CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 03-Apr-2014

Day Change Summary
	Previous	Current
	02-Apr-2014	03-Apr-2014	Change	Change %	Previous Week
Open	0.9194	0.9204	0.0010	0.1%	0.9045
High	0.9216	0.9206	-0.0010	-0.1%	0.9247
Low	0.9175	0.9160	-0.0015	-0.2%	0.8996
Close	0.9199	0.9182	-0.0017	-0.2%	0.9204
Range	0.0041	0.0046	0.0005	12.2%	0.0251
ATR	0.0072	0.0070	-0.0002	-2.6%	0.0000
Volume	50,451	61,238	10,787	21.4%	403,221

Daily Pivots for day following 03-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9321	0.9297	0.9207
R3	0.9275	0.9251	0.9195
R2	0.9229	0.9229	0.9190
R1	0.9205	0.9205	0.9186	0.9194
PP	0.9183	0.9183	0.9183	0.9177
S1	0.9159	0.9159	0.9178	0.9148
S2	0.9137	0.9137	0.9174
S3	0.9091	0.9113	0.9169
S4	0.9045	0.9067	0.9157

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9902	0.9804	0.9342
R3	0.9651	0.9553	0.9273
R2	0.9400	0.9400	0.9250
R1	0.9302	0.9302	0.9227	0.9351
PP	0.9149	0.9149	0.9149	0.9174
S1	0.9051	0.9051	0.9181	0.9100
S2	0.8898	0.8898	0.9158
S3	0.8647	0.8800	0.9135
S4	0.8396	0.8549	0.9066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9257	0.9160	0.0097	1.1%	0.0056	0.6%	23%	False	True	62,154
10	0.9257	0.8981	0.0276	3.0%	0.0065	0.7%	73%	False	False	72,091
20	0.9257	0.8866	0.0391	4.3%	0.0072	0.8%	81%	False	False	65,253
40	0.9257	0.8829	0.0428	4.7%	0.0071	0.8%	82%	False	False	33,297
60	0.9257	0.8586	0.0671	7.3%	0.0078	0.8%	89%	False	False	22,290
80	0.9257	0.8586	0.0671	7.3%	0.0070	0.8%	89%	False	False	16,737
100	0.9296	0.8586	0.0710	7.7%	0.0062	0.7%	84%	False	False	13,390
120	0.9557	0.8586	0.0971	10.6%	0.0052	0.6%	61%	False	False	11,159

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9402
2.618	0.9326
1.618	0.9280
1.000	0.9252
0.618	0.9234
HIGH	0.9206
0.618	0.9188
0.500	0.9183
0.382	0.9178
LOW	0.9160
0.618	0.9132
1.000	0.9114
1.618	0.9086
2.618	0.9040
4.250	0.8965

Fisher Pivots for day following 03-Apr-2014
Pivot	1 day	3 day
R1	0.9183	0.9209
PP	0.9183	0.9200
S1	0.9182	0.9191

Download as Excel Spreadsheet

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

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