CME Australian Dollar Future December 2013

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

Day Change Summary
	Previous	Current
	27-Nov-2013	29-Nov-2013	Change	Change %	Previous Week
Open	0.9115	0.9115	0.0000	0.0%	0.9154
High	0.9127	0.9140	0.0013	0.1%	0.9193
Low	0.9054	0.9045	-0.0009	-0.1%	0.9045
Close	0.9065	0.9092	0.0027	0.3%	0.9092
Range	0.0073	0.0095	0.0022	30.1%	0.0148
ATR	0.0090	0.0090	0.0000	0.4%	0.0000
Volume	76,007	96,228	20,221	26.6%	350,467

Daily Pivots for day following 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9377	0.9330	0.9144
R3	0.9282	0.9235	0.9118
R2	0.9187	0.9187	0.9109
R1	0.9140	0.9140	0.9101	0.9116
PP	0.9092	0.9092	0.9092	0.9081
S1	0.9045	0.9045	0.9083	0.9021
S2	0.8997	0.8997	0.9075
S3	0.8902	0.8950	0.9066
S4	0.8807	0.8855	0.9040

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9554	0.9471	0.9173
R3	0.9406	0.9323	0.9133
R2	0.9258	0.9258	0.9119
R1	0.9175	0.9175	0.9106	0.9143
PP	0.9110	0.9110	0.9110	0.9094
S1	0.9027	0.9027	0.9078	0.8995
S2	0.8962	0.8962	0.9065
S3	0.8814	0.8879	0.9051
S4	0.8666	0.8731	0.9011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9236	0.9045	0.0191	2.1%	0.0092	1.0%	25%	False	True	90,746
10	0.9432	0.9045	0.0387	4.3%	0.0095	1.0%	12%	False	True	89,435
20	0.9518	0.9045	0.0473	5.2%	0.0090	1.0%	10%	False	True	84,899
40	0.9725	0.9045	0.0680	7.5%	0.0084	0.9%	7%	False	True	77,794
60	0.9725	0.9045	0.0680	7.5%	0.0086	0.9%	7%	False	True	73,478
80	0.9725	0.8830	0.0895	9.8%	0.0089	1.0%	29%	False	False	55,721
100	0.9725	0.8769	0.0956	10.5%	0.0093	1.0%	34%	False	False	44,664
120	0.9725	0.8769	0.0956	10.5%	0.0096	1.1%	34%	False	False	37,240

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9544
2.618	0.9389
1.618	0.9294
1.000	0.9235
0.618	0.9199
HIGH	0.9140
0.618	0.9104
0.500	0.9093
0.382	0.9081
LOW	0.9045
0.618	0.8986
1.000	0.8950
1.618	0.8891
2.618	0.8796
4.250	0.8641

Fisher Pivots for day following 29-Nov-2013
Pivot	1 day	3 day
R1	0.9093	0.9119
PP	0.9092	0.9110
S1	0.9092	0.9101

Download as Excel Spreadsheet

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

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