CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 29-Oct-2013

Day Change Summary
	Previous	Current
	28-Oct-2013	29-Oct-2013	Change	Change %	Previous Week
Open	0.9557	0.9542	-0.0015	-0.2%	0.9632
High	0.9592	0.9549	-0.0043	-0.4%	0.9725
Low	0.9525	0.9443	-0.0082	-0.9%	0.9539
Close	0.9549	0.9452	-0.0097	-1.0%	0.9552
Range	0.0067	0.0106	0.0039	58.2%	0.0186
ATR	0.0082	0.0084	0.0002	2.1%	0.0000
Volume	53,544	83,887	30,343	56.7%	380,305

Daily Pivots for day following 29-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9799	0.9732	0.9510
R3	0.9693	0.9626	0.9481
R2	0.9587	0.9587	0.9471
R1	0.9520	0.9520	0.9462	0.9501
PP	0.9481	0.9481	0.9481	0.9472
S1	0.9414	0.9414	0.9442	0.9395
S2	0.9375	0.9375	0.9433
S3	0.9269	0.9308	0.9423
S4	0.9163	0.9202	0.9394

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	0.9443	0.0282	3.0%	0.0095	1.0%	3%	False	True	76,832
10	0.9725	0.9443	0.0282	3.0%	0.0086	0.9%	3%	False	True	72,050
20	0.9725	0.9287	0.0438	4.6%	0.0076	0.8%	38%	False	False	69,125
40	0.9725	0.8976	0.0749	7.9%	0.0085	0.9%	64%	False	False	63,824
60	0.9725	0.8830	0.0895	9.5%	0.0089	0.9%	69%	False	False	43,032
80	0.9725	0.8769	0.0956	10.1%	0.0094	1.0%	71%	False	False	32,371
100	0.9725	0.8769	0.0956	10.1%	0.0097	1.0%	71%	False	False	25,919
120	0.9947	0.8769	0.1178	12.5%	0.0093	1.0%	58%	False	False	21,600

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0000
2.618	0.9827
1.618	0.9721
1.000	0.9655
0.618	0.9615
HIGH	0.9549
0.618	0.9509
0.500	0.9496
0.382	0.9483
LOW	0.9443
0.618	0.9377
1.000	0.9337
1.618	0.9271
2.618	0.9165
4.250	0.8993

Fisher Pivots for day following 29-Oct-2013
Pivot	1 day	3 day
R1	0.9496	0.9518
PP	0.9481	0.9496
S1	0.9467	0.9474

Download as Excel Spreadsheet

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

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