CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 31-Jan-2014

Day Change Summary
	Previous	Current
	30-Jan-2014	31-Jan-2014	Change	Change %	Previous Week
Open	0.8709	0.8761	0.0052	0.6%	0.8666
High	0.8775	0.8798	0.0023	0.3%	0.8800
Low	0.8683	0.8670	-0.0013	-0.1%	0.8649
Close	0.8759	0.8721	-0.0038	-0.4%	0.8721
Range	0.0092	0.0128	0.0036	39.1%	0.0151
ATR	0.0091	0.0093	0.0003	2.9%	0.0000
Volume	81,452	91,671	10,219	12.5%	440,905

Daily Pivots for day following 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9114	0.9045	0.8791
R3	0.8986	0.8917	0.8756
R2	0.8858	0.8858	0.8744
R1	0.8789	0.8789	0.8733	0.8760
PP	0.8730	0.8730	0.8730	0.8715
S1	0.8661	0.8661	0.8709	0.8632
S2	0.8602	0.8602	0.8698
S3	0.8474	0.8533	0.8686
S4	0.8346	0.8405	0.8651

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9176	0.9100	0.8804
R3	0.9025	0.8949	0.8763
R2	0.8874	0.8874	0.8749
R1	0.8798	0.8798	0.8735	0.8836
PP	0.8723	0.8723	0.8723	0.8743
S1	0.8647	0.8647	0.8707	0.8685
S2	0.8572	0.8572	0.8693
S3	0.8421	0.8496	0.8679
S4	0.8270	0.8345	0.8638

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8800	0.8649	0.0151	1.7%	0.0100	1.2%	48%	False	False	88,181
10	0.8858	0.8632	0.0226	2.6%	0.0098	1.1%	39%	False	False	95,237
20	0.9049	0.8632	0.0417	4.8%	0.0094	1.1%	21%	False	False	94,351
40	0.9108	0.8632	0.0476	5.5%	0.0088	1.0%	19%	False	False	70,743
60	0.9454	0.8632	0.0822	9.4%	0.0086	1.0%	11%	False	False	47,467
80	0.9661	0.8632	0.1029	11.8%	0.0081	0.9%	9%	False	False	35,642
100	0.9661	0.8632	0.1029	11.8%	0.0077	0.9%	9%	False	False	28,525
120	0.9661	0.8632	0.1029	11.8%	0.0070	0.8%	9%	False	False	23,773

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9342
2.618	0.9133
1.618	0.9005
1.000	0.8926
0.618	0.8877
HIGH	0.8798
0.618	0.8749
0.500	0.8734
0.382	0.8719
LOW	0.8670
0.618	0.8591
1.000	0.8542
1.618	0.8463
2.618	0.8335
4.250	0.8126

Fisher Pivots for day following 31-Jan-2014
Pivot	1 day	3 day
R1	0.8734	0.8735
PP	0.8730	0.8730
S1	0.8725	0.8726

Download as Excel Spreadsheet

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

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