CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 28-Oct-2013

Day Change Summary
	Previous	Current
	25-Oct-2013	28-Oct-2013	Change	Change %	Previous Week
Open	0.9584	0.9557	-0.0027	-0.3%	0.9632
High	0.9592	0.9592	0.0000	0.0%	0.9725
Low	0.9541	0.9525	-0.0016	-0.2%	0.9539
Close	0.9552	0.9549	-0.0003	0.0%	0.9552
Range	0.0051	0.0067	0.0016	31.4%	0.0186
ATR	0.0083	0.0082	-0.0001	-1.4%	0.0000
Volume	60,985	53,544	-7,441	-12.2%	380,305

Daily Pivots for day following 28-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9756	0.9720	0.9586
R3	0.9689	0.9653	0.9567
R2	0.9622	0.9622	0.9561
R1	0.9586	0.9586	0.9555	0.9571
PP	0.9555	0.9555	0.9555	0.9548
S1	0.9519	0.9519	0.9543	0.9504
S2	0.9488	0.9488	0.9537
S3	0.9421	0.9452	0.9531
S4	0.9354	0.9385	0.9512

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0163	1.0044	0.9654
R3	0.9977	0.9858	0.9603
R2	0.9791	0.9791	0.9586
R1	0.9672	0.9672	0.9569	0.9639
PP	0.9605	0.9605	0.9605	0.9589
S1	0.9486	0.9486	0.9535	0.9453
S2	0.9419	0.9419	0.9518
S3	0.9233	0.9300	0.9501
S4	0.9047	0.9114	0.9450

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9725	0.9525	0.0200	2.1%	0.0091	1.0%	12%	False	True	75,517
10	0.9725	0.9439	0.0286	3.0%	0.0083	0.9%	38%	False	False	70,594
20	0.9725	0.9242	0.0483	5.1%	0.0078	0.8%	64%	False	False	69,886
40	0.9725	0.8864	0.0861	9.0%	0.0086	0.9%	80%	False	False	61,854
60	0.9725	0.8769	0.0956	10.0%	0.0089	0.9%	82%	False	False	41,640
80	0.9725	0.8769	0.0956	10.0%	0.0094	1.0%	82%	False	False	31,326
100	0.9725	0.8769	0.0956	10.0%	0.0097	1.0%	82%	False	False	25,080
120	1.0000	0.8769	0.1231	12.9%	0.0093	1.0%	63%	False	False	20,901

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9877
2.618	0.9767
1.618	0.9700
1.000	0.9659
0.618	0.9633
HIGH	0.9592
0.618	0.9566
0.500	0.9559
0.382	0.9551
LOW	0.9525
0.618	0.9484
1.000	0.9458
1.618	0.9417
2.618	0.9350
4.250	0.9240

Fisher Pivots for day following 28-Oct-2013
Pivot	1 day	3 day
R1	0.9559	0.9582
PP	0.9555	0.9571
S1	0.9552	0.9560

Download as Excel Spreadsheet

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

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