CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 23-Jan-2014

Day Change Summary
	Previous	Current
	22-Jan-2014	23-Jan-2014	Change	Change %	Previous Week
Open	0.8771	0.8815	0.0044	0.5%	0.8951
High	0.8858	0.8820	-0.0038	-0.4%	0.9049
Low	0.8756	0.8702	-0.0054	-0.6%	0.8730
Close	0.8814	0.8731	-0.0083	-0.9%	0.8737
Range	0.0102	0.0118	0.0016	15.7%	0.0319
ATR	0.0085	0.0088	0.0002	2.7%	0.0000
Volume	83,576	125,339	41,763	50.0%	473,730

Daily Pivots for day following 23-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9105	0.9036	0.8796
R3	0.8987	0.8918	0.8763
R2	0.8869	0.8869	0.8753
R1	0.8800	0.8800	0.8742	0.8776
PP	0.8751	0.8751	0.8751	0.8739
S1	0.8682	0.8682	0.8720	0.8658
S2	0.8633	0.8633	0.8709
S3	0.8515	0.8564	0.8699
S4	0.8397	0.8446	0.8666

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9796	0.9585	0.8912
R3	0.9477	0.9266	0.8825
R2	0.9158	0.9158	0.8795
R1	0.8947	0.8947	0.8766	0.8893
PP	0.8839	0.8839	0.8839	0.8812
S1	0.8628	0.8628	0.8708	0.8574
S2	0.8520	0.8520	0.8679
S3	0.8201	0.8309	0.8649
S4	0.7882	0.7990	0.8562

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8877	0.8702	0.0175	2.0%	0.0100	1.1%	17%	False	True	102,463
10	0.9049	0.8702	0.0347	4.0%	0.0097	1.1%	8%	False	True	99,809
20	0.9049	0.8702	0.0347	4.0%	0.0083	1.0%	8%	False	True	77,190
40	0.9136	0.8702	0.0434	5.0%	0.0085	1.0%	7%	False	True	56,976
60	0.9524	0.8702	0.0822	9.4%	0.0082	0.9%	4%	False	True	38,144
80	0.9661	0.8702	0.0959	11.0%	0.0078	0.9%	3%	False	True	28,644
100	0.9661	0.8702	0.0959	11.0%	0.0075	0.9%	3%	False	True	22,922
120	0.9661	0.8702	0.0959	11.0%	0.0067	0.8%	3%	False	True	19,102

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9322
2.618	0.9129
1.618	0.9011
1.000	0.8938
0.618	0.8893
HIGH	0.8820
0.618	0.8775
0.500	0.8761
0.382	0.8747
LOW	0.8702
0.618	0.8629
1.000	0.8584
1.618	0.8511
2.618	0.8393
4.250	0.8201

Fisher Pivots for day following 23-Jan-2014
Pivot	1 day	3 day
R1	0.8761	0.8780
PP	0.8751	0.8764
S1	0.8741	0.8747

Download as Excel Spreadsheet

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

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