CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 26-Aug-2014

Day Change Summary
	Previous	Current
	25-Aug-2014	26-Aug-2014	Change	Change %	Previous Week
Open	0.9293	0.9285	-0.0008	-0.1%	0.9303
High	0.9310	0.9318	0.0008	0.1%	0.9327
Low	0.9276	0.9258	-0.0018	-0.2%	0.9221
Close	0.9285	0.9294	0.0009	0.1%	0.9302
Range	0.0034	0.0060	0.0026	76.5%	0.0106
ATR	0.0049	0.0050	0.0001	1.7%	0.0000
Volume	43,826	78,967	35,141	80.2%	374,619

Daily Pivots for day following 26-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9470	0.9442	0.9327
R3	0.9410	0.9382	0.9311
R2	0.9350	0.9350	0.9305
R1	0.9322	0.9322	0.9300	0.9336
PP	0.9290	0.9290	0.9290	0.9297
S1	0.9262	0.9262	0.9289	0.9276
S2	0.9230	0.9230	0.9283
S3	0.9170	0.9202	0.9278
S4	0.9110	0.9142	0.9261

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9601	0.9558	0.9360
R3	0.9495	0.9452	0.9331
R2	0.9389	0.9389	0.9321
R1	0.9346	0.9346	0.9312	0.9315
PP	0.9283	0.9283	0.9283	0.9268
S1	0.9240	0.9240	0.9292	0.9209
S2	0.9177	0.9177	0.9283
S3	0.9071	0.9134	0.9273
S4	0.8965	0.9028	0.9244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9318	0.9221	0.0097	1.0%	0.0050	0.5%	75%	True	False	77,931
10	0.9327	0.9221	0.0106	1.1%	0.0045	0.5%	69%	False	False	69,491
20	0.9357	0.9216	0.0141	1.5%	0.0051	0.5%	55%	False	False	78,018
40	0.9454	0.9216	0.0238	2.6%	0.0053	0.6%	33%	False	False	73,801
60	0.9454	0.9165	0.0289	3.1%	0.0054	0.6%	45%	False	False	64,490
80	0.9454	0.9136	0.0318	3.4%	0.0054	0.6%	50%	False	False	48,548
100	0.9454	0.9120	0.0334	3.6%	0.0054	0.6%	52%	False	False	38,869
120	0.9454	0.8857	0.0597	6.4%	0.0052	0.6%	73%	False	False	32,399

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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9573
2.618	0.9475
1.618	0.9415
1.000	0.9378
0.618	0.9355
HIGH	0.9318
0.618	0.9295
0.500	0.9288
0.382	0.9281
LOW	0.9258
0.618	0.9221
1.000	0.9198
1.618	0.9161
2.618	0.9101
4.250	0.9003

Fisher Pivots for day following 26-Aug-2014
Pivot	1 day	3 day
R1	0.9292	0.9292
PP	0.9290	0.9290
S1	0.9288	0.9288

Download as Excel Spreadsheet

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

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