CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 19-Feb-2014

Day Change Summary
	Previous	Current
	18-Feb-2014	19-Feb-2014	Change	Change %	Previous Week
Open	0.8851	0.8822	-0.0029	-0.3%	0.8760
High	0.8851	0.8822	-0.0029	-0.3%	0.8852
Low	0.8851	0.8822	-0.0029	-0.3%	0.8760
Close	0.8851	0.8822	-0.0029	-0.3%	0.8852
Range
ATR	0.0038	0.0037	-0.0001	-1.7%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 19-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8822	0.8822	0.8822
R3	0.8822	0.8822	0.8822
R2	0.8822	0.8822	0.8822
R1	0.8822	0.8822	0.8822	0.8822
PP	0.8822	0.8822	0.8822	0.8822
S1	0.8822	0.8822	0.8822	0.8822
S2	0.8822	0.8822	0.8822
S3	0.8822	0.8822	0.8822
S4	0.8822	0.8822	0.8822

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9097	0.9067	0.8903
R3	0.9005	0.8975	0.8877
R2	0.8913	0.8913	0.8869
R1	0.8883	0.8883	0.8860	0.8898
PP	0.8821	0.8821	0.8821	0.8829
S1	0.8791	0.8791	0.8844	0.8806
S2	0.8729	0.8729	0.8835
S3	0.8637	0.8699	0.8827
S4	0.8545	0.8607	0.8801

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8852	0.8807	0.0045	0.5%	0.0000	0.0%	33%	False	False	1
10	0.8852	0.8722	0.0130	1.5%	0.0000	0.0%	77%	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	0.8822
2.618	0.8822
1.618	0.8822
1.000	0.8822
0.618	0.8822
HIGH	0.8822
0.618	0.8822
0.500	0.8822
0.382	0.8822
LOW	0.8822
0.618	0.8822
1.000	0.8822
1.618	0.8822
2.618	0.8822
4.250	0.8822

Fisher Pivots for day following 19-Feb-2014
Pivot	1 day	3 day
R1	0.8822	0.8837
PP	0.8822	0.8832
S1	0.8822	0.8827

Download as Excel Spreadsheet

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

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