CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 12-Aug-2014

Day Change Summary
	Previous	Current
	11-Aug-2014	12-Aug-2014	Change	Change %	Previous Week
Open	0.9253	0.9241	-0.0012	-0.1%	0.9282
High	0.9264	0.9255	-0.0009	-0.1%	0.9350
Low	0.9236	0.9226	-0.0010	-0.1%	0.9216
Close	0.9239	0.9254	0.0015	0.2%	0.9253
Range	0.0028	0.0029	0.0001	3.6%	0.0134
ATR	0.0056	0.0054	-0.0002	-3.4%	0.0000
Volume	43,493	48,360	4,867	11.2%	422,988

Daily Pivots for day following 12-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9332	0.9322	0.9270
R3	0.9303	0.9293	0.9262
R2	0.9274	0.9274	0.9259
R1	0.9264	0.9264	0.9257	0.9269
PP	0.9245	0.9245	0.9245	0.9248
S1	0.9235	0.9235	0.9251	0.9240
S2	0.9216	0.9216	0.9249
S3	0.9187	0.9206	0.9246
S4	0.9158	0.9177	0.9238

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9675	0.9598	0.9327
R3	0.9541	0.9464	0.9290
R2	0.9407	0.9407	0.9278
R1	0.9330	0.9330	0.9265	0.9302
PP	0.9273	0.9273	0.9273	0.9259
S1	0.9196	0.9196	0.9241	0.9168
S2	0.9139	0.9139	0.9228
S3	0.9005	0.9062	0.9216
S4	0.8871	0.8928	0.9179

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9350	0.9216	0.0134	1.4%	0.0058	0.6%	28%	False	False	75,751
10	0.9357	0.9216	0.0141	1.5%	0.0057	0.6%	27%	False	False	86,546
20	0.9438	0.9216	0.0222	2.4%	0.0054	0.6%	17%	False	False	76,986
40	0.9454	0.9216	0.0238	2.6%	0.0057	0.6%	16%	False	False	71,445
60	0.9454	0.9136	0.0318	3.4%	0.0056	0.6%	37%	False	False	53,097
80	0.9454	0.9120	0.0334	3.6%	0.0054	0.6%	40%	False	False	39,880
100	0.9454	0.8938	0.0516	5.6%	0.0055	0.6%	61%	False	False	31,929
120	0.9454	0.8813	0.0641	6.9%	0.0048	0.5%	69%	False	False	26,608

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9378
2.618	0.9331
1.618	0.9302
1.000	0.9284
0.618	0.9273
HIGH	0.9255
0.618	0.9244
0.500	0.9241
0.382	0.9237
LOW	0.9226
0.618	0.9208
1.000	0.9197
1.618	0.9179
2.618	0.9150
4.250	0.9103

Fisher Pivots for day following 12-Aug-2014
Pivot	1 day	3 day
R1	0.9250	0.9250
PP	0.9245	0.9245
S1	0.9241	0.9241

Download as Excel Spreadsheet

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

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