CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 10-Jul-2014

Day Change Summary
	Previous	Current
	09-Jul-2014	10-Jul-2014	Change	Change %	Previous Week
Open	0.9309	0.9325	0.0016	0.2%	0.9300
High	0.9319	0.9325	0.0006	0.1%	0.9394
Low	0.9288	0.9269	-0.0019	-0.2%	0.9227
Close	0.9319	0.9294	-0.0025	-0.3%	0.9251
Range	0.0031	0.0056	0.0025	80.6%	0.0167
ATR	0.0043	0.0044	0.0001	2.1%	0.0000
Volume	320	107	-213	-66.6%	202

Daily Pivots for day following 10-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9464	0.9435	0.9325
R3	0.9408	0.9379	0.9309
R2	0.9352	0.9352	0.9304
R1	0.9323	0.9323	0.9299	0.9310
PP	0.9296	0.9296	0.9296	0.9289
S1	0.9267	0.9267	0.9289	0.9254
S2	0.9240	0.9240	0.9284
S3	0.9184	0.9211	0.9279
S4	0.9128	0.9155	0.9263

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9792	0.9688	0.9343
R3	0.9625	0.9521	0.9297
R2	0.9458	0.9458	0.9282
R1	0.9354	0.9354	0.9266	0.9323
PP	0.9291	0.9291	0.9291	0.9275
S1	0.9187	0.9187	0.9236	0.9156
S2	0.9124	0.9124	0.9220
S3	0.8957	0.9020	0.9205
S4	0.8790	0.8853	0.9159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9325	0.9227	0.0098	1.1%	0.0038	0.4%	68%	True	False	206
10	0.9394	0.9227	0.0167	1.8%	0.0040	0.4%	40%	False	False	120
20	0.9394	0.9217	0.0177	1.9%	0.0036	0.4%	44%	False	False	81
40	0.9394	0.9087	0.0307	3.3%	0.0025	0.3%	67%	False	False	43
60	0.9394	0.9087	0.0307	3.3%	0.0019	0.2%	67%	False	False	30
80	0.9394	0.8875	0.0519	5.6%	0.0016	0.2%	81%	False	False	23
100	0.9394	0.8750	0.0644	6.9%	0.0014	0.1%	84%	False	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9563
2.618	0.9472
1.618	0.9416
1.000	0.9381
0.618	0.9360
HIGH	0.9325
0.618	0.9304
0.500	0.9297
0.382	0.9290
LOW	0.9269
0.618	0.9234
1.000	0.9213
1.618	0.9178
2.618	0.9122
4.250	0.9031

Fisher Pivots for day following 10-Jul-2014
Pivot	1 day	3 day
R1	0.9297	0.9297
PP	0.9296	0.9296
S1	0.9295	0.9295

Download as Excel Spreadsheet

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

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