CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 08-Nov-2013

Day Change Summary
	Previous	Current
	07-Nov-2013	08-Nov-2013	Change	Change %	Previous Week
Open	0.9266	0.9184	-0.0082	-0.9%	0.9308
High	0.9266	0.9184	-0.0082	-0.9%	0.9335
Low	0.9266	0.9184	-0.0082	-0.9%	0.9184
Close	0.9266	0.9184	-0.0082	-0.9%	0.9184
Range
ATR
Volume	1	1	0	0.0%	5

Daily Pivots for day following 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9184	0.9184	0.9184
R3	0.9184	0.9184	0.9184
R2	0.9184	0.9184	0.9184
R1	0.9184	0.9184	0.9184	0.9184
PP	0.9184	0.9184	0.9184	0.9184
S1	0.9184	0.9184	0.9184	0.9184
S2	0.9184	0.9184	0.9184
S3	0.9184	0.9184	0.9184
S4	0.9184	0.9184	0.9184

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9687	0.9587	0.9267
R3	0.9536	0.9436	0.9226
R2	0.9385	0.9385	0.9212
R1	0.9285	0.9285	0.9198	0.9260
PP	0.9234	0.9234	0.9234	0.9222
S1	0.9134	0.9134	0.9170	0.9109
S2	0.9083	0.9083	0.9156
S3	0.8932	0.8983	0.9142
S4	0.8781	0.8832	0.9101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9335	0.9184	0.0151	1.6%	0.0000	0.0%	0%	False	True	1
10	0.9379	0.9184	0.0195	2.1%	0.0000	0.0%	0%	False	True	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	0.9184
2.618	0.9184
1.618	0.9184
1.000	0.9184
0.618	0.9184
HIGH	0.9184
0.618	0.9184
0.500	0.9184
0.382	0.9184
LOW	0.9184
0.618	0.9184
1.000	0.9184
1.618	0.9184
2.618	0.9184
4.250	0.9184

Fisher Pivots for day following 08-Nov-2013
Pivot	1 day	3 day
R1	0.9184	0.9260
PP	0.9184	0.9234
S1	0.9184	0.9209

Download as Excel Spreadsheet

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

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