CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 11-Nov-2014

Day Change Summary
	Previous	Current
	10-Nov-2014	11-Nov-2014	Change	Change %	Previous Week
Open	0.8623	0.8599	-0.0024	-0.3%	0.8734
High	0.8661	0.8698	0.0037	0.4%	0.8737
Low	0.8587	0.8570	-0.0017	-0.2%	0.8520
Close	0.8593	0.8651	0.0058	0.7%	0.8615
Range	0.0074	0.0128	0.0054	73.0%	0.0217
ATR	0.0100	0.0102	0.0002	2.0%	0.0000
Volume	74,596	112,737	38,141	51.1%	643,620

Daily Pivots for day following 11-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9024	0.8965	0.8721
R3	0.8896	0.8837	0.8686
R2	0.8768	0.8768	0.8674
R1	0.8709	0.8709	0.8663	0.8739
PP	0.8640	0.8640	0.8640	0.8654
S1	0.8581	0.8581	0.8639	0.8611
S2	0.8512	0.8512	0.8628
S3	0.8384	0.8453	0.8616
S4	0.8256	0.8325	0.8581

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%	0.0118	1.4%	60%	False	False	120,677
10	0.8882	0.8520	0.0362	4.2%	0.0108	1.2%	36%	False	False	118,902
20	0.8882	0.8520	0.0362	4.2%	0.0098	1.1%	36%	False	False	107,229
40	0.9030	0.8520	0.0510	5.9%	0.0100	1.2%	26%	False	False	120,425
60	0.9338	0.8520	0.0818	9.5%	0.0090	1.0%	16%	False	False	90,610
80	0.9364	0.8520	0.0844	9.8%	0.0078	0.9%	16%	False	False	68,036
100	0.9394	0.8520	0.0874	10.1%	0.0070	0.8%	15%	False	False	54,455
120	0.9394	0.8520	0.0874	10.1%	0.0061	0.7%	15%	False	False	45,382

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0026
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9242
2.618	0.9033
1.618	0.8905
1.000	0.8826
0.618	0.8777
HIGH	0.8698
0.618	0.8649
0.500	0.8634
0.382	0.8619
LOW	0.8570
0.618	0.8491
1.000	0.8442
1.618	0.8363
2.618	0.8235
4.250	0.8026

Fisher Pivots for day following 11-Nov-2014
Pivot	1 day	3 day
R1	0.8645	0.8637
PP	0.8640	0.8623
S1	0.8634	0.8609

Download as Excel Spreadsheet

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

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