CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 21-Mar-2014

Day Change Summary
	Previous	Current
	20-Mar-2014	21-Mar-2014	Change	Change %	Previous Week
Open	0.8906	0.8938	0.0032	0.4%	0.8940
High	0.8931	0.8989	0.0058	0.6%	0.9019
Low	0.8900	0.8938	0.0038	0.4%	0.8900
Close	0.8931	0.8980	0.0049	0.5%	0.8980
Range	0.0031	0.0051	0.0020	64.5%	0.0119
ATR	0.0045	0.0046	0.0001	2.0%	0.0000
Volume	11	9	-2	-18.2%	70

Daily Pivots for day following 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9122	0.9102	0.9008
R3	0.9071	0.9051	0.8994
R2	0.9020	0.9020	0.8989
R1	0.9000	0.9000	0.8985	0.9010
PP	0.8969	0.8969	0.8969	0.8974
S1	0.8949	0.8949	0.8975	0.8959
S2	0.8918	0.8918	0.8971
S3	0.8867	0.8898	0.8966
S4	0.8816	0.8847	0.8952

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9323	0.9271	0.9045
R3	0.9204	0.9152	0.9013
R2	0.9085	0.9085	0.9002
R1	0.9033	0.9033	0.8991	0.9059
PP	0.8966	0.8966	0.8966	0.8980
S1	0.8914	0.8914	0.8969	0.8940
S2	0.8847	0.8847	0.8958
S3	0.8728	0.8795	0.8947
S4	0.8609	0.8676	0.8915

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9019	0.8900	0.0119	1.3%	0.0044	0.5%	67%	False	False	14
10	0.9019	0.8857	0.0162	1.8%	0.0030	0.3%	76%	False	False	8
20	0.9019	0.8813	0.0206	2.3%	0.0018	0.2%	81%	False	False	4
40	0.9019	0.8582	0.0437	4.9%	0.0011	0.1%	91%	False	False	3
60	0.9019	0.8582	0.0437	4.9%	0.0009	0.1%	91%	False	False	2
80	0.9019	0.8582	0.0437	4.9%	0.0007	0.1%	91%	False	False	1
100	0.9379	0.8582	0.0797	8.9%	0.0006	0.1%	50%	False	False	1

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	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9206
2.618	0.9123
1.618	0.9072
1.000	0.9040
0.618	0.9021
HIGH	0.8989
0.618	0.8970
0.500	0.8964
0.382	0.8957
LOW	0.8938
0.618	0.8906
1.000	0.8887
1.618	0.8855
2.618	0.8804
4.250	0.8721

Fisher Pivots for day following 21-Mar-2014
Pivot	1 day	3 day
R1	0.8975	0.8971
PP	0.8969	0.8963
S1	0.8964	0.8954

Download as Excel Spreadsheet

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

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