CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 13-Mar-2014

Day Change Summary
	Previous	Current
	12-Mar-2014	13-Mar-2014	Change	Change %	Previous Week
Open	0.8917	0.8932	0.0015	0.2%	0.8846
High	0.8935	0.9047	0.0112	1.3%	0.9071
Low	0.8866	0.8927	0.0061	0.7%	0.8829
Close	0.8927	0.8964	0.0037	0.4%	0.9007
Range	0.0069	0.0120	0.0051	73.9%	0.0242
ATR	0.0075	0.0078	0.0003	4.2%	0.0000
Volume	44,720	90,333	45,613	102.0%	24,549

Daily Pivots for day following 13-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9339	0.9272	0.9030
R3	0.9219	0.9152	0.8997
R2	0.9099	0.9099	0.8986
R1	0.9032	0.9032	0.8975	0.9066
PP	0.8979	0.8979	0.8979	0.8996
S1	0.8912	0.8912	0.8953	0.8946
S2	0.8859	0.8859	0.8942
S3	0.8739	0.8792	0.8931
S4	0.8619	0.8672	0.8898

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	0.8866	0.0205	2.3%	0.0081	0.9%	48%	False	False	38,611
10	0.9071	0.8829	0.0242	2.7%	0.0078	0.9%	56%	False	False	20,965
20	0.9071	0.8829	0.0242	2.7%	0.0075	0.8%	56%	False	False	10,900
40	0.9071	0.8586	0.0485	5.4%	0.0081	0.9%	78%	False	False	5,617
60	0.9071	0.8586	0.0485	5.4%	0.0072	0.8%	78%	False	False	3,782
80	0.9296	0.8586	0.0710	7.9%	0.0064	0.7%	53%	False	False	2,838
100	0.9557	0.8586	0.0971	10.8%	0.0052	0.6%	39%	False	False	2,270

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9557
2.618	0.9361
1.618	0.9241
1.000	0.9167
0.618	0.9121
HIGH	0.9047
0.618	0.9001
0.500	0.8987
0.382	0.8973
LOW	0.8927
0.618	0.8853
1.000	0.8807
1.618	0.8733
2.618	0.8613
4.250	0.8417

Fisher Pivots for day following 13-Mar-2014
Pivot	1 day	3 day
R1	0.8987	0.8962
PP	0.8979	0.8959
S1	0.8972	0.8957

Download as Excel Spreadsheet

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

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