CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 05-Aug-2014

Day Change Summary
	Previous	Current
	04-Aug-2014	05-Aug-2014	Change	Change %	Previous Week
Open	0.9282	0.9307	0.0025	0.3%	0.9365
High	0.9309	0.9317	0.0008	0.1%	0.9386
Low	0.9278	0.9268	-0.0010	-0.1%	0.9248
Close	0.9304	0.9273	-0.0031	-0.3%	0.9285
Range	0.0031	0.0049	0.0018	58.1%	0.0138
ATR	0.0053	0.0053	0.0000	-0.6%	0.0000
Volume	50,293	85,792	35,499	70.6%	460,971

Daily Pivots for day following 05-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9433	0.9402	0.9300
R3	0.9384	0.9353	0.9286
R2	0.9335	0.9335	0.9282
R1	0.9304	0.9304	0.9277	0.9295
PP	0.9286	0.9286	0.9286	0.9282
S1	0.9255	0.9255	0.9269	0.9246
S2	0.9237	0.9237	0.9264
S3	0.9188	0.9206	0.9260
S4	0.9139	0.9157	0.9246

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9720	0.9641	0.9361
R3	0.9582	0.9503	0.9323
R2	0.9444	0.9444	0.9310
R1	0.9365	0.9365	0.9298	0.9336
PP	0.9306	0.9306	0.9306	0.9292
S1	0.9227	0.9227	0.9272	0.9198
S2	0.9168	0.9168	0.9260
S3	0.9030	0.9089	0.9247
S4	0.8892	0.8951	0.9209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9357	0.9248	0.0109	1.2%	0.0056	0.6%	23%	False	False	97,340
10	0.9438	0.9248	0.0190	2.0%	0.0052	0.6%	13%	False	False	82,707
20	0.9438	0.9248	0.0190	2.0%	0.0052	0.6%	13%	False	False	73,944
40	0.9454	0.9248	0.0206	2.2%	0.0056	0.6%	12%	False	False	69,272
60	0.9454	0.9136	0.0318	3.4%	0.0055	0.6%	43%	False	False	46,813
80	0.9454	0.9120	0.0334	3.6%	0.0054	0.6%	46%	False	False	35,155
100	0.9454	0.8900	0.0554	6.0%	0.0054	0.6%	67%	False	False	28,142
120	0.9454	0.8813	0.0641	6.9%	0.0046	0.5%	72%	False	False	23,452

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9525
2.618	0.9445
1.618	0.9396
1.000	0.9366
0.618	0.9347
HIGH	0.9317
0.618	0.9298
0.500	0.9293
0.382	0.9287
LOW	0.9268
0.618	0.9238
1.000	0.9219
1.618	0.9189
2.618	0.9140
4.250	0.9060

Fisher Pivots for day following 05-Aug-2014
Pivot	1 day	3 day
R1	0.9293	0.9283
PP	0.9286	0.9279
S1	0.9280	0.9276

Download as Excel Spreadsheet

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

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