CME Australian Dollar Future June 2014

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

Day Change Summary
	Previous	Current
	25-Apr-2014	28-Apr-2014	Change	Change %	Previous Week
Open	0.9230	0.9241	0.0011	0.1%	0.9296
High	0.9267	0.9286	0.0019	0.2%	0.9344
Low	0.9223	0.9213	-0.0010	-0.1%	0.9221
Close	0.9238	0.9223	-0.0015	-0.2%	0.9238
Range	0.0044	0.0073	0.0029	65.9%	0.0123
ATR	0.0066	0.0067	0.0000	0.7%	0.0000
Volume	50,374	66,015	15,641	31.0%	278,251

Daily Pivots for day following 28-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9460	0.9414	0.9263
R3	0.9387	0.9341	0.9243
R2	0.9314	0.9314	0.9236
R1	0.9268	0.9268	0.9230	0.9255
PP	0.9241	0.9241	0.9241	0.9234
S1	0.9195	0.9195	0.9216	0.9182
S2	0.9168	0.9168	0.9210
S3	0.9095	0.9122	0.9203
S4	0.9022	0.9049	0.9183

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9637	0.9560	0.9306
R3	0.9514	0.9437	0.9272
R2	0.9391	0.9391	0.9261
R1	0.9314	0.9314	0.9249	0.9291
PP	0.9268	0.9268	0.9268	0.9256
S1	0.9191	0.9191	0.9227	0.9168
S2	0.9145	0.9145	0.9215
S3	0.9022	0.9068	0.9204
S4	0.8899	0.8945	0.9170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9344	0.9213	0.0131	1.4%	0.0066	0.7%	8%	False	True	63,631
10	0.9385	0.9213	0.0172	1.9%	0.0062	0.7%	6%	False	True	58,410
20	0.9419	0.9160	0.0259	2.8%	0.0064	0.7%	24%	False	False	62,493
40	0.9419	0.8829	0.0590	6.4%	0.0070	0.8%	67%	False	False	58,114
60	0.9419	0.8623	0.0796	8.6%	0.0073	0.8%	75%	False	False	38,957
80	0.9419	0.8586	0.0833	9.0%	0.0075	0.8%	76%	False	False	29,284
100	0.9419	0.8586	0.0833	9.0%	0.0068	0.7%	76%	False	False	23,434
120	0.9419	0.8586	0.0833	9.0%	0.0061	0.7%	76%	False	False	19,529

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9596
2.618	0.9477
1.618	0.9404
1.000	0.9359
0.618	0.9331
HIGH	0.9286
0.618	0.9258
0.500	0.9250
0.382	0.9241
LOW	0.9213
0.618	0.9168
1.000	0.9140
1.618	0.9095
2.618	0.9022
4.250	0.8903

Fisher Pivots for day following 28-Apr-2014
Pivot	1 day	3 day
R1	0.9250	0.9250
PP	0.9241	0.9241
S1	0.9232	0.9232

Download as Excel Spreadsheet

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

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