CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 26-Aug-2014

Day Change Summary
	Previous	Current
	25-Aug-2014	26-Aug-2014	Change	Change %	Previous Week
Open	0.9239	0.9222	-0.0017	-0.2%	0.9245
High	0.9250	0.9258	0.0008	0.1%	0.9267
Low	0.9219	0.9200	-0.0019	-0.2%	0.9159
Close	0.9227	0.9235	0.0008	0.1%	0.9244
Range	0.0031	0.0058	0.0027	87.1%	0.0108
ATR	0.0043	0.0044	0.0001	2.5%	0.0000
Volume	724	759	35	4.8%	3,354

Daily Pivots for day following 26-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9405	0.9378	0.9267
R3	0.9347	0.9320	0.9251
R2	0.9289	0.9289	0.9246
R1	0.9262	0.9262	0.9240	0.9276
PP	0.9231	0.9231	0.9231	0.9238
S1	0.9204	0.9204	0.9230	0.9218
S2	0.9173	0.9173	0.9224
S3	0.9115	0.9146	0.9219
S4	0.9057	0.9088	0.9203

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9547	0.9504	0.9303
R3	0.9439	0.9396	0.9274
R2	0.9331	0.9331	0.9264
R1	0.9288	0.9288	0.9254	0.9256
PP	0.9223	0.9223	0.9223	0.9207
S1	0.9180	0.9180	0.9234	0.9148
S2	0.9115	0.9115	0.9224
S3	0.9007	0.9072	0.9214
S4	0.8899	0.8964	0.9185

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9258	0.9159	0.0099	1.1%	0.0048	0.5%	77%	True	False	860
10	0.9267	0.9159	0.0108	1.2%	0.0042	0.5%	70%	False	False	593
20	0.9291	0.9159	0.0132	1.4%	0.0047	0.5%	58%	False	False	496
40	0.9394	0.9159	0.0235	2.5%	0.0043	0.5%	32%	False	False	329
60	0.9394	0.9133	0.0261	2.8%	0.0037	0.4%	39%	False	False	228
80	0.9394	0.9087	0.0307	3.3%	0.0031	0.3%	48%	False	False	172
100	0.9394	0.9087	0.0307	3.3%	0.0026	0.3%	48%	False	False	138
120	0.9394	0.8802	0.0592	6.4%	0.0023	0.2%	73%	False	False	115

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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9505
2.618	0.9410
1.618	0.9352
1.000	0.9316
0.618	0.9294
HIGH	0.9258
0.618	0.9236
0.500	0.9229
0.382	0.9222
LOW	0.9200
0.618	0.9164
1.000	0.9142
1.618	0.9106
2.618	0.9048
4.250	0.8954

Fisher Pivots for day following 26-Aug-2014
Pivot	1 day	3 day
R1	0.9233	0.9233
PP	0.9231	0.9231
S1	0.9229	0.9229

Download as Excel Spreadsheet

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

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