CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 12-Mar-2014

Day Change Summary
	Previous	Current
	11-Mar-2014	12-Mar-2014	Change	Change %	Previous Week
Open	0.9018	0.8973	-0.0045	-0.5%	0.8900
High	0.9047	0.8990	-0.0057	-0.6%	0.9134
Low	0.8958	0.8920	-0.0038	-0.4%	0.8882
Close	0.8965	0.8982	0.0017	0.2%	0.9062
Range	0.0089	0.0070	-0.0019	-21.3%	0.0252
ATR	0.0082	0.0081	-0.0001	-1.0%	0.0000
Volume	90,531	110,001	19,470	21.5%	420,341

Daily Pivots for day following 12-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9174	0.9148	0.9021
R3	0.9104	0.9078	0.9001
R2	0.9034	0.9034	0.8995
R1	0.9008	0.9008	0.8988	0.9021
PP	0.8964	0.8964	0.8964	0.8971
S1	0.8938	0.8938	0.8976	0.8951
S2	0.8894	0.8894	0.8969
S3	0.8824	0.8868	0.8963
S4	0.8754	0.8798	0.8944

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	0.8920	0.0214	2.4%	0.0086	1.0%	29%	False	True	97,168
10	0.9134	0.8882	0.0252	2.8%	0.0077	0.9%	40%	False	False	89,768
20	0.9134	0.8882	0.0252	2.8%	0.0077	0.9%	40%	False	False	83,192
40	0.9134	0.8632	0.0502	5.6%	0.0088	1.0%	70%	False	False	88,249
60	0.9134	0.8632	0.0502	5.6%	0.0083	0.9%	70%	False	False	81,294
80	0.9375	0.8632	0.0743	8.3%	0.0086	1.0%	47%	False	False	63,957
100	0.9661	0.8632	0.1029	11.5%	0.0083	0.9%	34%	False	False	51,209
120	0.9661	0.8632	0.1029	11.5%	0.0078	0.9%	34%	False	False	42,692

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9288
2.618	0.9173
1.618	0.9103
1.000	0.9060
0.618	0.9033
HIGH	0.8990
0.618	0.8963
0.500	0.8955
0.382	0.8947
LOW	0.8920
0.618	0.8877
1.000	0.8850
1.618	0.8807
2.618	0.8737
4.250	0.8623

Fisher Pivots for day following 12-Mar-2014
Pivot	1 day	3 day
R1	0.8973	0.8991
PP	0.8964	0.8988
S1	0.8955	0.8985

Download as Excel Spreadsheet

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

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