CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 22-Oct-2014

Day Change Summary
	Previous	Current
	21-Oct-2014	22-Oct-2014	Change	Change %	Previous Week
Open	0.8747	0.8744	-0.0003	0.0%	0.8643
High	0.8798	0.8782	-0.0016	-0.2%	0.8822
Low	0.8724	0.8709	-0.0015	-0.2%	0.8613
Close	0.8746	0.8747	0.0001	0.0%	0.8725
Range	0.0074	0.0073	-0.0001	-1.4%	0.0209
ATR	0.0100	0.0098	-0.0002	-1.9%	0.0000
Volume	94,533	81,606	-12,927	-13.7%	621,157

Daily Pivots for day following 22-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8965	0.8929	0.8787
R3	0.8892	0.8856	0.8767
R2	0.8819	0.8819	0.8760
R1	0.8783	0.8783	0.8754	0.8801
PP	0.8746	0.8746	0.8746	0.8755
S1	0.8710	0.8710	0.8740	0.8728
S2	0.8673	0.8673	0.8734
S3	0.8600	0.8637	0.8727
S4	0.8527	0.8564	0.8707

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	0.8798	0.8650	0.0148	1.7%	0.0082	0.9%	66%	False	False	91,985
10	0.8858	0.8613	0.0245	2.8%	0.0108	1.2%	55%	False	False	112,047
20	0.8858	0.8598	0.0260	3.0%	0.0105	1.2%	57%	False	False	126,490
40	0.9338	0.8598	0.0740	8.5%	0.0093	1.1%	20%	False	False	98,435
60	0.9338	0.8598	0.0740	8.5%	0.0078	0.9%	20%	False	False	65,789
80	0.9394	0.8598	0.0796	9.1%	0.0068	0.8%	19%	False	False	49,382
100	0.9394	0.8598	0.0796	9.1%	0.0060	0.7%	19%	False	False	39,511
120	0.9394	0.8598	0.0796	9.1%	0.0052	0.6%	19%	False	False	32,926

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9092
2.618	0.8973
1.618	0.8900
1.000	0.8855
0.618	0.8827
HIGH	0.8782
0.618	0.8754
0.500	0.8746
0.382	0.8737
LOW	0.8709
0.618	0.8664
1.000	0.8636
1.618	0.8591
2.618	0.8518
4.250	0.8399

Fisher Pivots for day following 22-Oct-2014
Pivot	1 day	3 day
R1	0.8747	0.8754
PP	0.8746	0.8751
S1	0.8746	0.8749

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

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