CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 06-Nov-2014

Day Change Summary
	Previous	Current
	05-Nov-2014	06-Nov-2014	Change	Change %	Previous Week
Open	0.8728	0.8550	-0.0178	-2.0%	0.8772
High	0.8737	0.8604	-0.0133	-1.5%	0.8882
Low	0.8540	0.8530	-0.0010	-0.1%	0.8728
Close	0.8556	0.8549	-0.0007	-0.1%	0.8769
Range	0.0197	0.0074	-0.0123	-62.4%	0.0154
ATR	0.0102	0.0100	-0.0002	-2.0%	0.0000
Volume	154,271	123,050	-31,221	-20.2%	488,108

Daily Pivots for day following 06-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8783	0.8740	0.8590
R3	0.8709	0.8666	0.8569
R2	0.8635	0.8635	0.8563
R1	0.8592	0.8592	0.8556	0.8577
PP	0.8561	0.8561	0.8561	0.8553
S1	0.8518	0.8518	0.8542	0.8503
S2	0.8487	0.8487	0.8535
S3	0.8413	0.8444	0.8529
S4	0.8339	0.8370	0.8508

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	0.8530	0.0288	3.4%	0.0108	1.3%	7%	False	True	128,280
10	0.8882	0.8530	0.0352	4.1%	0.0099	1.2%	5%	False	True	107,860
20	0.8882	0.8530	0.0352	4.1%	0.0100	1.2%	5%	False	True	107,089
40	0.9055	0.8530	0.0525	6.1%	0.0099	1.2%	4%	False	True	121,414
60	0.9338	0.8530	0.0808	9.5%	0.0086	1.0%	2%	False	True	85,195
80	0.9364	0.8530	0.0834	9.8%	0.0076	0.9%	2%	False	True	63,965
100	0.9394	0.8530	0.0864	10.1%	0.0068	0.8%	2%	False	True	51,196
120	0.9394	0.8530	0.0864	10.1%	0.0060	0.7%	2%	False	True	42,664

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	0.0024
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8919
2.618	0.8798
1.618	0.8724
1.000	0.8678
0.618	0.8650
HIGH	0.8604
0.618	0.8576
0.500	0.8567
0.382	0.8558
LOW	0.8530
0.618	0.8484
1.000	0.8456
1.618	0.8410
2.618	0.8336
4.250	0.8216

Fisher Pivots for day following 06-Nov-2014
Pivot	1 day	3 day
R1	0.8567	0.8634
PP	0.8561	0.8605
S1	0.8555	0.8577

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

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