CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 27-Oct-2014

Day Change Summary
	Previous	Current
	24-Oct-2014	27-Oct-2014	Change	Change %	Previous Week
Open	0.8728	0.8772	0.0044	0.5%	0.8730
High	0.8793	0.8795	0.0002	0.0%	0.8798
Low	0.8688	0.8758	0.0070	0.8%	0.8688
Close	0.8765	0.8777	0.0012	0.1%	0.8765
Range	0.0105	0.0037	-0.0068	-64.8%	0.0110
ATR	0.0096	0.0092	-0.0004	-4.4%	0.0000
Volume	85,606	53,380	-32,226	-37.6%	403,532

Daily Pivots for day following 27-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8888	0.8869	0.8797
R3	0.8851	0.8832	0.8787
R2	0.8814	0.8814	0.8784
R1	0.8795	0.8795	0.8780	0.8805
PP	0.8777	0.8777	0.8777	0.8781
S1	0.8758	0.8758	0.8774	0.8768
S2	0.8740	0.8740	0.8770
S3	0.8703	0.8721	0.8767
S4	0.8666	0.8684	0.8757

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%	0.0069	0.8%	81%	False	False	81,029
10	0.8822	0.8638	0.0184	2.1%	0.0091	1.0%	76%	False	False	97,934
20	0.8858	0.8598	0.0260	3.0%	0.0103	1.2%	69%	False	False	117,996
40	0.9338	0.8598	0.0740	8.4%	0.0096	1.1%	24%	False	False	104,071
60	0.9338	0.8598	0.0740	8.4%	0.0078	0.9%	24%	False	False	69,583
80	0.9364	0.8598	0.0766	8.7%	0.0069	0.8%	23%	False	False	52,242
100	0.9394	0.8598	0.0796	9.1%	0.0061	0.7%	22%	False	False	41,801
120	0.9394	0.8598	0.0796	9.1%	0.0053	0.6%	22%	False	False	34,834

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	0.8952
2.618	0.8892
1.618	0.8855
1.000	0.8832
0.618	0.8818
HIGH	0.8795
0.618	0.8781
0.500	0.8777
0.382	0.8772
LOW	0.8758
0.618	0.8735
1.000	0.8721
1.618	0.8698
2.618	0.8661
4.250	0.8601

Fisher Pivots for day following 27-Oct-2014
Pivot	1 day	3 day
R1	0.8777	0.8765
PP	0.8777	0.8753
S1	0.8777	0.8742

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

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