CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 11-Mar-2014

Day Change Summary
	Previous	Current
	10-Mar-2014	11-Mar-2014	Change	Change %	Previous Week
Open	0.9051	0.9018	-0.0033	-0.4%	0.8900
High	0.9062	0.9047	-0.0015	-0.2%	0.9134
Low	0.9008	0.8958	-0.0050	-0.6%	0.8882
Close	0.9011	0.8965	-0.0046	-0.5%	0.9062
Range	0.0054	0.0089	0.0035	64.8%	0.0252
ATR	0.0081	0.0082	0.0001	0.7%	0.0000
Volume	82,503	90,531	8,028	9.7%	420,341

Daily Pivots for day following 11-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9257	0.9200	0.9014
R3	0.9168	0.9111	0.8989
R2	0.9079	0.9079	0.8981
R1	0.9022	0.9022	0.8973	0.9006
PP	0.8990	0.8990	0.8990	0.8982
S1	0.8933	0.8933	0.8957	0.8917
S2	0.8901	0.8901	0.8949
S3	0.8812	0.8844	0.8941
S4	0.8723	0.8755	0.8916

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9782	0.9674	0.9201
R3	0.9530	0.9422	0.9131
R2	0.9278	0.9278	0.9108
R1	0.9170	0.9170	0.9085	0.9224
PP	0.9026	0.9026	0.9026	0.9053
S1	0.8918	0.8918	0.9039	0.8972
S2	0.8774	0.8774	0.9016
S3	0.8522	0.8666	0.8993
S4	0.8270	0.8414	0.8923

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9134	0.8928	0.0206	2.3%	0.0088	1.0%	18%	False	False	89,337
10	0.9134	0.8882	0.0252	2.8%	0.0079	0.9%	33%	False	False	87,562
20	0.9134	0.8882	0.0252	2.8%	0.0079	0.9%	33%	False	False	82,375
40	0.9134	0.8632	0.0502	5.6%	0.0089	1.0%	66%	False	False	87,908
60	0.9134	0.8632	0.0502	5.6%	0.0085	0.9%	66%	False	False	80,863
80	0.9375	0.8632	0.0743	8.3%	0.0086	1.0%	45%	False	False	62,587
100	0.9661	0.8632	0.1029	11.5%	0.0083	0.9%	32%	False	False	50,113
120	0.9661	0.8632	0.1029	11.5%	0.0079	0.9%	32%	False	False	41,776

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9425
2.618	0.9280
1.618	0.9191
1.000	0.9136
0.618	0.9102
HIGH	0.9047
0.618	0.9013
0.500	0.9003
0.382	0.8992
LOW	0.8958
0.618	0.8903
1.000	0.8869
1.618	0.8814
2.618	0.8725
4.250	0.8580

Fisher Pivots for day following 11-Mar-2014
Pivot	1 day	3 day
R1	0.9003	0.9046
PP	0.8990	0.9019
S1	0.8978	0.8992

Download as Excel Spreadsheet

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

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