CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 31-Oct-2014

Day Change Summary
	Previous	Current
	30-Oct-2014	31-Oct-2014	Change	Change %	Previous Week
Open	0.8765	0.8813	0.0048	0.5%	0.8772
High	0.8813	0.8818	0.0005	0.1%	0.8882
Low	0.8728	0.8739	0.0011	0.1%	0.8728
Close	0.8803	0.8769	-0.0034	-0.4%	0.8769
Range	0.0085	0.0079	-0.0006	-7.1%	0.0154
ATR	0.0094	0.0093	-0.0001	-1.1%	0.0000
Volume	104,642	136,514	31,872	30.5%	488,108

Daily Pivots for day following 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9012	0.8970	0.8812
R3	0.8933	0.8891	0.8791
R2	0.8854	0.8854	0.8783
R1	0.8812	0.8812	0.8776	0.8794
PP	0.8775	0.8775	0.8775	0.8766
S1	0.8733	0.8733	0.8762	0.8715
S2	0.8696	0.8696	0.8755
S3	0.8617	0.8654	0.8747
S4	0.8538	0.8575	0.8726

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9255	0.9166	0.8854
R3	0.9101	0.9012	0.8811
R2	0.8947	0.8947	0.8797
R1	0.8858	0.8858	0.8783	0.8826
PP	0.8793	0.8793	0.8793	0.8777
S1	0.8704	0.8704	0.8755	0.8672
S2	0.8639	0.8639	0.8741
S3	0.8485	0.8550	0.8727
S4	0.8331	0.8396	0.8684

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8882	0.8728	0.0154	1.8%	0.0085	1.0%	27%	False	False	97,621
10	0.8882	0.8688	0.0194	2.2%	0.0079	0.9%	42%	False	False	89,164
20	0.8882	0.8610	0.0272	3.1%	0.0101	1.2%	58%	False	False	110,207
40	0.9310	0.8598	0.0712	8.1%	0.0098	1.1%	24%	False	False	114,393
60	0.9338	0.8598	0.0740	8.4%	0.0081	0.9%	23%	False	False	76,801
80	0.9364	0.8598	0.0766	8.7%	0.0072	0.8%	22%	False	False	57,664
100	0.9394	0.8598	0.0796	9.1%	0.0065	0.7%	21%	False	False	46,148
120	0.9394	0.8598	0.0796	9.1%	0.0056	0.6%	21%	False	False	38,457

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0025
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9154
2.618	0.9025
1.618	0.8946
1.000	0.8897
0.618	0.8867
HIGH	0.8818
0.618	0.8788
0.500	0.8779
0.382	0.8769
LOW	0.8739
0.618	0.8690
1.000	0.8660
1.618	0.8611
2.618	0.8532
4.250	0.8403

Fisher Pivots for day following 31-Oct-2014
Pivot	1 day	3 day
R1	0.8779	0.8805
PP	0.8775	0.8793
S1	0.8772	0.8781

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

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