CME Australian Dollar Future March 2014

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

Day Change Summary
	Previous	Current
	27-Feb-2014	28-Feb-2014	Change	Change %	Previous Week
Open	0.8950	0.8955	0.0005	0.1%	0.8958
High	0.8962	0.8981	0.0019	0.2%	0.9037
Low	0.8894	0.8907	0.0013	0.1%	0.8894
Close	0.8953	0.8920	-0.0033	-0.4%	0.8920
Range	0.0068	0.0074	0.0006	8.8%	0.0143
ATR	0.0083	0.0083	-0.0001	-0.8%	0.0000
Volume	103,994	90,311	-13,683	-13.2%	411,934

Daily Pivots for day following 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9158	0.9113	0.8961
R3	0.9084	0.9039	0.8940
R2	0.9010	0.9010	0.8934
R1	0.8965	0.8965	0.8927	0.8951
PP	0.8936	0.8936	0.8936	0.8929
S1	0.8891	0.8891	0.8913	0.8877
S2	0.8862	0.8862	0.8906
S3	0.8788	0.8817	0.8900
S4	0.8714	0.8743	0.8879

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9379	0.9293	0.8999
R3	0.9236	0.9150	0.8959
R2	0.9093	0.9093	0.8946
R1	0.9007	0.9007	0.8933	0.8979
PP	0.8950	0.8950	0.8950	0.8936
S1	0.8864	0.8864	0.8907	0.8836
S2	0.8807	0.8807	0.8894
S3	0.8664	0.8721	0.8881
S4	0.8521	0.8578	0.8841

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9037	0.8894	0.0143	1.6%	0.0075	0.8%	18%	False	False	82,386
10	0.9065	0.8894	0.0171	1.9%	0.0073	0.8%	15%	False	False	80,814
20	0.9065	0.8670	0.0395	4.4%	0.0086	1.0%	63%	False	False	82,953
40	0.9065	0.8632	0.0433	4.9%	0.0089	1.0%	67%	False	False	87,842
60	0.9108	0.8632	0.0476	5.3%	0.0087	1.0%	61%	False	False	73,335
80	0.9454	0.8632	0.0822	9.2%	0.0085	1.0%	35%	False	False	55,194
100	0.9661	0.8632	0.1029	11.5%	0.0081	0.9%	28%	False	False	44,189
120	0.9661	0.8632	0.1029	11.5%	0.0078	0.9%	28%	False	False	36,833

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9296
2.618	0.9175
1.618	0.9101
1.000	0.9055
0.618	0.9027
HIGH	0.8981
0.618	0.8953
0.500	0.8944
0.382	0.8935
LOW	0.8907
0.618	0.8861
1.000	0.8833
1.618	0.8787
2.618	0.8713
4.250	0.8593

Fisher Pivots for day following 28-Feb-2014
Pivot	1 day	3 day
R1	0.8944	0.8954
PP	0.8936	0.8943
S1	0.8928	0.8931

Download as Excel Spreadsheet

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

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