CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 28-Feb-2014

Day Change Summary
	Previous	Current
	27-Feb-2014	28-Feb-2014	Change	Change %	Previous Week
Open	0.8896	0.8900	0.0004	0.0%	0.8902
High	0.8907	0.8924	0.0017	0.2%	0.8978
Low	0.8840	0.8854	0.0014	0.2%	0.8840
Close	0.8899	0.8866	-0.0033	-0.4%	0.8866
Range	0.0067	0.0070	0.0003	4.5%	0.0138
ATR	0.0077	0.0076	0.0000	-0.6%	0.0000
Volume	2,417	1,577	-840	-34.8%	7,070

Daily Pivots for day following 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9091	0.9049	0.8905
R3	0.9021	0.8979	0.8885
R2	0.8951	0.8951	0.8879
R1	0.8909	0.8909	0.8872	0.8895
PP	0.8881	0.8881	0.8881	0.8875
S1	0.8839	0.8839	0.8860	0.8825
S2	0.8811	0.8811	0.8853
S3	0.8741	0.8769	0.8847
S4	0.8671	0.8699	0.8828

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9309	0.9225	0.8942
R3	0.9171	0.9087	0.8904
R2	0.9033	0.9033	0.8891
R1	0.8949	0.8949	0.8879	0.8922
PP	0.8895	0.8895	0.8895	0.8881
S1	0.8811	0.8811	0.8853	0.8784
S2	0.8757	0.8757	0.8841
S3	0.8619	0.8673	0.8828
S4	0.8481	0.8535	0.8790

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8978	0.8840	0.0138	1.6%	0.0071	0.8%	19%	False	False	1,414
10	0.9008	0.8840	0.0168	1.9%	0.0069	0.8%	15%	False	False	972
20	0.9008	0.8623	0.0385	4.3%	0.0079	0.9%	63%	False	False	644
40	0.9008	0.8586	0.0422	4.8%	0.0080	0.9%	66%	False	False	454
60	0.9045	0.8586	0.0459	5.2%	0.0066	0.7%	61%	False	False	315
80	0.9394	0.8586	0.0808	9.1%	0.0056	0.6%	35%	False	False	237
100	0.9557	0.8586	0.0971	11.0%	0.0045	0.5%	29%	False	False	190

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9222
2.618	0.9107
1.618	0.9037
1.000	0.8994
0.618	0.8967
HIGH	0.8924
0.618	0.8897
0.500	0.8889
0.382	0.8881
LOW	0.8854
0.618	0.8811
1.000	0.8784
1.618	0.8741
2.618	0.8671
4.250	0.8557

Fisher Pivots for day following 28-Feb-2014
Pivot	1 day	3 day
R1	0.8889	0.8900
PP	0.8881	0.8888
S1	0.8874	0.8877

Download as Excel Spreadsheet

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

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