CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 27-Jun-2014

Day Change Summary
	Previous	Current
	26-Jun-2014	27-Jun-2014	Change	Change %	Previous Week
Open	0.9293	0.9325	0.0032	0.3%	0.9320
High	0.9301	0.9327	0.0026	0.3%	0.9327
Low	0.9293	0.9303	0.0010	0.1%	0.9248
Close	0.9297	0.9313	0.0016	0.2%	0.9313
Range	0.0008	0.0024	0.0016	200.0%	0.0079
ATR	0.0038	0.0037	-0.0001	-1.4%	0.0000
Volume	13	25	12	92.3%	285

Daily Pivots for day following 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9386	0.9374	0.9326
R3	0.9362	0.9350	0.9320
R2	0.9338	0.9338	0.9317
R1	0.9326	0.9326	0.9315	0.9320
PP	0.9314	0.9314	0.9314	0.9312
S1	0.9302	0.9302	0.9311	0.9296
S2	0.9290	0.9290	0.9309
S3	0.9266	0.9278	0.9306
S4	0.9242	0.9254	0.9300

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9533	0.9502	0.9356
R3	0.9454	0.9423	0.9335
R2	0.9375	0.9375	0.9327
R1	0.9344	0.9344	0.9320	0.9320
PP	0.9296	0.9296	0.9296	0.9284
S1	0.9265	0.9265	0.9306	0.9241
S2	0.9217	0.9217	0.9299
S3	0.9138	0.9186	0.9291
S4	0.9059	0.9107	0.9270

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	0.8%	0.0023	0.2%	82%	True	False	57
10	0.9327	0.9217	0.0110	1.2%	0.0028	0.3%	87%	True	False	41
20	0.9327	0.9122	0.0205	2.2%	0.0023	0.2%	93%	True	False	26
40	0.9327	0.9087	0.0240	2.6%	0.0018	0.2%	94%	True	False	15
60	0.9327	0.9061	0.0266	2.9%	0.0015	0.2%	95%	True	False	11
80	0.9327	0.8802	0.0525	5.6%	0.0012	0.1%	97%	True	False	8
100	0.9327	0.8722	0.0605	6.5%	0.0010	0.1%	98%	True	False	7

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	0.0002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9429
2.618	0.9390
1.618	0.9366
1.000	0.9351
0.618	0.9342
HIGH	0.9327
0.618	0.9318
0.500	0.9315
0.382	0.9312
LOW	0.9303
0.618	0.9288
1.000	0.9279
1.618	0.9264
2.618	0.9240
4.250	0.9201

Fisher Pivots for day following 27-Jun-2014
Pivot	1 day	3 day
R1	0.9315	0.9305
PP	0.9314	0.9296
S1	0.9314	0.9288

Download as Excel Spreadsheet

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

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