CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 24-Feb-2014

Day Change Summary
	Previous	Current
	21-Feb-2014	24-Feb-2014	Change	Change %	Previous Week
Open	0.8796	0.8862	0.0066	0.8%	0.8851
High	0.8796	0.8862	0.0066	0.8%	0.8860
Low	0.8796	0.8862	0.0066	0.8%	0.8796
Close	0.8796	0.8862	0.0066	0.8%	0.8796
Range
ATR	0.0038	0.0040	0.0002	5.3%	0.0000
Volume	10	10	0	0.0%	13

Daily Pivots for day following 24-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8862	0.8862	0.8862
R3	0.8862	0.8862	0.8862
R2	0.8862	0.8862	0.8862
R1	0.8862	0.8862	0.8862	0.8862
PP	0.8862	0.8862	0.8862	0.8862
S1	0.8862	0.8862	0.8862	0.8862
S2	0.8862	0.8862	0.8862
S3	0.8862	0.8862	0.8862
S4	0.8862	0.8862	0.8862

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9009	0.8967	0.8831
R3	0.8945	0.8903	0.8814
R2	0.8881	0.8881	0.8808
R1	0.8839	0.8839	0.8802	0.8828
PP	0.8817	0.8817	0.8817	0.8812
S1	0.8775	0.8775	0.8790	0.8764
S2	0.8753	0.8753	0.8784
S3	0.8689	0.8711	0.8778
S4	0.8625	0.8647	0.8761

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8862	0.8796	0.0066	0.7%	0.0012	0.1%	100%	True	False	4
10	0.8862	0.8760	0.0102	1.2%	0.0006	0.1%	100%	True	False	2

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	0.8862
2.618	0.8862
1.618	0.8862
1.000	0.8862
0.618	0.8862
HIGH	0.8862
0.618	0.8862
0.500	0.8862
0.382	0.8862
LOW	0.8862
0.618	0.8862
1.000	0.8862
1.618	0.8862
2.618	0.8862
4.250	0.8862

Fisher Pivots for day following 24-Feb-2014
Pivot	1 day	3 day
R1	0.8862	0.8851
PP	0.8862	0.8840
S1	0.8862	0.8829

Download as Excel Spreadsheet

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

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