CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 17-Oct-2013

Day Change Summary
	Previous	Current
	16-Oct-2013	17-Oct-2013	Change	Change %	Previous Week
Open	0.9405	0.9497	0.0092	1.0%	0.9288
High	0.9405	0.9497	0.0092	1.0%	0.9319
Low	0.9405	0.9486	0.0081	0.9%	0.9275
Close	0.9405	0.9486	0.0081	0.9%	0.9319
Range	0.0000	0.0011	0.0011		0.0044
ATR
Volume	1	1	0	0.0%	5

Daily Pivots for day following 17-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9523	0.9515	0.9492
R3	0.9512	0.9504	0.9489
R2	0.9501	0.9501	0.9488
R1	0.9493	0.9493	0.9487	0.9492
PP	0.9490	0.9490	0.9490	0.9489
S1	0.9482	0.9482	0.9485	0.9481
S2	0.9479	0.9479	0.9484
S3	0.9468	0.9471	0.9483
S4	0.9457	0.9460	0.9480

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9436	0.9422	0.9343
R3	0.9392	0.9378	0.9331
R2	0.9348	0.9348	0.9327
R1	0.9334	0.9334	0.9323	0.9341
PP	0.9304	0.9304	0.9304	0.9308
S1	0.9290	0.9290	0.9315	0.9297
S2	0.9260	0.9260	0.9311
S3	0.9216	0.9246	0.9307
S4	0.9172	0.9202	0.9295

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9497	0.9319	0.0178	1.9%	0.0007	0.1%	94%	True	False	1
10	0.9497	0.9275	0.0222	2.3%	0.0003	0.0%	95%	True	False	1

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	0.0000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9544
2.618	0.9526
1.618	0.9515
1.000	0.9508
0.618	0.9504
HIGH	0.9497
0.618	0.9493
0.500	0.9492
0.382	0.9490
LOW	0.9486
0.618	0.9479
1.000	0.9475
1.618	0.9468
2.618	0.9457
4.250	0.9439

Fisher Pivots for day following 17-Oct-2013
Pivot	1 day	3 day
R1	0.9492	0.9466
PP	0.9490	0.9447
S1	0.9488	0.9427

Download as Excel Spreadsheet

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

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