CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 24-Feb-2014

Day Change Summary
	Previous	Current
	21-Feb-2014	24-Feb-2014	Change	Change %	Previous Week
Open	0.8996	0.8958	-0.0038	-0.4%	0.9033
High	0.9002	0.9037	0.0035	0.4%	0.9065
Low	0.8938	0.8925	-0.0013	-0.1%	0.8923
Close	0.8959	0.9026	0.0067	0.7%	0.8959
Range	0.0064	0.0112	0.0048	75.0%	0.0142
ATR	0.0086	0.0088	0.0002	2.1%	0.0000
Volume	65,265	67,678	2,413	3.7%	331,031

Daily Pivots for day following 24-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9332	0.9291	0.9088
R3	0.9220	0.9179	0.9057
R2	0.9108	0.9108	0.9047
R1	0.9067	0.9067	0.9036	0.9088
PP	0.8996	0.8996	0.8996	0.9006
S1	0.8955	0.8955	0.9016	0.8976
S2	0.8884	0.8884	0.9005
S3	0.8772	0.8843	0.8995
S4	0.8660	0.8731	0.8964

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9408	0.9326	0.9037
R3	0.9266	0.9184	0.8998
R2	0.9124	0.9124	0.8985
R1	0.9042	0.9042	0.8972	0.9012
PP	0.8982	0.8982	0.8982	0.8968
S1	0.8900	0.8900	0.8946	0.8870
S2	0.8840	0.8840	0.8933
S3	0.8698	0.8758	0.8920
S4	0.8556	0.8616	0.8881

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9065	0.8923	0.0142	1.6%	0.0079	0.9%	73%	False	False	79,741
10	0.9065	0.8887	0.0178	2.0%	0.0080	0.9%	78%	False	False	75,839
20	0.9065	0.8649	0.0416	4.6%	0.0091	1.0%	91%	False	False	83,202
40	0.9065	0.8632	0.0433	4.8%	0.0089	1.0%	91%	False	False	82,672
60	0.9136	0.8632	0.0504	5.6%	0.0088	1.0%	78%	False	False	67,687
80	0.9461	0.8632	0.0829	9.2%	0.0085	0.9%	48%	False	False	50,903
100	0.9661	0.8632	0.1029	11.4%	0.0081	0.9%	38%	False	False	40,751
120	0.9661	0.8632	0.1029	11.4%	0.0078	0.9%	38%	False	False	33,965

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9513
2.618	0.9330
1.618	0.9218
1.000	0.9149
0.618	0.9106
HIGH	0.9037
0.618	0.8994
0.500	0.8981
0.382	0.8968
LOW	0.8925
0.618	0.8856
1.000	0.8813
1.618	0.8744
2.618	0.8632
4.250	0.8449

Fisher Pivots for day following 24-Feb-2014
Pivot	1 day	3 day
R1	0.9011	0.9011
PP	0.8996	0.8995
S1	0.8981	0.8980

Download as Excel Spreadsheet

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

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