CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 23-Oct-2013

Day Change Summary
	Previous	Current
	22-Oct-2013	23-Oct-2013	Change	Change %	Previous Week
Open	0.9557	0.9472	-0.0085	-0.9%	0.9330
High	0.9557	0.9472	-0.0085	-0.9%	0.9518
Low	0.9557	0.9472	-0.0085	-0.9%	0.9330
Close	0.9557	0.9472	-0.0085	-0.9%	0.9518
Range
ATR	0.0027	0.0031	0.0004	15.5%	0.0000
Volume	3	3	0	0.0%	7

Daily Pivots for day following 23-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9472	0.9472	0.9472
R3	0.9472	0.9472	0.9472
R2	0.9472	0.9472	0.9472
R1	0.9472	0.9472	0.9472	0.9472
PP	0.9472	0.9472	0.9472	0.9472
S1	0.9472	0.9472	0.9472	0.9472
S2	0.9472	0.9472	0.9472
S3	0.9472	0.9472	0.9472
S4	0.9472	0.9472	0.9472

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	0.9472	0.0085	0.9%	0.0002	0.0%	0%	False	True	2
10	0.9557	0.9307	0.0250	2.6%	0.0003	0.0%	66%	False	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	0.9472
2.618	0.9472
1.618	0.9472
1.000	0.9472
0.618	0.9472
HIGH	0.9472
0.618	0.9472
0.500	0.9472
0.382	0.9472
LOW	0.9472
0.618	0.9472
1.000	0.9472
1.618	0.9472
2.618	0.9472
4.250	0.9472

Fisher Pivots for day following 23-Oct-2013
Pivot	1 day	3 day
R1	0.9472	0.9515
PP	0.9472	0.9500
S1	0.9472	0.9486

Download as Excel Spreadsheet

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

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