CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 22-Sep-2014

Day Change Summary
	Previous	Current
	19-Sep-2014	22-Sep-2014	Change	Change %	Previous Week
Open	0.8930	0.8877	-0.0053	-0.6%	0.8958
High	0.8941	0.8897	-0.0044	-0.5%	0.9055
Low	0.8866	0.8800	-0.0066	-0.7%	0.8866
Close	0.8878	0.8819	-0.0059	-0.7%	0.8878
Range	0.0075	0.0097	0.0022	29.3%	0.0189
ATR	0.0075	0.0077	0.0002	2.1%	0.0000
Volume	131,302	117,802	-13,500	-10.3%	660,582

Daily Pivots for day following 22-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9130	0.9071	0.8872
R3	0.9033	0.8974	0.8846
R2	0.8936	0.8936	0.8837
R1	0.8877	0.8877	0.8828	0.8858
PP	0.8839	0.8839	0.8839	0.8829
S1	0.8780	0.8780	0.8810	0.8761
S2	0.8742	0.8742	0.8801
S3	0.8645	0.8683	0.8792
S4	0.8548	0.8586	0.8766

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9500	0.9378	0.8982
R3	0.9311	0.9189	0.8930
R2	0.9122	0.9122	0.8913
R1	0.9000	0.9000	0.8895	0.8967
PP	0.8933	0.8933	0.8933	0.8916
S1	0.8811	0.8811	0.8861	0.8778
S2	0.8744	0.8744	0.8843
S3	0.8555	0.8622	0.8826
S4	0.8366	0.8433	0.8774

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9055	0.8800	0.0255	2.9%	0.0100	1.1%	7%	False	True	134,586
10	0.9226	0.8800	0.0426	4.8%	0.0098	1.1%	4%	False	True	110,685
20	0.9338	0.8800	0.0538	6.1%	0.0078	0.9%	4%	False	True	57,576
40	0.9338	0.8800	0.0538	6.1%	0.0062	0.7%	4%	False	True	29,004
60	0.9394	0.8800	0.0594	6.7%	0.0055	0.6%	3%	False	True	19,387
80	0.9394	0.8800	0.0594	6.7%	0.0046	0.5%	3%	False	True	14,547
100	0.9394	0.8800	0.0594	6.7%	0.0040	0.4%	3%	False	True	11,638
120	0.9394	0.8800	0.0594	6.7%	0.0034	0.4%	3%	False	True	9,699

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9309
2.618	0.9151
1.618	0.9054
1.000	0.8994
0.618	0.8957
HIGH	0.8897
0.618	0.8860
0.500	0.8849
0.382	0.8837
LOW	0.8800
0.618	0.8740
1.000	0.8703
1.618	0.8643
2.618	0.8546
4.250	0.8388

Fisher Pivots for day following 22-Sep-2014
Pivot	1 day	3 day
R1	0.8849	0.8871
PP	0.8839	0.8854
S1	0.8829	0.8836

Download as Excel Spreadsheet

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

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