CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 22-Jul-2014

Day Change Summary
	Previous	Current
	21-Jul-2014	22-Jul-2014	Change	Change %	Previous Week
Open	0.9362	0.9338	-0.0024	-0.3%	0.9342
High	0.9365	0.9387	0.0022	0.2%	0.9375
Low	0.9334	0.9325	-0.0009	-0.1%	0.9289
Close	0.9344	0.9357	0.0013	0.1%	0.9361
Range	0.0031	0.0062	0.0031	100.0%	0.0086
ATR	0.0055	0.0055	0.0001	1.0%	0.0000
Volume	40,341	100,046	59,705	148.0%	310,118

Daily Pivots for day following 22-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9542	0.9512	0.9391
R3	0.9480	0.9450	0.9374
R2	0.9418	0.9418	0.9368
R1	0.9388	0.9388	0.9363	0.9403
PP	0.9356	0.9356	0.9356	0.9364
S1	0.9326	0.9326	0.9351	0.9341
S2	0.9294	0.9294	0.9346
S3	0.9232	0.9264	0.9340
S4	0.9170	0.9202	0.9323

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	0.9387	0.9289	0.0098	1.0%	0.0052	0.6%	69%	True	False	66,779
10	0.9417	0.9289	0.0128	1.4%	0.0051	0.5%	53%	False	False	65,181
20	0.9454	0.9270	0.0184	2.0%	0.0055	0.6%	47%	False	False	67,195
40	0.9454	0.9144	0.0310	3.3%	0.0057	0.6%	69%	False	False	49,388
60	0.9454	0.9120	0.0334	3.6%	0.0055	0.6%	71%	False	False	33,066
80	0.9454	0.9107	0.0347	3.7%	0.0055	0.6%	72%	False	False	24,834
100	0.9454	0.8813	0.0641	6.9%	0.0050	0.5%	85%	False	False	19,872
120	0.9454	0.8615	0.0839	9.0%	0.0042	0.5%	88%	False	False	16,560

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9651
2.618	0.9549
1.618	0.9487
1.000	0.9449
0.618	0.9425
HIGH	0.9387
0.618	0.9363
0.500	0.9356
0.382	0.9349
LOW	0.9325
0.618	0.9287
1.000	0.9263
1.618	0.9225
2.618	0.9163
4.250	0.9062

Fisher Pivots for day following 22-Jul-2014
Pivot	1 day	3 day
R1	0.9357	0.9352
PP	0.9356	0.9348
S1	0.9356	0.9343

Download as Excel Spreadsheet

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

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