CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 17-Jun-2014

Day Change Summary
	Previous	Current
	16-Jun-2014	17-Jun-2014	Change	Change %	Previous Week
Open	0.9345	0.9341	-0.0004	0.0%	0.9277
High	0.9358	0.9342	-0.0016	-0.2%	0.9377
Low	0.9313	0.9271	-0.0042	-0.5%	0.9272
Close	0.9338	0.9278	-0.0060	-0.6%	0.9338
Range	0.0045	0.0071	0.0026	57.8%	0.0105
ATR	0.0054	0.0055	0.0001	2.2%	0.0000
Volume	46,319	66,149	19,830	42.8%	257,012

Daily Pivots for day following 17-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9510	0.9465	0.9317
R3	0.9439	0.9394	0.9298
R2	0.9368	0.9368	0.9291
R1	0.9323	0.9323	0.9285	0.9310
PP	0.9297	0.9297	0.9297	0.9291
S1	0.9252	0.9252	0.9271	0.9239
S2	0.9226	0.9226	0.9265
S3	0.9155	0.9181	0.9258
S4	0.9084	0.9110	0.9239

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9644	0.9596	0.9396
R3	0.9539	0.9491	0.9367
R2	0.9434	0.9434	0.9357
R1	0.9386	0.9386	0.9348	0.9410
PP	0.9329	0.9329	0.9329	0.9341
S1	0.9281	0.9281	0.9328	0.9305
S2	0.9224	0.9224	0.9319
S3	0.9119	0.9176	0.9309
S4	0.9014	0.9071	0.9280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9377	0.9271	0.0106	1.1%	0.0060	0.6%	7%	False	True	67,092
10	0.9377	0.9188	0.0189	2.0%	0.0054	0.6%	48%	False	False	38,010
20	0.9377	0.9136	0.0241	2.6%	0.0057	0.6%	59%	False	False	19,703
40	0.9377	0.9120	0.0257	2.8%	0.0053	0.6%	61%	False	False	9,966
60	0.9377	0.8949	0.0428	4.6%	0.0054	0.6%	77%	False	False	6,687
80	0.9377	0.8813	0.0564	6.1%	0.0045	0.5%	82%	False	False	5,017
100	0.9377	0.8582	0.0795	8.6%	0.0037	0.4%	88%	False	False	4,014
120	0.9377	0.8582	0.0795	8.6%	0.0032	0.3%	88%	False	False	3,345

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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9644
2.618	0.9528
1.618	0.9457
1.000	0.9413
0.618	0.9386
HIGH	0.9342
0.618	0.9315
0.500	0.9307
0.382	0.9298
LOW	0.9271
0.618	0.9227
1.000	0.9200
1.618	0.9156
2.618	0.9085
4.250	0.8969

Fisher Pivots for day following 17-Jun-2014
Pivot	1 day	3 day
R1	0.9307	0.9319
PP	0.9297	0.9305
S1	0.9288	0.9292

Download as Excel Spreadsheet

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

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