CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 03-Nov-2014

Day Change Summary
	Previous	Current
	31-Oct-2014	03-Nov-2014	Change	Change %	Previous Week
Open	0.8813	0.8734	-0.0079	-0.9%	0.8772
High	0.8818	0.8736	-0.0082	-0.9%	0.8882
Low	0.8739	0.8652	-0.0087	-1.0%	0.8728
Close	0.8769	0.8661	-0.0108	-1.2%	0.8769
Range	0.0079	0.0084	0.0005	6.3%	0.0154
ATR	0.0093	0.0094	0.0002	1.9%	0.0000
Volume	136,514	112,489	-24,025	-17.6%	488,108

Daily Pivots for day following 03-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8935	0.8882	0.8707
R3	0.8851	0.8798	0.8684
R2	0.8767	0.8767	0.8676
R1	0.8714	0.8714	0.8669	0.8699
PP	0.8683	0.8683	0.8683	0.8675
S1	0.8630	0.8630	0.8653	0.8615
S2	0.8599	0.8599	0.8646
S3	0.8515	0.8546	0.8638
S4	0.8431	0.8462	0.8615

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	0.8652	0.0230	2.7%	0.0094	1.1%	4%	False	True	109,443
10	0.8882	0.8652	0.0230	2.7%	0.0082	0.9%	4%	False	True	95,236
20	0.8882	0.8613	0.0269	3.1%	0.0099	1.1%	18%	False	False	109,779
40	0.9226	0.8598	0.0628	7.3%	0.0098	1.1%	10%	False	False	116,761
60	0.9338	0.8598	0.0740	8.5%	0.0081	0.9%	9%	False	False	78,668
80	0.9364	0.8598	0.0766	8.8%	0.0072	0.8%	8%	False	False	59,068
100	0.9394	0.8598	0.0796	9.2%	0.0065	0.7%	8%	False	False	47,272
120	0.9394	0.8598	0.0796	9.2%	0.0057	0.7%	8%	False	False	39,395

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9093
2.618	0.8956
1.618	0.8872
1.000	0.8820
0.618	0.8788
HIGH	0.8736
0.618	0.8704
0.500	0.8694
0.382	0.8684
LOW	0.8652
0.618	0.8600
1.000	0.8568
1.618	0.8516
2.618	0.8432
4.250	0.8295

Fisher Pivots for day following 03-Nov-2014
Pivot	1 day	3 day
R1	0.8694	0.8735
PP	0.8683	0.8710
S1	0.8672	0.8686

Download as Excel Spreadsheet

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

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