CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 22-Jul-2014

Day Change Summary
	Previous	Current
	21-Jul-2014	22-Jul-2014	Change	Change %	Previous Week
Open	0.9291	0.9274	-0.0017	-0.2%	0.9293
High	0.9291	0.9326	0.0035	0.4%	0.9317
Low	0.9278	0.9274	-0.0004	0.0%	0.9238
Close	0.9286	0.9298	0.0012	0.1%	0.9303
Range	0.0013	0.0052	0.0039	300.0%	0.0079
ATR	0.0042	0.0043	0.0001	1.7%	0.0000
Volume	92	18	-74	-80.4%	984

Daily Pivots for day following 22-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9455	0.9429	0.9327
R3	0.9403	0.9377	0.9312
R2	0.9351	0.9351	0.9308
R1	0.9325	0.9325	0.9303	0.9338
PP	0.9299	0.9299	0.9299	0.9306
S1	0.9273	0.9273	0.9293	0.9286
S2	0.9247	0.9247	0.9288
S3	0.9195	0.9221	0.9284
S4	0.9143	0.9169	0.9269

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	0.9326	0.9238	0.0088	0.9%	0.0043	0.5%	68%	True	False	110
10	0.9326	0.9238	0.0088	0.9%	0.0038	0.4%	68%	True	False	167
20	0.9394	0.9227	0.0167	1.8%	0.0037	0.4%	43%	False	False	125
40	0.9394	0.9095	0.0299	3.2%	0.0028	0.3%	68%	False	False	74
60	0.9394	0.9087	0.0307	3.3%	0.0023	0.3%	69%	False	False	50
80	0.9394	0.9061	0.0333	3.6%	0.0019	0.2%	71%	False	False	38
100	0.9394	0.8750	0.0644	6.9%	0.0016	0.2%	85%	False	False	31
120	0.9394	0.8565	0.0829	8.9%	0.0015	0.2%	88%	False	False	26

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9547
2.618	0.9462
1.618	0.9410
1.000	0.9378
0.618	0.9358
HIGH	0.9326
0.618	0.9306
0.500	0.9300
0.382	0.9294
LOW	0.9274
0.618	0.9242
1.000	0.9222
1.618	0.9190
2.618	0.9138
4.250	0.9053

Fisher Pivots for day following 22-Jul-2014
Pivot	1 day	3 day
R1	0.9300	0.9294
PP	0.9299	0.9289
S1	0.9299	0.9285

Download as Excel Spreadsheet

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

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