CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 24-Oct-2014

Day Change Summary
	Previous	Current
	23-Oct-2014	24-Oct-2014	Change	Change %	Previous Week
Open	0.8733	0.8728	-0.0005	-0.1%	0.8730
High	0.8775	0.8793	0.0018	0.2%	0.8798
Low	0.8717	0.8688	-0.0029	-0.3%	0.8688
Close	0.8725	0.8765	0.0040	0.5%	0.8765
Range	0.0058	0.0105	0.0047	81.0%	0.0110
ATR	0.0095	0.0096	0.0001	0.7%	0.0000
Volume	90,022	85,606	-4,416	-4.9%	403,532

Daily Pivots for day following 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9064	0.9019	0.8823
R3	0.8959	0.8914	0.8794
R2	0.8854	0.8854	0.8784
R1	0.8809	0.8809	0.8775	0.8832
PP	0.8749	0.8749	0.8749	0.8760
S1	0.8704	0.8704	0.8755	0.8727
S2	0.8644	0.8644	0.8746
S3	0.8539	0.8599	0.8736
S4	0.8434	0.8494	0.8707

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9080	0.9033	0.8826
R3	0.8970	0.8923	0.8795
R2	0.8860	0.8860	0.8785
R1	0.8813	0.8813	0.8775	0.8837
PP	0.8750	0.8750	0.8750	0.8762
S1	0.8703	0.8703	0.8755	0.8727
S2	0.8640	0.8640	0.8745
S3	0.8530	0.8593	0.8735
S4	0.8420	0.8483	0.8705

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8798	0.8688	0.0110	1.3%	0.0073	0.8%	70%	False	True	80,706
10	0.8822	0.8613	0.0209	2.4%	0.0101	1.1%	73%	False	False	102,468
20	0.8858	0.8598	0.0260	3.0%	0.0105	1.2%	64%	False	False	121,662
40	0.9338	0.8598	0.0740	8.4%	0.0095	1.1%	23%	False	False	102,771
60	0.9338	0.8598	0.0740	8.4%	0.0079	0.9%	23%	False	False	68,700
80	0.9364	0.8598	0.0766	8.7%	0.0069	0.8%	22%	False	False	51,576
100	0.9394	0.8598	0.0796	9.1%	0.0061	0.7%	21%	False	False	41,267
120	0.9394	0.8598	0.0796	9.1%	0.0053	0.6%	21%	False	False	34,390

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9239
2.618	0.9068
1.618	0.8963
1.000	0.8898
0.618	0.8858
HIGH	0.8793
0.618	0.8753
0.500	0.8741
0.382	0.8728
LOW	0.8688
0.618	0.8623
1.000	0.8583
1.618	0.8518
2.618	0.8413
4.250	0.8242

Fisher Pivots for day following 24-Oct-2014
Pivot	1 day	3 day
R1	0.8757	0.8757
PP	0.8749	0.8749
S1	0.8741	0.8741

Download as Excel Spreadsheet

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

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