CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 07-Nov-2013

Day Change Summary
	Previous	Current
	06-Nov-2013	07-Nov-2013	Change	Change %	Previous Week
Open	0.9335	0.9266	-0.0069	-0.7%	0.9379
High	0.9335	0.9266	-0.0069	-0.7%	0.9379
Low	0.9335	0.9266	-0.0069	-0.7%	0.9239
Close	0.9335	0.9266	-0.0069	-0.7%	0.9239
Range
ATR
Volume	1	1	0	0.0%	5

Daily Pivots for day following 07-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9266	0.9266	0.9266
R3	0.9266	0.9266	0.9266
R2	0.9266	0.9266	0.9266
R1	0.9266	0.9266	0.9266	0.9266
PP	0.9266	0.9266	0.9266	0.9266
S1	0.9266	0.9266	0.9266	0.9266
S2	0.9266	0.9266	0.9266
S3	0.9266	0.9266	0.9266
S4	0.9266	0.9266	0.9266

Weekly Pivots for week ending 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9706	0.9612	0.9316
R3	0.9566	0.9472	0.9278
R2	0.9426	0.9426	0.9265
R1	0.9332	0.9332	0.9252	0.9309
PP	0.9286	0.9286	0.9286	0.9274
S1	0.9192	0.9192	0.9226	0.9169
S2	0.9146	0.9146	0.9213
S3	0.9006	0.9052	0.9201
S4	0.8866	0.8912	0.9162

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9335	0.9239	0.0096	1.0%	0.0000	0.0%	28%	False	False	1
10	0.9382	0.9239	0.0143	1.5%	0.0000	0.0%	19%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.9266
2.618	0.9266
1.618	0.9266
1.000	0.9266
0.618	0.9266
HIGH	0.9266
0.618	0.9266
0.500	0.9266
0.382	0.9266
LOW	0.9266
0.618	0.9266
1.000	0.9266
1.618	0.9266
2.618	0.9266
4.250	0.9266

Fisher Pivots for day following 07-Nov-2013
Pivot	1 day	3 day
R1	0.9266	0.9301
PP	0.9266	0.9289
S1	0.9266	0.9278

Download as Excel Spreadsheet

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

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