CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 25-Jun-2014

Day Change Summary
	Previous	Current
	24-Jun-2014	25-Jun-2014	Change	Change %	Previous Week
Open	0.9261	0.9248	-0.0013	-0.1%	0.9277
High	0.9270	0.9287	0.0017	0.2%	0.9310
Low	0.9254	0.9248	-0.0006	-0.1%	0.9217
Close	0.9264	0.9287	0.0023	0.2%	0.9271
Range	0.0016	0.0039	0.0023	143.8%	0.0093
ATR	0.0039	0.0039	0.0000	-0.1%	0.0000
Volume	44	16	-28	-63.6%	128

Daily Pivots for day following 25-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9391	0.9378	0.9308
R3	0.9352	0.9339	0.9298
R2	0.9313	0.9313	0.9294
R1	0.9300	0.9300	0.9291	0.9307
PP	0.9274	0.9274	0.9274	0.9277
S1	0.9261	0.9261	0.9283	0.9268
S2	0.9235	0.9235	0.9280
S3	0.9196	0.9222	0.9276
S4	0.9157	0.9183	0.9266

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9545	0.9501	0.9322
R3	0.9452	0.9408	0.9297
R2	0.9359	0.9359	0.9288
R1	0.9315	0.9315	0.9280	0.9291
PP	0.9266	0.9266	0.9266	0.9254
S1	0.9222	0.9222	0.9262	0.9198
S2	0.9173	0.9173	0.9254
S3	0.9080	0.9129	0.9245
S4	0.8987	0.9036	0.9220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9327	0.9248	0.0079	0.9%	0.0027	0.3%	49%	False	True	61
10	0.9327	0.9217	0.0110	1.2%	0.0033	0.4%	64%	False	False	43
20	0.9327	0.9122	0.0205	2.2%	0.0022	0.2%	80%	False	False	24
40	0.9327	0.9087	0.0240	2.6%	0.0018	0.2%	83%	False	False	14
60	0.9327	0.9061	0.0266	2.9%	0.0014	0.2%	85%	False	False	10
80	0.9327	0.8773	0.0554	6.0%	0.0011	0.1%	93%	False	False	8
100	0.9327	0.8573	0.0754	8.1%	0.0011	0.1%	95%	False	False	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9453
2.618	0.9389
1.618	0.9350
1.000	0.9326
0.618	0.9311
HIGH	0.9287
0.618	0.9272
0.500	0.9268
0.382	0.9263
LOW	0.9248
0.618	0.9224
1.000	0.9209
1.618	0.9185
2.618	0.9146
4.250	0.9082

Fisher Pivots for day following 25-Jun-2014
Pivot	1 day	3 day
R1	0.9281	0.9288
PP	0.9274	0.9287
S1	0.9268	0.9287

Download as Excel Spreadsheet

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

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