CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 08-Oct-2014

Day Change Summary
	Previous	Current
	07-Oct-2014	08-Oct-2014	Change	Change %	Previous Week
Open	0.8718	0.8764	0.0046	0.5%	0.8706
High	0.8790	0.8808	0.0018	0.2%	0.8783
Low	0.8682	0.8691	0.0009	0.1%	0.8598
Close	0.8766	0.8790	0.0024	0.3%	0.8628
Range	0.0108	0.0117	0.0009	8.3%	0.0185
ATR	0.0090	0.0092	0.0002	2.1%	0.0000
Volume	137,785	161,104	23,319	16.9%	717,191

Daily Pivots for day following 08-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9114	0.9069	0.8854
R3	0.8997	0.8952	0.8822
R2	0.8880	0.8880	0.8811
R1	0.8835	0.8835	0.8801	0.8858
PP	0.8763	0.8763	0.8763	0.8774
S1	0.8718	0.8718	0.8779	0.8741
S2	0.8646	0.8646	0.8769
S3	0.8529	0.8601	0.8758
S4	0.8412	0.8484	0.8726

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	0.8808	0.8598	0.0210	2.4%	0.0124	1.4%	91%	True	False	143,028
10	0.8830	0.8598	0.0232	2.6%	0.0102	1.2%	83%	False	False	140,933
20	0.9156	0.8598	0.0558	6.3%	0.0097	1.1%	34%	False	False	132,253
40	0.9338	0.8598	0.0740	8.4%	0.0077	0.9%	26%	False	False	70,571
60	0.9364	0.8598	0.0766	8.7%	0.0066	0.8%	25%	False	False	47,137
80	0.9394	0.8598	0.0796	9.1%	0.0059	0.7%	24%	False	False	35,381
100	0.9394	0.8598	0.0796	9.1%	0.0051	0.6%	24%	False	False	28,307
120	0.9394	0.8598	0.0796	9.1%	0.0043	0.5%	24%	False	False	23,589

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9305
2.618	0.9114
1.618	0.8997
1.000	0.8925
0.618	0.8880
HIGH	0.8808
0.618	0.8763
0.500	0.8750
0.382	0.8736
LOW	0.8691
0.618	0.8619
1.000	0.8574
1.618	0.8502
2.618	0.8385
4.250	0.8194

Fisher Pivots for day following 08-Oct-2014
Pivot	1 day	3 day
R1	0.8777	0.8763
PP	0.8763	0.8736
S1	0.8750	0.8709

Download as Excel Spreadsheet

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

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