CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 29-Sep-2014

Day Change Summary
	Previous	Current
	26-Sep-2014	29-Sep-2014	Change	Change %	Previous Week
Open	0.8740	0.8706	-0.0034	-0.4%	0.8877
High	0.8764	0.8709	-0.0055	-0.6%	0.8897
Low	0.8698	0.8636	-0.0062	-0.7%	0.8698
Close	0.8710	0.8678	-0.0032	-0.4%	0.8710
Range	0.0066	0.0073	0.0007	10.6%	0.0199
ATR	0.0078	0.0078	0.0000	-0.4%	0.0000
Volume	120,373	126,684	6,311	5.2%	647,553

Daily Pivots for day following 29-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8893	0.8859	0.8718
R3	0.8820	0.8786	0.8698
R2	0.8747	0.8747	0.8691
R1	0.8713	0.8713	0.8685	0.8694
PP	0.8674	0.8674	0.8674	0.8665
S1	0.8640	0.8640	0.8671	0.8621
S2	0.8601	0.8601	0.8665
S3	0.8528	0.8567	0.8658
S4	0.8455	0.8494	0.8638

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9365	0.9237	0.8819
R3	0.9166	0.9038	0.8765
R2	0.8967	0.8967	0.8746
R1	0.8839	0.8839	0.8728	0.8804
PP	0.8768	0.8768	0.8768	0.8751
S1	0.8640	0.8640	0.8692	0.8605
S2	0.8569	0.8569	0.8674
S3	0.8370	0.8441	0.8655
S4	0.8171	0.8242	0.8601

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8873	0.8636	0.0237	2.7%	0.0080	0.9%	18%	False	True	131,287
10	0.9055	0.8636	0.0419	4.8%	0.0090	1.0%	10%	False	True	132,936
20	0.9338	0.8636	0.0702	8.1%	0.0088	1.0%	6%	False	True	90,146
40	0.9338	0.8636	0.0702	8.1%	0.0066	0.8%	6%	False	True	45,376
60	0.9364	0.8636	0.0728	8.4%	0.0057	0.7%	6%	False	True	30,324
80	0.9394	0.8636	0.0758	8.7%	0.0051	0.6%	6%	False	True	22,752
100	0.9394	0.8636	0.0758	8.7%	0.0043	0.5%	6%	False	True	18,202
120	0.9394	0.8636	0.0758	8.7%	0.0037	0.4%	6%	False	True	15,169

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9019
2.618	0.8900
1.618	0.8827
1.000	0.8782
0.618	0.8754
HIGH	0.8709
0.618	0.8681
0.500	0.8673
0.382	0.8664
LOW	0.8636
0.618	0.8591
1.000	0.8563
1.618	0.8518
2.618	0.8445
4.250	0.8326

Fisher Pivots for day following 29-Sep-2014
Pivot	1 day	3 day
R1	0.8676	0.8733
PP	0.8674	0.8715
S1	0.8673	0.8696

Download as Excel Spreadsheet

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

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