CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 07-Oct-2014

Day Change Summary
	Previous	Current
	06-Oct-2014	07-Oct-2014	Change	Change %	Previous Week
Open	0.8631	0.8718	0.0087	1.0%	0.8706
High	0.8741	0.8790	0.0049	0.6%	0.8783
Low	0.8610	0.8682	0.0072	0.8%	0.8598
Close	0.8707	0.8766	0.0059	0.7%	0.8628
Range	0.0131	0.0108	-0.0023	-17.6%	0.0185
ATR	0.0089	0.0090	0.0001	1.5%	0.0000
Volume	121,056	137,785	16,729	13.8%	717,191

Daily Pivots for day following 07-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9070	0.9026	0.8825
R3	0.8962	0.8918	0.8796
R2	0.8854	0.8854	0.8786
R1	0.8810	0.8810	0.8776	0.8832
PP	0.8746	0.8746	0.8746	0.8757
S1	0.8702	0.8702	0.8756	0.8724
S2	0.8638	0.8638	0.8746
S3	0.8530	0.8594	0.8736
S4	0.8422	0.8486	0.8707

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	0.8790	0.8598	0.0192	2.2%	0.0117	1.3%	88%	True	False	141,851
10	0.8844	0.8598	0.0246	2.8%	0.0096	1.1%	68%	False	False	136,311
20	0.9156	0.8598	0.0558	6.4%	0.0097	1.1%	30%	False	False	127,620
40	0.9338	0.8598	0.0740	8.4%	0.0075	0.9%	23%	False	False	66,546
60	0.9364	0.8598	0.0766	8.7%	0.0065	0.7%	22%	False	False	44,460
80	0.9394	0.8598	0.0796	9.1%	0.0057	0.7%	21%	False	False	33,367
100	0.9394	0.8598	0.0796	9.1%	0.0050	0.6%	21%	False	False	26,696
120	0.9394	0.8598	0.0796	9.1%	0.0042	0.5%	21%	False	False	22,247

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9249
2.618	0.9073
1.618	0.8965
1.000	0.8898
0.618	0.8857
HIGH	0.8790
0.618	0.8749
0.500	0.8736
0.382	0.8723
LOW	0.8682
0.618	0.8615
1.000	0.8574
1.618	0.8507
2.618	0.8399
4.250	0.8223

Fisher Pivots for day following 07-Oct-2014
Pivot	1 day	3 day
R1	0.8756	0.8742
PP	0.8746	0.8718
S1	0.8736	0.8694

Download as Excel Spreadsheet

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

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