CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 09-Oct-2014

Day Change Summary
	Previous	Current
	08-Oct-2014	09-Oct-2014	Change	Change %	Previous Week
Open	0.8764	0.8790	0.0026	0.3%	0.8706
High	0.8808	0.8858	0.0050	0.6%	0.8783
Low	0.8691	0.8723	0.0032	0.4%	0.8598
Close	0.8790	0.8732	-0.0058	-0.7%	0.8628
Range	0.0117	0.0135	0.0018	15.4%	0.0185
ATR	0.0092	0.0095	0.0003	3.3%	0.0000
Volume	161,104	147,307	-13,797	-8.6%	717,191

Daily Pivots for day following 09-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9176	0.9089	0.8806
R3	0.9041	0.8954	0.8769
R2	0.8906	0.8906	0.8757
R1	0.8819	0.8819	0.8744	0.8795
PP	0.8771	0.8771	0.8771	0.8759
S1	0.8684	0.8684	0.8720	0.8660
S2	0.8636	0.8636	0.8707
S3	0.8501	0.8549	0.8695
S4	0.8366	0.8414	0.8658

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	0.8858	0.8598	0.0260	3.0%	0.0131	1.5%	52%	True	False	142,191
10	0.8858	0.8598	0.0260	3.0%	0.0105	1.2%	52%	True	False	140,481
20	0.9055	0.8598	0.0457	5.2%	0.0098	1.1%	29%	False	False	135,740
40	0.9338	0.8598	0.0740	8.5%	0.0079	0.9%	18%	False	False	74,249
60	0.9364	0.8598	0.0766	8.8%	0.0068	0.8%	17%	False	False	49,590
80	0.9394	0.8598	0.0796	9.1%	0.0060	0.7%	17%	False	False	37,222
100	0.9394	0.8598	0.0796	9.1%	0.0052	0.6%	17%	False	False	29,780
120	0.9394	0.8598	0.0796	9.1%	0.0044	0.5%	17%	False	False	24,817

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9432
2.618	0.9211
1.618	0.9076
1.000	0.8993
0.618	0.8941
HIGH	0.8858
0.618	0.8806
0.500	0.8791
0.382	0.8775
LOW	0.8723
0.618	0.8640
1.000	0.8588
1.618	0.8505
2.618	0.8370
4.250	0.8149

Fisher Pivots for day following 09-Oct-2014
Pivot	1 day	3 day
R1	0.8791	0.8770
PP	0.8771	0.8757
S1	0.8752	0.8745

Download as Excel Spreadsheet

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

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