CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 05-Nov-2014

Day Change Summary
	Previous	Current
	04-Nov-2014	05-Nov-2014	Change	Change %	Previous Week
Open	0.8664	0.8728	0.0064	0.7%	0.8772
High	0.8725	0.8737	0.0012	0.1%	0.8882
Low	0.8620	0.8540	-0.0080	-0.9%	0.8728
Close	0.8717	0.8556	-0.0161	-1.8%	0.8769
Range	0.0105	0.0197	0.0092	87.6%	0.0154
ATR	0.0095	0.0102	0.0007	7.6%	0.0000
Volume	115,079	154,271	39,192	34.1%	488,108

Daily Pivots for day following 05-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9202	0.9076	0.8664
R3	0.9005	0.8879	0.8610
R2	0.8808	0.8808	0.8592
R1	0.8682	0.8682	0.8574	0.8647
PP	0.8611	0.8611	0.8611	0.8593
S1	0.8485	0.8485	0.8538	0.8450
S2	0.8414	0.8414	0.8520
S3	0.8217	0.8288	0.8502
S4	0.8020	0.8091	0.8448

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	0.8818	0.8540	0.0278	3.2%	0.0110	1.3%	6%	False	True	124,599
10	0.8882	0.8540	0.0342	4.0%	0.0097	1.1%	5%	False	True	104,557
20	0.8882	0.8540	0.0342	4.0%	0.0103	1.2%	5%	False	True	108,302
40	0.9156	0.8540	0.0616	7.2%	0.0100	1.2%	3%	False	True	120,278
60	0.9338	0.8540	0.0798	9.3%	0.0086	1.0%	2%	False	True	83,148
80	0.9364	0.8540	0.0824	9.6%	0.0076	0.9%	2%	False	True	62,429
100	0.9394	0.8540	0.0854	10.0%	0.0068	0.8%	2%	False	True	49,965
120	0.9394	0.8540	0.0854	10.0%	0.0059	0.7%	2%	False	True	41,639

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 196 trading days

Fibonacci Retracements and Extensions
4.250	0.9574
2.618	0.9253
1.618	0.9056
1.000	0.8934
0.618	0.8859
HIGH	0.8737
0.618	0.8662
0.500	0.8639
0.382	0.8615
LOW	0.8540
0.618	0.8418
1.000	0.8343
1.618	0.8221
2.618	0.8024
4.250	0.7703

Fisher Pivots for day following 05-Nov-2014
Pivot	1 day	3 day
R1	0.8639	0.8639
PP	0.8611	0.8611
S1	0.8584	0.8584

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

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