CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 03-Jul-2014

Day Change Summary
	Previous	Current
	02-Jul-2014	03-Jul-2014	Change	Change %	Previous Week
Open	0.9376	0.9275	-0.0101	-1.1%	0.9320
High	0.9376	0.9284	-0.0092	-1.0%	0.9327
Low	0.9327	0.9227	-0.0100	-1.1%	0.9248
Close	0.9330	0.9251	-0.0079	-0.8%	0.9313
Range	0.0049	0.0057	0.0008	16.3%	0.0079
ATR	0.0042	0.0046	0.0004	10.4%	0.0000
Volume	90	70	-20	-22.2%	285

Daily Pivots for day following 03-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9425	0.9395	0.9282
R3	0.9368	0.9338	0.9267
R2	0.9311	0.9311	0.9261
R1	0.9281	0.9281	0.9256	0.9268
PP	0.9254	0.9254	0.9254	0.9247
S1	0.9224	0.9224	0.9246	0.9211
S2	0.9197	0.9197	0.9241
S3	0.9140	0.9167	0.9235
S4	0.9083	0.9110	0.9220

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	0.9394	0.9227	0.0167	1.8%	0.0051	0.5%	14%	False	True	45
10	0.9394	0.9227	0.0167	1.8%	0.0037	0.4%	14%	False	True	51
20	0.9394	0.9207	0.0187	2.0%	0.0032	0.3%	24%	False	False	36
40	0.9394	0.9087	0.0307	3.3%	0.0022	0.2%	53%	False	False	19
60	0.9394	0.9087	0.0307	3.3%	0.0018	0.2%	53%	False	False	14
80	0.9394	0.8817	0.0577	6.2%	0.0015	0.2%	75%	False	False	11
100	0.9394	0.8750	0.0644	7.0%	0.0012	0.1%	78%	False	False	9

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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9526
2.618	0.9433
1.618	0.9376
1.000	0.9341
0.618	0.9319
HIGH	0.9284
0.618	0.9262
0.500	0.9256
0.382	0.9249
LOW	0.9227
0.618	0.9192
1.000	0.9170
1.618	0.9135
2.618	0.9078
4.250	0.8985

Fisher Pivots for day following 03-Jul-2014
Pivot	1 day	3 day
R1	0.9256	0.9311
PP	0.9254	0.9291
S1	0.9253	0.9271

Download as Excel Spreadsheet

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

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