CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 14-Oct-2014

Day Change Summary
	Previous	Current
	13-Oct-2014	14-Oct-2014	Change	Change %	Previous Week
Open	0.8643	0.8723	0.0080	0.9%	0.8631
High	0.8746	0.8774	0.0028	0.3%	0.8858
Low	0.8613	0.8656	0.0043	0.5%	0.8610
Close	0.8717	0.8671	-0.0046	-0.5%	0.8668
Range	0.0133	0.0118	-0.0015	-11.3%	0.0248
ATR	0.0099	0.0100	0.0001	1.4%	0.0000
Volume	98,725	100,433	1,708	1.7%	691,360

Daily Pivots for day following 14-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9054	0.8981	0.8736
R3	0.8936	0.8863	0.8703
R2	0.8818	0.8818	0.8693
R1	0.8745	0.8745	0.8682	0.8723
PP	0.8700	0.8700	0.8700	0.8689
S1	0.8627	0.8627	0.8660	0.8605
S2	0.8582	0.8582	0.8649
S3	0.8464	0.8509	0.8639
S4	0.8346	0.8391	0.8606

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9456	0.9310	0.8804
R3	0.9208	0.9062	0.8736
R2	0.8960	0.8960	0.8713
R1	0.8814	0.8814	0.8691	0.8887
PP	0.8712	0.8712	0.8712	0.8749
S1	0.8566	0.8566	0.8645	0.8639
S2	0.8464	0.8464	0.8623
S3	0.8216	0.8318	0.8600
S4	0.7968	0.8070	0.8532

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8858	0.8613	0.0245	2.8%	0.0121	1.4%	24%	False	False	126,335
10	0.8858	0.8598	0.0260	3.0%	0.0119	1.4%	28%	False	False	134,093
20	0.9030	0.8598	0.0432	5.0%	0.0102	1.2%	17%	False	False	133,620
40	0.9338	0.8598	0.0740	8.5%	0.0086	1.0%	10%	False	False	82,301
60	0.9364	0.8598	0.0766	8.8%	0.0072	0.8%	10%	False	False	54,971
80	0.9394	0.8598	0.0796	9.2%	0.0063	0.7%	9%	False	False	41,262
100	0.9394	0.8598	0.0796	9.2%	0.0054	0.6%	9%	False	False	33,012
120	0.9394	0.8598	0.0796	9.2%	0.0047	0.5%	9%	False	False	27,511

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	0.0027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9276
2.618	0.9083
1.618	0.8965
1.000	0.8892
0.618	0.8847
HIGH	0.8774
0.618	0.8729
0.500	0.8715
0.382	0.8701
LOW	0.8656
0.618	0.8583
1.000	0.8538
1.618	0.8465
2.618	0.8347
4.250	0.8155

Fisher Pivots for day following 14-Oct-2014
Pivot	1 day	3 day
R1	0.8715	0.8694
PP	0.8700	0.8686
S1	0.8686	0.8679

Download as Excel Spreadsheet

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

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