	0.0222	2.5%	0.0088	1.0%	42%	False	False	97,124
10	0.9049	0.8801	0.0248	2.8%	0.0084	0.9%	48%	False	False	81,546
20	0.9049	0.8772	0.0277	3.1%	0.0075	0.8%	54%	False	False	67,795
40	0.9375	0.8772	0.0603	6.8%	0.0084	0.9%	25%	False	False	42,060
60	0.9661	0.8772	0.0889	10.0%	0.0080	0.9%	17%	False	False	28,115
80	0.9661	0.8772	0.0889	10.0%	0.0074	0.8%	17%	False	False	21,114
100	0.9661	0.8772	0.0889	10.0%	0.0071	0.8%	17%	False	False	16,896
120	0.9661	0.8765	0.0896	10.0%	0.0064	0.7%	17%	False	False	14,080

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9459
2.618	0.9291
1.618	0.9188
1.000	0.9124
0.618	0.9085
HIGH	0.9021
0.618	0.8982
0.500	0.8970
0.382	0.8957
LOW	0.8918
0.618	0.8854
1.000	0.8815
1.618	0.8751
2.618	0.8648
4.250	0.8480

Fisher Pivots for day following 14-Jan-2014
Pivot	1 day	3 day
R1	0.8970	0.8944
PP	0.8953	0.8936
S1	0.8937	0.8929

Download as Excel Spreadsheet

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

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