CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 15-Oct-2014

Day Change Summary
	Previous	Current
	14-Oct-2014	15-Oct-2014	Change	Change %	Previous Week
Open	0.8723	0.8681	-0.0042	-0.5%	0.8631
High	0.8774	0.8822	0.0048	0.5%	0.8858
Low	0.8656	0.8638	-0.0018	-0.2%	0.8610
Close	0.8671	0.8733	0.0062	0.7%	0.8668
Range	0.0118	0.0184	0.0066	55.9%	0.0248
ATR	0.0100	0.0106	0.0006	6.0%	0.0000
Volume	100,433	189,978	89,545	89.2%	691,360

Daily Pivots for day following 15-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9283	0.9192	0.8834
R3	0.9099	0.9008	0.8784
R2	0.8915	0.8915	0.8767
R1	0.8824	0.8824	0.8750	0.8870
PP	0.8731	0.8731	0.8731	0.8754
S1	0.8640	0.8640	0.8716	0.8686
S2	0.8547	0.8547	0.8699
S3	0.8363	0.8456	0.8682
S4	0.8179	0.8272	0.8632

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%	0.0135	1.5%	49%	False	False	132,110
10	0.8858	0.8598	0.0260	3.0%	0.0129	1.5%	52%	False	False	137,569
20	0.8942	0.8598	0.0344	3.9%	0.0105	1.2%	39%	False	False	135,108
40	0.9338	0.8598	0.0740	8.5%	0.0089	1.0%	18%	False	False	87,044
60	0.9364	0.8598	0.0766	8.8%	0.0074	0.8%	18%	False	False	58,137
80	0.9394	0.8598	0.0796	9.1%	0.0065	0.7%	17%	False	False	43,634
100	0.9394	0.8598	0.0796	9.1%	0.0056	0.6%	17%	False	False	34,912
120	0.9394	0.8598	0.0796	9.1%	0.0049	0.6%	17%	False	False	29,094

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Widest range in 181 trading days

Fibonacci Retracements and Extensions
4.250	0.9604
2.618	0.9304
1.618	0.9120
1.000	0.9006
0.618	0.8936
HIGH	0.8822
0.618	0.8752
0.500	0.8730
0.382	0.8708
LOW	0.8638
0.618	0.8524
1.000	0.8454
1.618	0.8340
2.618	0.8156
4.250	0.7856

Fisher Pivots for day following 15-Oct-2014
Pivot	1 day	3 day
R1	0.8732	0.8728
PP	0.8731	0.8723
S1	0.8730	0.8718

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

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