CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 13-Feb-2014

Day Change Summary
	Previous	Current
	12-Feb-2014	13-Feb-2014	Change	Change %	Previous Week
Open	0.9014	0.8998	-0.0016	-0.2%	0.8737
High	0.9048	0.9023	-0.0025	-0.3%	0.8978
Low	0.8987	0.8910	-0.0077	-0.9%	0.8705
Close	0.9012	0.8971	-0.0041	-0.5%	0.8938
Range	0.0061	0.0113	0.0052	85.2%	0.0273
ATR	0.0092	0.0093	0.0002	1.7%	0.0000
Volume	71,033	81,296	10,263	14.4%	464,753

Daily Pivots for day following 13-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9307	0.9252	0.9033
R3	0.9194	0.9139	0.9002
R2	0.9081	0.9081	0.8992
R1	0.9026	0.9026	0.8981	0.8997
PP	0.8968	0.8968	0.8968	0.8954
S1	0.8913	0.8913	0.8961	0.8884
S2	0.8855	0.8855	0.8950
S3	0.8742	0.8800	0.8940
S4	0.8629	0.8687	0.8909

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9693	0.9588	0.9088
R3	0.9420	0.9315	0.9013
R2	0.9147	0.9147	0.8988
R1	0.9042	0.9042	0.8963	0.9095
PP	0.8874	0.8874	0.8874	0.8900
S1	0.8769	0.8769	0.8913	0.8822
S2	0.8601	0.8601	0.8888
S3	0.8328	0.8496	0.8863
S4	0.8055	0.8223	0.8788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9048	0.8887	0.0161	1.8%	0.0081	0.9%	52%	False	False	76,083
10	0.9048	0.8670	0.0378	4.2%	0.0098	1.1%	80%	False	False	85,093
20	0.9048	0.8632	0.0416	4.6%	0.0098	1.1%	81%	False	False	91,603
40	0.9049	0.8632	0.0417	4.6%	0.0088	1.0%	81%	False	False	80,467
60	0.9375	0.8632	0.0743	8.3%	0.0089	1.0%	46%	False	False	60,075
80	0.9661	0.8632	0.1029	11.5%	0.0085	0.9%	33%	False	False	45,115
100	0.9661	0.8632	0.1029	11.5%	0.0079	0.9%	33%	False	False	36,114
120	0.9661	0.8632	0.1029	11.5%	0.0076	0.8%	33%	False	False	30,100

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	0.0019
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9503
2.618	0.9319
1.618	0.9206
1.000	0.9136
0.618	0.9093
HIGH	0.9023
0.618	0.8980
0.500	0.8967
0.382	0.8953
LOW	0.8910
0.618	0.8840
1.000	0.8797
1.618	0.8727
2.618	0.8614
4.250	0.8430

Fisher Pivots for day following 13-Feb-2014
Pivot	1 day	3 day
R1	0.8970	0.8979
PP	0.8968	0.8976
S1	0.8967	0.8974

Download as Excel Spreadsheet

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

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