CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 30-Sep-2014

Day Change Summary
	Previous	Current
	29-Sep-2014	30-Sep-2014	Change	Change %	Previous Week
Open	0.8706	0.8668	-0.0038	-0.4%	0.8877
High	0.8709	0.8720	0.0011	0.1%	0.8897
Low	0.8636	0.8645	0.0009	0.1%	0.8698
Close	0.8678	0.8697	0.0019	0.2%	0.8710
Range	0.0073	0.0075	0.0002	2.7%	0.0199
ATR	0.0078	0.0077	0.0000	-0.2%	0.0000
Volume	126,684	140,091	13,407	10.6%	647,553

Daily Pivots for day following 30-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8912	0.8880	0.8738
R3	0.8837	0.8805	0.8718
R2	0.8762	0.8762	0.8711
R1	0.8730	0.8730	0.8704	0.8746
PP	0.8687	0.8687	0.8687	0.8696
S1	0.8655	0.8655	0.8690	0.8671
S2	0.8612	0.8612	0.8683
S3	0.8537	0.8580	0.8676
S4	0.8462	0.8505	0.8656

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	0.8844	0.8636	0.0208	2.4%	0.0076	0.9%	29%	False	False	130,770
10	0.9030	0.8636	0.0394	4.5%	0.0085	1.0%	15%	False	False	133,148
20	0.9338	0.8636	0.0702	8.1%	0.0088	1.0%	9%	False	False	96,973
40	0.9338	0.8636	0.0702	8.1%	0.0067	0.8%	9%	False	False	48,865
60	0.9364	0.8636	0.0728	8.4%	0.0058	0.7%	8%	False	False	32,653
80	0.9394	0.8636	0.0758	8.7%	0.0052	0.6%	8%	False	False	24,503
100	0.9394	0.8636	0.0758	8.7%	0.0044	0.5%	8%	False	False	19,603
120	0.9394	0.8636	0.0758	8.7%	0.0038	0.4%	8%	False	False	16,336

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	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9039
2.618	0.8916
1.618	0.8841
1.000	0.8795
0.618	0.8766
HIGH	0.8720
0.618	0.8691
0.500	0.8683
0.382	0.8674
LOW	0.8645
0.618	0.8599
1.000	0.8570
1.618	0.8524
2.618	0.8449
4.250	0.8326

Fisher Pivots for day following 30-Sep-2014
Pivot	1 day	3 day
R1	0.8692	0.8700
PP	0.8687	0.8699
S1	0.8683	0.8698

Download as Excel Spreadsheet

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

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