CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 20-Oct-2014

Day Change Summary
	Previous	Current
	17-Oct-2014	20-Oct-2014	Change	Change %	Previous Week
Open	0.8716	0.8730	0.0014	0.2%	0.8643
High	0.8777	0.8767	-0.0010	-0.1%	0.8822
Low	0.8699	0.8713	0.0014	0.2%	0.8613
Close	0.8725	0.8756	0.0031	0.4%	0.8725
Range	0.0078	0.0054	-0.0024	-30.8%	0.0209
ATR	0.0106	0.0102	-0.0004	-3.5%	0.0000
Volume	89,931	51,765	-38,166	-42.4%	621,157

Daily Pivots for day following 20-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8907	0.8886	0.8786
R3	0.8853	0.8832	0.8771
R2	0.8799	0.8799	0.8766
R1	0.8778	0.8778	0.8761	0.8789
PP	0.8745	0.8745	0.8745	0.8751
S1	0.8724	0.8724	0.8751	0.8735
S2	0.8691	0.8691	0.8746
S3	0.8637	0.8670	0.8741
S4	0.8583	0.8616	0.8726

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9347	0.9245	0.8840
R3	0.9138	0.9036	0.8782
R2	0.8929	0.8929	0.8763
R1	0.8827	0.8827	0.8744	0.8878
PP	0.8720	0.8720	0.8720	0.8746
S1	0.8618	0.8618	0.8706	0.8669
S2	0.8511	0.8511	0.8687
S3	0.8302	0.8409	0.8668
S4	0.8093	0.8200	0.8610

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8822	0.8638	0.0184	2.1%	0.0113	1.3%	64%	False	False	114,839
10	0.8858	0.8613	0.0245	2.8%	0.0116	1.3%	58%	False	False	124,322
20	0.8873	0.8598	0.0275	3.1%	0.0106	1.2%	57%	False	False	130,561
40	0.9338	0.8598	0.0740	8.5%	0.0092	1.1%	21%	False	False	94,069
60	0.9338	0.8598	0.0740	8.5%	0.0076	0.9%	21%	False	False	62,856
80	0.9394	0.8598	0.0796	9.1%	0.0067	0.8%	20%	False	False	47,181
100	0.9394	0.8598	0.0796	9.1%	0.0058	0.7%	20%	False	False	37,749
120	0.9394	0.8598	0.0796	9.1%	0.0051	0.6%	20%	False	False	31,459

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0032
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	0.8997
2.618	0.8908
1.618	0.8854
1.000	0.8821
0.618	0.8800
HIGH	0.8767
0.618	0.8746
0.500	0.8740
0.382	0.8734
LOW	0.8713
0.618	0.8680
1.000	0.8659
1.618	0.8626
2.618	0.8572
4.250	0.8484

Fisher Pivots for day following 20-Oct-2014
Pivot	1 day	3 day
R1	0.8751	0.8742
PP	0.8745	0.8728
S1	0.8740	0.8715

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

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