CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 30-Jun-2014

Day Change Summary
	Previous	Current
	27-Jun-2014	30-Jun-2014	Change	Change %	Previous Week
Open	0.9361	0.9373	0.0012	0.1%	0.9323
High	0.9391	0.9388	-0.0003	0.0%	0.9391
Low	0.9354	0.9336	-0.0018	-0.2%	0.9300
Close	0.9372	0.9376	0.0004	0.0%	0.9372
Range	0.0037	0.0052	0.0015	40.5%	0.0091
ATR	0.0054	0.0054	0.0000	-0.3%	0.0000
Volume	56,496	61,727	5,231	9.3%	287,707

Daily Pivots for day following 30-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9523	0.9501	0.9405
R3	0.9471	0.9449	0.9390
R2	0.9419	0.9419	0.9386
R1	0.9397	0.9397	0.9381	0.9408
PP	0.9367	0.9367	0.9367	0.9372
S1	0.9345	0.9345	0.9371	0.9356
S2	0.9315	0.9315	0.9366
S3	0.9263	0.9293	0.9362
S4	0.9211	0.9241	0.9347

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9627	0.9591	0.9422
R3	0.9536	0.9500	0.9397
R2	0.9445	0.9445	0.9389
R1	0.9409	0.9409	0.9380	0.9427
PP	0.9354	0.9354	0.9354	0.9364
S1	0.9318	0.9318	0.9364	0.9336
S2	0.9263	0.9263	0.9355
S3	0.9172	0.9227	0.9347
S4	0.9081	0.9136	0.9322

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9391	0.9300	0.0091	1.0%	0.0046	0.5%	84%	False	False	58,521
10	0.9391	0.9261	0.0130	1.4%	0.0057	0.6%	88%	False	False	60,068
20	0.9391	0.9165	0.0226	2.4%	0.0055	0.6%	93%	False	False	45,869
40	0.9391	0.9136	0.0255	2.7%	0.0054	0.6%	94%	False	False	23,295
60	0.9391	0.9120	0.0271	2.9%	0.0055	0.6%	94%	False	False	15,581
80	0.9391	0.8857	0.0534	5.7%	0.0051	0.5%	97%	False	False	11,698
100	0.9391	0.8794	0.0597	6.4%	0.0042	0.4%	97%	False	False	9,359
120	0.9391	0.8582	0.0809	8.6%	0.0035	0.4%	98%	False	False	7,799

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9609
2.618	0.9524
1.618	0.9472
1.000	0.9440
0.618	0.9420
HIGH	0.9388
0.618	0.9368
0.500	0.9362
0.382	0.9356
LOW	0.9336
0.618	0.9304
1.000	0.9284
1.618	0.9252
2.618	0.9200
4.250	0.9115

Fisher Pivots for day following 30-Jun-2014
Pivot	1 day	3 day
R1	0.9371	0.9372
PP	0.9367	0.9368
S1	0.9362	0.9364

Download as Excel Spreadsheet

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

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