CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 18-Jul-2014

Day Change Summary
	Previous	Current
	17-Jul-2014	18-Jul-2014	Change	Change %	Previous Week
Open	0.9325	0.9312	-0.0013	-0.1%	0.9342
High	0.9354	0.9375	0.0021	0.2%	0.9375
Low	0.9309	0.9299	-0.0010	-0.1%	0.9289
Close	0.9340	0.9361	0.0021	0.2%	0.9361
Range	0.0045	0.0076	0.0031	68.9%	0.0086
ATR	0.0055	0.0056	0.0002	2.7%	0.0000
Volume	58,301	75,079	16,778	28.8%	310,118

Daily Pivots for day following 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9573	0.9543	0.9403
R3	0.9497	0.9467	0.9382
R2	0.9421	0.9421	0.9375
R1	0.9391	0.9391	0.9368	0.9406
PP	0.9345	0.9345	0.9345	0.9353
S1	0.9315	0.9315	0.9354	0.9330
S2	0.9269	0.9269	0.9347
S3	0.9193	0.9239	0.9340
S4	0.9117	0.9163	0.9319

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9600	0.9566	0.9408
R3	0.9514	0.9480	0.9385
R2	0.9428	0.9428	0.9377
R1	0.9394	0.9394	0.9369	0.9411
PP	0.9342	0.9342	0.9342	0.9350
S1	0.9308	0.9308	0.9353	0.9325
S2	0.9256	0.9256	0.9345
S3	0.9170	0.9222	0.9337
S4	0.9084	0.9136	0.9314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9375	0.9289	0.0086	0.9%	0.0049	0.5%	84%	True	False	62,023
10	0.9417	0.9289	0.0128	1.4%	0.0050	0.5%	56%	False	False	64,145
20	0.9454	0.9270	0.0184	2.0%	0.0056	0.6%	49%	False	False	65,350
40	0.9454	0.9143	0.0311	3.3%	0.0057	0.6%	70%	False	False	45,945
60	0.9454	0.9120	0.0334	3.6%	0.0055	0.6%	72%	False	False	30,732
80	0.9454	0.9049	0.0405	4.3%	0.0055	0.6%	77%	False	False	23,082
100	0.9454	0.8813	0.0641	6.8%	0.0049	0.5%	85%	False	False	18,468
120	0.9454	0.8615	0.0839	9.0%	0.0042	0.4%	89%	False	False	15,390

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	0.0015
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9698
2.618	0.9574
1.618	0.9498
1.000	0.9451
0.618	0.9422
HIGH	0.9375
0.618	0.9346
0.500	0.9337
0.382	0.9328
LOW	0.9299
0.618	0.9252
1.000	0.9223
1.618	0.9176
2.618	0.9100
4.250	0.8976

Fisher Pivots for day following 18-Jul-2014
Pivot	1 day	3 day
R1	0.9353	0.9351
PP	0.9345	0.9342
S1	0.9337	0.9332

Download as Excel Spreadsheet

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

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