CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 14-Nov-2013

Day Change Summary
	Previous	Current
	13-Nov-2013	14-Nov-2013	Change	Change %	Previous Week
Open	0.9135	0.9131	-0.0004	0.0%	0.9308
High	0.9135	0.9131	-0.0004	0.0%	0.9335
Low	0.9135	0.9131	-0.0004	0.0%	0.9184
Close	0.9135	0.9131	-0.0004	0.0%	0.9184
Range
ATR	0.0036	0.0034	-0.0002	-6.4%	0.0000
Volume

Daily Pivots for day following 14-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9131	0.9131	0.9131
R3	0.9131	0.9131	0.9131
R2	0.9131	0.9131	0.9131
R1	0.9131	0.9131	0.9131	0.9131
PP	0.9131	0.9131	0.9131	0.9131
S1	0.9131	0.9131	0.9131	0.9131
S2	0.9131	0.9131	0.9131
S3	0.9131	0.9131	0.9131
S4	0.9131	0.9131	0.9131

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	0.9184	0.9109	0.0075	0.8%	0.0000	0.0%	29%	False	False
10	0.9335	0.9109	0.0226	2.5%	0.0000	0.0%	10%	False	False

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	0.9131
2.618	0.9131
1.618	0.9131
1.000	0.9131
0.618	0.9131
HIGH	0.9131
0.618	0.9131
0.500	0.9131
0.382	0.9131
LOW	0.9131
0.618	0.9131
1.000	0.9131
1.618	0.9131
2.618	0.9131
4.250	0.9131

Fisher Pivots for day following 14-Nov-2013
Pivot	1 day	3 day
R1	0.9131	0.9128
PP	0.9131	0.9125
S1	0.9131	0.9122

Download as Excel Spreadsheet

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

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