CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 21-Jan-2014

Day Change Summary
	Previous	Current
	17-Jan-2014	21-Jan-2014	Change	Change %	Previous Week
Open	0.8731	0.8690	-0.0041	-0.5%	0.8898
High	0.8740	0.8752	0.0012	0.1%	0.8987
Low	0.8680	0.8674	-0.0006	-0.1%	0.8680
Close	0.8686	0.8719	0.0033	0.4%	0.8686
Range	0.0060	0.0078	0.0018	30.0%	0.0307
ATR	0.0069	0.0070	0.0001	0.9%	0.0000
Volume	341	245	-96	-28.2%	1,265

Daily Pivots for day following 21-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8949	0.8912	0.8762
R3	0.8871	0.8834	0.8740
R2	0.8793	0.8793	0.8733
R1	0.8756	0.8756	0.8726	0.8775
PP	0.8715	0.8715	0.8715	0.8724
S1	0.8678	0.8678	0.8712	0.8697
S2	0.8637	0.8637	0.8705
S3	0.8559	0.8600	0.8698
S4	0.8481	0.8522	0.8676

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9705	0.9503	0.8855
R3	0.9398	0.9196	0.8770
R2	0.9091	0.9091	0.8742
R1	0.8889	0.8889	0.8714	0.8837
PP	0.8784	0.8784	0.8784	0.8758
S1	0.8582	0.8582	0.8658	0.8530
S2	0.8477	0.8477	0.8630
S3	0.8170	0.8275	0.8602
S4	0.7863	0.7968	0.8517

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8962	0.8674	0.0288	3.3%	0.0081	0.9%	16%	False	True	246
10	0.8987	0.8674	0.0313	3.6%	0.0076	0.9%	14%	False	True	195
20	0.8987	0.8674	0.0313	3.6%	0.0062	0.7%	14%	False	True	159
40	0.9165	0.8674	0.0491	5.6%	0.0053	0.6%	9%	False	True	84
60	0.9466	0.8674	0.0792	9.1%	0.0038	0.4%	6%	False	True	57

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9084
2.618	0.8956
1.618	0.8878
1.000	0.8830
0.618	0.8800
HIGH	0.8752
0.618	0.8722
0.500	0.8713
0.382	0.8704
LOW	0.8674
0.618	0.8626
1.000	0.8596
1.618	0.8548
2.618	0.8470
4.250	0.8343

Fisher Pivots for day following 21-Jan-2014
Pivot	1 day	3 day
R1	0.8717	0.8736
PP	0.8715	0.8730
S1	0.8713	0.8725

Download as Excel Spreadsheet

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

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