CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 01-Oct-2014

Day Change Summary
	Previous	Current
	30-Sep-2014	01-Oct-2014	Change	Change %	Previous Week
Open	0.8668	0.8699	0.0031	0.4%	0.8877
High	0.8720	0.8702	-0.0018	-0.2%	0.8897
Low	0.8645	0.8617	-0.0028	-0.3%	0.8698
Close	0.8697	0.8680	-0.0017	-0.2%	0.8710
Range	0.0075	0.0085	0.0010	13.3%	0.0199
ATR	0.0077	0.0078	0.0001	0.7%	0.0000
Volume	140,091	155,217	15,126	10.8%	647,553

Daily Pivots for day following 01-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8921	0.8886	0.8727
R3	0.8836	0.8801	0.8703
R2	0.8751	0.8751	0.8696
R1	0.8716	0.8716	0.8688	0.8691
PP	0.8666	0.8666	0.8666	0.8654
S1	0.8631	0.8631	0.8672	0.8606
S2	0.8581	0.8581	0.8664
S3	0.8496	0.8546	0.8657
S4	0.8411	0.8461	0.8633

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	0.8830	0.8617	0.0213	2.5%	0.0081	0.9%	30%	False	True	138,839
10	0.8942	0.8617	0.0325	3.7%	0.0080	0.9%	19%	False	True	132,648
20	0.9338	0.8617	0.0721	8.3%	0.0088	1.0%	9%	False	True	104,450
40	0.9338	0.8617	0.0721	8.3%	0.0068	0.8%	9%	False	True	52,744
60	0.9364	0.8617	0.0747	8.6%	0.0059	0.7%	8%	False	True	35,237
80	0.9394	0.8617	0.0777	9.0%	0.0053	0.6%	8%	False	True	26,443
100	0.9394	0.8617	0.0777	9.0%	0.0045	0.5%	8%	False	True	21,155
120	0.9394	0.8617	0.0777	9.0%	0.0038	0.4%	8%	False	True	17,630

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9063
2.618	0.8925
1.618	0.8840
1.000	0.8787
0.618	0.8755
HIGH	0.8702
0.618	0.8670
0.500	0.8660
0.382	0.8649
LOW	0.8617
0.618	0.8564
1.000	0.8532
1.618	0.8479
2.618	0.8394
4.250	0.8256

Fisher Pivots for day following 01-Oct-2014
Pivot	1 day	3 day
R1	0.8673	0.8676
PP	0.8666	0.8672
S1	0.8660	0.8669

Download as Excel Spreadsheet

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

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