CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 01-Apr-2014

Day Change Summary
	Previous	Current
	31-Mar-2014	01-Apr-2014	Change	Change %	Previous Week
Open	0.9140	0.9168	0.0028	0.3%	0.8949
High	0.9171	0.9177	0.0006	0.1%	0.9183
Low	0.9122	0.9127	0.0005	0.1%	0.8949
Close	0.9168	0.9140	-0.0028	-0.3%	0.9147
Range	0.0049	0.0050	0.0001	2.0%	0.0234
ATR	0.0051	0.0051	0.0000	-0.1%	0.0000
Volume	76	79	3	3.9%	516

Daily Pivots for day following 01-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9298	0.9269	0.9168
R3	0.9248	0.9219	0.9154
R2	0.9198	0.9198	0.9149
R1	0.9169	0.9169	0.9145	0.9159
PP	0.9148	0.9148	0.9148	0.9143
S1	0.9119	0.9119	0.9135	0.9109
S2	0.9098	0.9098	0.9131
S3	0.9048	0.9069	0.9126
S4	0.8998	0.9019	0.9113

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9795	0.9705	0.9276
R3	0.9561	0.9471	0.9211
R2	0.9327	0.9327	0.9190
R1	0.9237	0.9237	0.9168	0.9282
PP	0.9093	0.9093	0.9093	0.9116
S1	0.9003	0.9003	0.9126	0.9048
S2	0.8859	0.8859	0.9104
S3	0.8625	0.8769	0.9083
S4	0.8391	0.8535	0.9018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9183	0.9049	0.0134	1.5%	0.0057	0.6%	68%	False	False	115
10	0.9183	0.8900	0.0283	3.1%	0.0057	0.6%	85%	False	False	73
20	0.9183	0.8857	0.0326	3.6%	0.0038	0.4%	87%	False	False	37
40	0.9183	0.8768	0.0415	4.5%	0.0021	0.2%	90%	False	False	19
60	0.9183	0.8582	0.0601	6.6%	0.0015	0.2%	93%	False	False	13
80	0.9183	0.8582	0.0601	6.6%	0.0012	0.1%	93%	False	False	10
100	0.9335	0.8582	0.0753	8.2%	0.0010	0.1%	74%	False	False	8

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9390
2.618	0.9308
1.618	0.9258
1.000	0.9227
0.618	0.9208
HIGH	0.9177
0.618	0.9158
0.500	0.9152
0.382	0.9146
LOW	0.9127
0.618	0.9096
1.000	0.9077
1.618	0.9046
2.618	0.8996
4.250	0.8915

Fisher Pivots for day following 01-Apr-2014
Pivot	1 day	3 day
R1	0.9152	0.9153
PP	0.9148	0.9148
S1	0.9144	0.9144

Download as Excel Spreadsheet

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

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