CME Australian Dollar Future December 2014

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

Day Change Summary
	Previous	Current
	25-Feb-2014	26-Feb-2014	Change	Change %	Previous Week
Open	0.8841	0.8785	-0.0056	-0.6%	0.8851
High	0.8841	0.8785	-0.0056	-0.6%	0.8860
Low	0.8841	0.8785	-0.0056	-0.6%	0.8796
Close	0.8841	0.8785	-0.0056	-0.6%	0.8796
Range
ATR	0.0039	0.0040	0.0001	3.2%	0.0000
Volume	10	10	0	0.0%	13

Daily Pivots for day following 26-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8785	0.8785	0.8785
R3	0.8785	0.8785	0.8785
R2	0.8785	0.8785	0.8785
R1	0.8785	0.8785	0.8785	0.8785
PP	0.8785	0.8785	0.8785	0.8785
S1	0.8785	0.8785	0.8785	0.8785
S2	0.8785	0.8785	0.8785
S3	0.8785	0.8785	0.8785
S4	0.8785	0.8785	0.8785

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	0.8785	0.0077	0.9%	0.0012	0.1%	0%	False	True	8
10	0.8862	0.8785	0.0077	0.9%	0.0006	0.1%	0%	False	True	4

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	0.8785
2.618	0.8785
1.618	0.8785
1.000	0.8785
0.618	0.8785
HIGH	0.8785
0.618	0.8785
0.500	0.8785
0.382	0.8785
LOW	0.8785
0.618	0.8785
1.000	0.8785
1.618	0.8785
2.618	0.8785
4.250	0.8785

Fisher Pivots for day following 26-Feb-2014
Pivot	1 day	3 day
R1	0.8785	0.8824
PP	0.8785	0.8811
S1	0.8785	0.8798

Download as Excel Spreadsheet

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

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