CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 18-Jul-2014

Day Change Summary
	Previous	Current
	17-Jul-2014	18-Jul-2014	Change	Change %	Previous Week
Open	0.9280	0.9244	-0.0036	-0.4%	0.9293
High	0.9296	0.9317	0.0021	0.2%	0.9317
Low	0.9254	0.9243	-0.0011	-0.1%	0.9238
Close	0.9282	0.9303	0.0021	0.2%	0.9303
Range	0.0042	0.0074	0.0032	76.2%	0.0079
ATR	0.0041	0.0043	0.0002	5.8%	0.0000
Volume	141	131	-10	-7.1%	984

Daily Pivots for day following 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9510	0.9480	0.9344
R3	0.9436	0.9406	0.9323
R2	0.9362	0.9362	0.9317
R1	0.9332	0.9332	0.9310	0.9347
PP	0.9288	0.9288	0.9288	0.9295
S1	0.9258	0.9258	0.9296	0.9273
S2	0.9214	0.9214	0.9289
S3	0.9140	0.9184	0.9283
S4	0.9066	0.9110	0.9262

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9523	0.9492	0.9346
R3	0.9444	0.9413	0.9325
R2	0.9365	0.9365	0.9317
R1	0.9334	0.9334	0.9310	0.9350
PP	0.9286	0.9286	0.9286	0.9294
S1	0.9255	0.9255	0.9296	0.9271
S2	0.9207	0.9207	0.9289
S3	0.9128	0.9176	0.9281
S4	0.9049	0.9097	0.9260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9317	0.9238	0.0079	0.8%	0.0041	0.4%	82%	True	False	196
10	0.9325	0.9238	0.0087	0.9%	0.0037	0.4%	75%	False	False	209
20	0.9394	0.9227	0.0167	1.8%	0.0037	0.4%	46%	False	False	130
40	0.9394	0.9089	0.0305	3.3%	0.0028	0.3%	70%	False	False	71
60	0.9394	0.9087	0.0307	3.3%	0.0023	0.2%	70%	False	False	48
80	0.9394	0.9061	0.0333	3.6%	0.0019	0.2%	73%	False	False	37
100	0.9394	0.8750	0.0644	6.9%	0.0016	0.2%	86%	False	False	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9632
2.618	0.9511
1.618	0.9437
1.000	0.9391
0.618	0.9363
HIGH	0.9317
0.618	0.9289
0.500	0.9280
0.382	0.9271
LOW	0.9243
0.618	0.9197
1.000	0.9169
1.618	0.9123
2.618	0.9049
4.250	0.8929

Fisher Pivots for day following 18-Jul-2014
Pivot	1 day	3 day
R1	0.9295	0.9295
PP	0.9288	0.9286
S1	0.9280	0.9278

Download as Excel Spreadsheet

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

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