CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 22-Oct-2013

Day Change Summary
	Previous	Current
	21-Oct-2013	22-Oct-2013	Change	Change %	Previous Week
Open	0.9509	0.9557	0.0048	0.5%	0.9330
High	0.9509	0.9557	0.0048	0.5%	0.9518
Low	0.9509	0.9557	0.0048	0.5%	0.9330
Close	0.9509	0.9557	0.0048	0.5%	0.9518
Range
ATR	0.0025	0.0027	0.0002	6.5%	0.0000
Volume	3	3	0	0.0%	7

Daily Pivots for day following 22-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9557	0.9557	0.9557
R3	0.9557	0.9557	0.9557
R2	0.9557	0.9557	0.9557
R1	0.9557	0.9557	0.9557	0.9557
PP	0.9557	0.9557	0.9557	0.9557
S1	0.9557	0.9557	0.9557	0.9557
S2	0.9557	0.9557	0.9557
S3	0.9557	0.9557	0.9557
S4	0.9557	0.9557	0.9557

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0019	0.9957	0.9621
R3	0.9831	0.9769	0.9570
R2	0.9643	0.9643	0.9552
R1	0.9581	0.9581	0.9535	0.9612
PP	0.9455	0.9455	0.9455	0.9471
S1	0.9393	0.9393	0.9501	0.9424
S2	0.9267	0.9267	0.9484
S3	0.9079	0.9205	0.9466
S4	0.8891	0.9017	0.9415

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9557	0.9405	0.0152	1.6%	0.0002	0.0%	100%	True	False	2
10	0.9557	0.9297	0.0260	2.7%	0.0003	0.0%	100%	True	False	1

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.9557
2.618	0.9557
1.618	0.9557
1.000	0.9557
0.618	0.9557
HIGH	0.9557
0.618	0.9557
0.500	0.9557
0.382	0.9557
LOW	0.9557
0.618	0.9557
1.000	0.9557
1.618	0.9557
2.618	0.9557
4.250	0.9557

Fisher Pivots for day following 22-Oct-2013
Pivot	1 day	3 day
R1	0.9557	0.9549
PP	0.9557	0.9541
S1	0.9557	0.9533

Download as Excel Spreadsheet

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

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