CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 20-Feb-2014

Day Change Summary
	Previous	Current
	19-Feb-2014	20-Feb-2014	Change	Change %	Previous Week
Open	0.9005	0.8984	-0.0021	-0.2%	0.8932
High	0.9029	0.9008	-0.0021	-0.2%	0.9048
Low	0.8974	0.8923	-0.0051	-0.6%	0.8887
Close	0.8988	0.8984	-0.0004	0.0%	0.9018
Range	0.0055	0.0085	0.0030	54.5%	0.0161
ATR	0.0088	0.0088	0.0000	-0.3%	0.0000
Volume	73,283	90,280	16,997	23.2%	359,686

Daily Pivots for day following 20-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9227	0.9190	0.9031
R3	0.9142	0.9105	0.9007
R2	0.9057	0.9057	0.9000
R1	0.9020	0.9020	0.8992	0.9027
PP	0.8972	0.8972	0.8972	0.8975
S1	0.8935	0.8935	0.8976	0.8942
S2	0.8887	0.8887	0.8968
S3	0.8802	0.8850	0.8961
S4	0.8717	0.8765	0.8937

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9467	0.9404	0.9107
R3	0.9306	0.9243	0.9062
R2	0.9145	0.9145	0.9048
R1	0.9082	0.9082	0.9033	0.9114
PP	0.8984	0.8984	0.8984	0.9000
S1	0.8921	0.8921	0.9003	0.8953
S2	0.8823	0.8823	0.8988
S3	0.8662	0.8760	0.8974
S4	0.8501	0.8599	0.8929

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9065	0.8910	0.0155	1.7%	0.0081	0.9%	48%	False	False	82,447
10	0.9065	0.8887	0.0178	2.0%	0.0076	0.8%	54%	False	False	78,406
20	0.9065	0.8632	0.0433	4.8%	0.0094	1.0%	81%	False	False	88,801
40	0.9065	0.8632	0.0433	4.8%	0.0087	1.0%	81%	False	False	80,797
60	0.9178	0.8632	0.0546	6.1%	0.0088	1.0%	64%	False	False	65,558
80	0.9527	0.8632	0.0895	10.0%	0.0084	0.9%	39%	False	False	49,243
100	0.9661	0.8632	0.1029	11.5%	0.0080	0.9%	34%	False	False	39,422
120	0.9661	0.8632	0.1029	11.5%	0.0077	0.9%	34%	False	False	32,858

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	0.0017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9369
2.618	0.9231
1.618	0.9146
1.000	0.9093
0.618	0.9061
HIGH	0.9008
0.618	0.8976
0.500	0.8966
0.382	0.8955
LOW	0.8923
0.618	0.8870
1.000	0.8838
1.618	0.8785
2.618	0.8700
4.250	0.8562

Fisher Pivots for day following 20-Feb-2014
Pivot	1 day	3 day
R1	0.8978	0.8994
PP	0.8972	0.8991
S1	0.8966	0.8987

Download as Excel Spreadsheet

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

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