CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 07-Nov-2014

Day Change Summary
	Previous	Current
	06-Nov-2014	07-Nov-2014	Change	Change %	Previous Week
Open	0.8550	0.8538	-0.0012	-0.1%	0.8734
High	0.8604	0.8638	0.0034	0.4%	0.8737
Low	0.8530	0.8520	-0.0010	-0.1%	0.8520
Close	0.8549	0.8615	0.0066	0.8%	0.8615
Range	0.0074	0.0118	0.0044	59.5%	0.0217
ATR	0.0100	0.0102	0.0001	1.2%	0.0000
Volume	123,050	138,731	15,681	12.7%	643,620

Daily Pivots for day following 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8945	0.8898	0.8680
R3	0.8827	0.8780	0.8647
R2	0.8709	0.8709	0.8637
R1	0.8662	0.8662	0.8626	0.8686
PP	0.8591	0.8591	0.8591	0.8603
S1	0.8544	0.8544	0.8604	0.8568
S2	0.8473	0.8473	0.8593
S3	0.8355	0.8426	0.8583
S4	0.8237	0.8308	0.8550

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9275	0.9162	0.8734
R3	0.9058	0.8945	0.8675
R2	0.8841	0.8841	0.8655
R1	0.8728	0.8728	0.8635	0.8676
PP	0.8624	0.8624	0.8624	0.8598
S1	0.8511	0.8511	0.8595	0.8459
S2	0.8407	0.8407	0.8575
S3	0.8190	0.8294	0.8555
S4	0.7973	0.8077	0.8496

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8737	0.8520	0.0217	2.5%	0.0116	1.3%	44%	False	True	128,724
10	0.8882	0.8520	0.0362	4.2%	0.0100	1.2%	26%	False	True	113,172
20	0.8882	0.8520	0.0362	4.2%	0.0100	1.2%	26%	False	True	107,820
40	0.9055	0.8520	0.0535	6.2%	0.0100	1.2%	18%	False	True	121,827
60	0.9338	0.8520	0.0818	9.5%	0.0087	1.0%	12%	False	True	87,499
80	0.9364	0.8520	0.0844	9.8%	0.0077	0.9%	11%	False	True	65,697
100	0.9394	0.8520	0.0874	10.1%	0.0068	0.8%	11%	False	True	52,583
120	0.9394	0.8520	0.0874	10.1%	0.0060	0.7%	11%	False	True	43,821

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9140
2.618	0.8947
1.618	0.8829
1.000	0.8756
0.618	0.8711
HIGH	0.8638
0.618	0.8593
0.500	0.8579
0.382	0.8565
LOW	0.8520
0.618	0.8447
1.000	0.8402
1.618	0.8329
2.618	0.8211
4.250	0.8019

Fisher Pivots for day following 07-Nov-2014
Pivot	1 day	3 day
R1	0.8603	0.8629
PP	0.8591	0.8624
S1	0.8579	0.8620

Download as Excel Spreadsheet

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

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