CME Australian Dollar Future December 2014

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

Day Change Summary
	Previous	Current
	11-Feb-2014	12-Feb-2014	Change	Change %	Previous Week
Open	0.8850	0.8846	-0.0004	0.0%	0.8573
High	0.8850	0.8846	-0.0004	0.0%	0.8777
Low	0.8850	0.8846	-0.0004	0.0%	0.8573
Close	0.8850	0.8846	-0.0004	0.0%	0.8774
Range
ATR
Volume	1	1	0	0.0%	5

Daily Pivots for day following 12-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8846	0.8846	0.8846
R3	0.8846	0.8846	0.8846
R2	0.8846	0.8846	0.8846
R1	0.8846	0.8846	0.8846	0.8846
PP	0.8846	0.8846	0.8846	0.8846
S1	0.8846	0.8846	0.8846	0.8846
S2	0.8846	0.8846	0.8846
S3	0.8846	0.8846	0.8846
S4	0.8846	0.8846	0.8846

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9320	0.9251	0.8886
R3	0.9116	0.9047	0.8830
R2	0.8912	0.8912	0.8811
R1	0.8843	0.8843	0.8793	0.8878
PP	0.8708	0.8708	0.8708	0.8725
S1	0.8639	0.8639	0.8755	0.8674
S2	0.8504	0.8504	0.8737
S3	0.8300	0.8435	0.8718
S4	0.8096	0.8231	0.8662

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8850	0.8760	0.0090	1.0%	0.0000	0.0%	96%	False	False	1
10	0.8850	0.8565	0.0285	3.2%	0.0015	0.2%	99%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000

Fibonacci Retracements and Extensions
4.250	0.8846
2.618	0.8846
1.618	0.8846
1.000	0.8846
0.618	0.8846
HIGH	0.8846
0.618	0.8846
0.500	0.8846
0.382	0.8846
LOW	0.8846
0.618	0.8846
1.000	0.8846
1.618	0.8846
2.618	0.8846
4.250	0.8846

Fisher Pivots for day following 12-Feb-2014
Pivot	1 day	3 day
R1	0.8846	0.8832
PP	0.8846	0.8819
S1	0.8846	0.8805

Download as Excel Spreadsheet

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

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