CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 28-Jan-2014

Day Change Summary
	Previous	Current
	27-Jan-2014	28-Jan-2014	Change	Change %	Previous Week
Open	0.8666	0.8706	0.0040	0.5%	0.8740
High	0.8733	0.8793	0.0060	0.7%	0.8858
Low	0.8649	0.8699	0.0050	0.6%	0.8632
Close	0.8723	0.8743	0.0020	0.2%	0.8684
Range	0.0084	0.0094	0.0010	11.9%	0.0226
ATR	0.0089	0.0090	0.0000	0.4%	0.0000
Volume	82,732	82,059	-673	-0.8%	440,921

Daily Pivots for day following 28-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9027	0.8979	0.8795
R3	0.8933	0.8885	0.8769
R2	0.8839	0.8839	0.8760
R1	0.8791	0.8791	0.8752	0.8815
PP	0.8745	0.8745	0.8745	0.8757
S1	0.8697	0.8697	0.8734	0.8721
S2	0.8651	0.8651	0.8726
S3	0.8557	0.8603	0.8717
S4	0.8463	0.8509	0.8691

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9403	0.9269	0.8808
R3	0.9177	0.9043	0.8746
R2	0.8951	0.8951	0.8725
R1	0.8817	0.8817	0.8705	0.8771
PP	0.8725	0.8725	0.8725	0.8702
S1	0.8591	0.8591	0.8663	0.8545
S2	0.8499	0.8499	0.8643
S3	0.8273	0.8365	0.8622
S4	0.8047	0.8139	0.8560

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8858	0.8632	0.0226	2.6%	0.0102	1.2%	49%	False	False	98,657
10	0.9021	0.8632	0.0389	4.4%	0.0098	1.1%	29%	False	False	98,307
20	0.9049	0.8632	0.0417	4.8%	0.0091	1.0%	27%	False	False	87,365
40	0.9108	0.8632	0.0476	5.4%	0.0086	1.0%	23%	False	False	63,996
60	0.9454	0.8632	0.0822	9.4%	0.0084	1.0%	14%	False	False	42,877
80	0.9661	0.8632	0.1029	11.8%	0.0079	0.9%	11%	False	False	32,196
100	0.9661	0.8632	0.1029	11.8%	0.0076	0.9%	11%	False	False	25,766
120	0.9661	0.8632	0.1029	11.8%	0.0068	0.8%	11%	False	False	21,472

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9193
2.618	0.9039
1.618	0.8945
1.000	0.8887
0.618	0.8851
HIGH	0.8793
0.618	0.8757
0.500	0.8746
0.382	0.8735
LOW	0.8699
0.618	0.8641
1.000	0.8605
1.618	0.8547
2.618	0.8453
4.250	0.8300

Fisher Pivots for day following 28-Jan-2014
Pivot	1 day	3 day
R1	0.8746	0.8733
PP	0.8745	0.8723
S1	0.8744	0.8713

Download as Excel Spreadsheet

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

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