CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 06-Oct-2014

Day Change Summary
	Previous	Current
	03-Oct-2014	06-Oct-2014	Change	Change %	Previous Week
Open	0.8759	0.8631	-0.0128	-1.5%	0.8706
High	0.8762	0.8741	-0.0021	-0.2%	0.8783
Low	0.8598	0.8610	0.0012	0.1%	0.8598
Close	0.8628	0.8707	0.0079	0.9%	0.8628
Range	0.0164	0.0131	-0.0033	-20.1%	0.0185
ATR	0.0086	0.0089	0.0003	3.8%	0.0000
Volume	143,703	121,056	-22,647	-15.8%	717,191

Daily Pivots for day following 06-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9079	0.9024	0.8779
R3	0.8948	0.8893	0.8743
R2	0.8817	0.8817	0.8731
R1	0.8762	0.8762	0.8719	0.8790
PP	0.8686	0.8686	0.8686	0.8700
S1	0.8631	0.8631	0.8695	0.8659
S2	0.8555	0.8555	0.8683
S3	0.8424	0.8500	0.8671
S4	0.8293	0.8369	0.8635

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9225	0.9111	0.8730
R3	0.9040	0.8926	0.8679
R2	0.8855	0.8855	0.8662
R1	0.8741	0.8741	0.8645	0.8706
PP	0.8670	0.8670	0.8670	0.8652
S1	0.8556	0.8556	0.8611	0.8521
S2	0.8485	0.8485	0.8594
S3	0.8300	0.8371	0.8577
S4	0.8115	0.8186	0.8526

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8783	0.8598	0.0185	2.1%	0.0111	1.3%	59%	False	False	142,312
10	0.8873	0.8598	0.0275	3.2%	0.0095	1.1%	40%	False	False	136,799
20	0.9226	0.8598	0.0628	7.2%	0.0096	1.1%	17%	False	False	123,742
40	0.9338	0.8598	0.0740	8.5%	0.0073	0.8%	15%	False	False	63,112
60	0.9364	0.8598	0.0766	8.8%	0.0064	0.7%	14%	False	False	42,165
80	0.9394	0.8598	0.0796	9.1%	0.0056	0.6%	14%	False	False	31,646
100	0.9394	0.8598	0.0796	9.1%	0.0049	0.6%	14%	False	False	25,318
120	0.9394	0.8598	0.0796	9.1%	0.0042	0.5%	14%	False	False	21,099

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9298
2.618	0.9084
1.618	0.8953
1.000	0.8872
0.618	0.8822
HIGH	0.8741
0.618	0.8691
0.500	0.8676
0.382	0.8660
LOW	0.8610
0.618	0.8529
1.000	0.8479
1.618	0.8398
2.618	0.8267
4.250	0.8053

Fisher Pivots for day following 06-Oct-2014
Pivot	1 day	3 day
R1	0.8697	0.8702
PP	0.8686	0.8696
S1	0.8676	0.8691

Download as Excel Spreadsheet

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

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