CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 17-Jun-2014

Day Change Summary
	Previous	Current
	16-Jun-2014	17-Jun-2014	Change	Change %	Previous Week
Open	0.9277	0.9272	-0.0005	-0.1%	0.9234
High	0.9279	0.9272	-0.0007	-0.1%	0.9305
Low	0.9277	0.9218	-0.0059	-0.6%	0.9228
Close	0.9279	0.9220	-0.0059	-0.6%	0.9279
Range	0.0002	0.0054	0.0052	2,600.0%	0.0077
ATR	0.0033	0.0035	0.0002	6.3%	0.0000
Volume	21	14	-7	-33.3%	112

Daily Pivots for day following 17-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9399	0.9363	0.9250
R3	0.9345	0.9309	0.9235
R2	0.9291	0.9291	0.9230
R1	0.9255	0.9255	0.9225	0.9246
PP	0.9237	0.9237	0.9237	0.9232
S1	0.9201	0.9201	0.9215	0.9192
S2	0.9183	0.9183	0.9210
S3	0.9129	0.9147	0.9205
S4	0.9075	0.9093	0.9190

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9502	0.9467	0.9321
R3	0.9425	0.9390	0.9300
R2	0.9348	0.9348	0.9293
R1	0.9313	0.9313	0.9286	0.9331
PP	0.9271	0.9271	0.9271	0.9279
S1	0.9236	0.9236	0.9272	0.9254
S2	0.9194	0.9194	0.9265
S3	0.9117	0.9159	0.9258
S4	0.9040	0.9082	0.9237

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9305	0.9218	0.0087	0.9%	0.0030	0.3%	2%	False	True	23
10	0.9305	0.9145	0.0160	1.7%	0.0020	0.2%	47%	False	False	15
20	0.9305	0.9087	0.0218	2.4%	0.0019	0.2%	61%	False	False	9
40	0.9305	0.9087	0.0218	2.4%	0.0014	0.1%	61%	False	False	6
60	0.9305	0.8964	0.0341	3.7%	0.0011	0.1%	75%	False	False	5
80	0.9305	0.8750	0.0555	6.0%	0.0009	0.1%	85%	False	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0001
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9502
2.618	0.9413
1.618	0.9359
1.000	0.9326
0.618	0.9305
HIGH	0.9272
0.618	0.9251
0.500	0.9245
0.382	0.9239
LOW	0.9218
0.618	0.9185
1.000	0.9164
1.618	0.9131
2.618	0.9077
4.250	0.8989

Fisher Pivots for day following 17-Jun-2014
Pivot	1 day	3 day
R1	0.9245	0.9250
PP	0.9237	0.9240
S1	0.9228	0.9230

Download as Excel Spreadsheet

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

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