CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 21-Oct-2014

Day Change Summary
	Previous	Current
	20-Oct-2014	21-Oct-2014	Change	Change %	Previous Week
Open	0.8730	0.8747	0.0017	0.2%	0.8643
High	0.8767	0.8798	0.0031	0.4%	0.8822
Low	0.8713	0.8724	0.0011	0.1%	0.8613
Close	0.8756	0.8746	-0.0010	-0.1%	0.8725
Range	0.0054	0.0074	0.0020	37.0%	0.0209
ATR	0.0102	0.0100	-0.0002	-2.0%	0.0000
Volume	51,765	94,533	42,768	82.6%	621,157

Daily Pivots for day following 21-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8978	0.8936	0.8787
R3	0.8904	0.8862	0.8766
R2	0.8830	0.8830	0.8760
R1	0.8788	0.8788	0.8753	0.8772
PP	0.8756	0.8756	0.8756	0.8748
S1	0.8714	0.8714	0.8739	0.8698
S2	0.8682	0.8682	0.8732
S3	0.8608	0.8640	0.8726
S4	0.8534	0.8566	0.8705

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%	0.0104	1.2%	59%	False	False	113,659
10	0.8858	0.8613	0.0245	2.8%	0.0113	1.3%	54%	False	False	119,997
20	0.8858	0.8598	0.0260	3.0%	0.0105	1.2%	57%	False	False	128,154
40	0.9338	0.8598	0.0740	8.5%	0.0093	1.1%	20%	False	False	96,414
60	0.9338	0.8598	0.0740	8.5%	0.0077	0.9%	20%	False	False	64,429
80	0.9394	0.8598	0.0796	9.1%	0.0068	0.8%	19%	False	False	48,362
100	0.9394	0.8598	0.0796	9.1%	0.0059	0.7%	19%	False	False	38,695
120	0.9394	0.8598	0.0796	9.1%	0.0051	0.6%	19%	False	False	32,246

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9113
2.618	0.8992
1.618	0.8918
1.000	0.8872
0.618	0.8844
HIGH	0.8798
0.618	0.8770
0.500	0.8761
0.382	0.8752
LOW	0.8724
0.618	0.8678
1.000	0.8650
1.618	0.8604
2.618	0.8530
4.250	0.8410

Fisher Pivots for day following 21-Oct-2014
Pivot	1 day	3 day
R1	0.8761	0.8749
PP	0.8756	0.8748
S1	0.8751	0.8747

Download as Excel Spreadsheet

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

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