CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 11-Mar-2014

Day Change Summary
	Previous	Current
	10-Mar-2014	11-Mar-2014	Change	Change %	Previous Week
Open	0.8989	0.8963	-0.0026	-0.3%	0.8846
High	0.9007	0.8992	-0.0015	-0.2%	0.9071
Low	0.8953	0.8902	-0.0051	-0.6%	0.8829
Close	0.8956	0.8910	-0.0046	-0.5%	0.9007
Range	0.0054	0.0090	0.0036	66.7%	0.0242
ATR	0.0075	0.0076	0.0001	1.5%	0.0000
Volume	17,737	30,739	13,002	73.3%	24,549

Daily Pivots for day following 11-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9205	0.9147	0.8960
R3	0.9115	0.9057	0.8935
R2	0.9025	0.9025	0.8927
R1	0.8967	0.8967	0.8918	0.8951
PP	0.8935	0.8935	0.8935	0.8927
S1	0.8877	0.8877	0.8902	0.8861
S2	0.8845	0.8845	0.8894
S3	0.8755	0.8787	0.8885
S4	0.8665	0.8697	0.8861

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9695	0.9593	0.9140
R3	0.9453	0.9351	0.9074
R2	0.9211	0.9211	0.9051
R1	0.9109	0.9109	0.9029	0.9160
PP	0.8969	0.8969	0.8969	0.8995
S1	0.8867	0.8867	0.8985	0.8918
S2	0.8727	0.8727	0.8963
S3	0.8485	0.8625	0.8940
S4	0.8243	0.8383	0.8874

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9071	0.8878	0.0193	2.2%	0.0082	0.9%	17%	False	False	13,887
10	0.9071	0.8829	0.0242	2.7%	0.0074	0.8%	33%	False	False	7,831
20	0.9071	0.8829	0.0242	2.7%	0.0072	0.8%	33%	False	False	4,188
40	0.9071	0.8586	0.0485	5.4%	0.0081	0.9%	67%	False	False	2,252
60	0.9071	0.8586	0.0485	5.4%	0.0072	0.8%	67%	False	False	1,531
80	0.9296	0.8586	0.0710	8.0%	0.0062	0.7%	46%	False	False	1,150
100	0.9557	0.8586	0.0971	10.9%	0.0050	0.6%	33%	False	False	920

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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9375
2.618	0.9228
1.618	0.9138
1.000	0.9082
0.618	0.9048
HIGH	0.8992
0.618	0.8958
0.500	0.8947
0.382	0.8936
LOW	0.8902
0.618	0.8846
1.000	0.8812
1.618	0.8756
2.618	0.8666
4.250	0.8520

Fisher Pivots for day following 11-Mar-2014
Pivot	1 day	3 day
R1	0.8947	0.8987
PP	0.8935	0.8961
S1	0.8922	0.8936

Download as Excel Spreadsheet

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

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