CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 08-Apr-2014

Day Change Summary
	Previous	Current
	07-Apr-2014	08-Apr-2014	Change	Change %	Previous Week
Open	0.9241	0.9224	-0.0017	-0.2%	0.9203
High	0.9250	0.9323	0.0073	0.8%	0.9262
Low	0.9209	0.9218	0.0009	0.1%	0.9160
Close	0.9226	0.9313	0.0087	0.9%	0.9241
Range	0.0041	0.0105	0.0064	156.1%	0.0102
ATR	0.0069	0.0071	0.0003	3.8%	0.0000
Volume	47,641	74,630	26,989	56.7%	326,750

Daily Pivots for day following 08-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9600	0.9561	0.9371
R3	0.9495	0.9456	0.9342
R2	0.9390	0.9390	0.9332
R1	0.9351	0.9351	0.9323	0.9371
PP	0.9285	0.9285	0.9285	0.9294
S1	0.9246	0.9246	0.9303	0.9266
S2	0.9180	0.9180	0.9294
S3	0.9075	0.9141	0.9284
S4	0.8970	0.9036	0.9255

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9527	0.9486	0.9297
R3	0.9425	0.9384	0.9269
R2	0.9323	0.9323	0.9260
R1	0.9282	0.9282	0.9250	0.9303
PP	0.9221	0.9221	0.9221	0.9231
S1	0.9180	0.9180	0.9232	0.9201
S2	0.9119	0.9119	0.9222
S3	0.9017	0.9078	0.9213
S4	0.8915	0.8976	0.9185

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9323	0.9160	0.0163	1.8%	0.0063	0.7%	94%	True	False	63,061
10	0.9323	0.9104	0.0219	2.4%	0.0066	0.7%	95%	True	False	69,475
20	0.9323	0.8866	0.0457	4.9%	0.0073	0.8%	98%	True	False	72,534
40	0.9323	0.8829	0.0494	5.3%	0.0073	0.8%	98%	True	False	38,361
60	0.9323	0.8586	0.0737	7.9%	0.0078	0.8%	99%	True	False	25,679
80	0.9323	0.8586	0.0737	7.9%	0.0072	0.8%	99%	True	False	19,282
100	0.9323	0.8586	0.0737	7.9%	0.0064	0.7%	99%	True	False	15,426
120	0.9557	0.8586	0.0971	10.4%	0.0054	0.6%	75%	False	False	12,856

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9769
2.618	0.9598
1.618	0.9493
1.000	0.9428
0.618	0.9388
HIGH	0.9323
0.618	0.9283
0.500	0.9271
0.382	0.9258
LOW	0.9218
0.618	0.9153
1.000	0.9113
1.618	0.9048
2.618	0.8943
4.250	0.8772

Fisher Pivots for day following 08-Apr-2014
Pivot	1 day	3 day
R1	0.9299	0.9293
PP	0.9285	0.9273
S1	0.9271	0.9253

Download as Excel Spreadsheet

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

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