CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 12-Jun-2014

Day Change Summary
	Previous	Current
	11-Jun-2014	12-Jun-2014	Change	Change %	Previous Week
Open	0.9311	0.9325	0.0014	0.2%	0.9241
High	0.9344	0.9377	0.0033	0.4%	0.9295
Low	0.9302	0.9289	-0.0013	-0.1%	0.9165
Close	0.9322	0.9362	0.0040	0.4%	0.9275
Range	0.0042	0.0088	0.0046	109.5%	0.0130
ATR	0.0053	0.0055	0.0003	4.8%	0.0000
Volume	60,095	86,211	26,116	43.5%	15,988

Daily Pivots for day following 12-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9607	0.9572	0.9410
R3	0.9519	0.9484	0.9386
R2	0.9431	0.9431	0.9378
R1	0.9396	0.9396	0.9370	0.9414
PP	0.9343	0.9343	0.9343	0.9351
S1	0.9308	0.9308	0.9354	0.9326
S2	0.9255	0.9255	0.9346
S3	0.9167	0.9220	0.9338
S4	0.9079	0.9132	0.9314

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9635	0.9585	0.9347
R3	0.9505	0.9455	0.9311
R2	0.9375	0.9375	0.9299
R1	0.9325	0.9325	0.9287	0.9350
PP	0.9245	0.9245	0.9245	0.9258
S1	0.9195	0.9195	0.9263	0.9220
S2	0.9115	0.9115	0.9251
S3	0.8985	0.9065	0.9239
S4	0.8855	0.8935	0.9204

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9377	0.9257	0.0120	1.3%	0.0048	0.5%	88%	True	False	36,623
10	0.9377	0.9165	0.0212	2.3%	0.0055	0.6%	93%	True	False	19,757
20	0.9377	0.9136	0.0241	2.6%	0.0056	0.6%	94%	True	False	10,314
40	0.9377	0.9120	0.0257	2.7%	0.0053	0.6%	94%	True	False	5,249
60	0.9377	0.8900	0.0477	5.1%	0.0054	0.6%	97%	True	False	3,536
80	0.9377	0.8813	0.0564	6.0%	0.0043	0.5%	97%	True	False	2,652
100	0.9377	0.8582	0.0795	8.5%	0.0036	0.4%	98%	True	False	2,122
120	0.9377	0.8582	0.0795	8.5%	0.0030	0.3%	98%	True	False	1,768

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9751
2.618	0.9607
1.618	0.9519
1.000	0.9465
0.618	0.9431
HIGH	0.9377
0.618	0.9343
0.500	0.9333
0.382	0.9323
LOW	0.9289
0.618	0.9235
1.000	0.9201
1.618	0.9147
2.618	0.9059
4.250	0.8915

Fisher Pivots for day following 12-Jun-2014
Pivot	1 day	3 day
R1	0.9352	0.9351
PP	0.9343	0.9339
S1	0.9333	0.9328

Download as Excel Spreadsheet

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

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