CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 12-Nov-2014

Day Change Summary
	Previous	Current
	11-Nov-2014	12-Nov-2014	Change	Change %	Previous Week
Open	0.8599	0.8670	0.0071	0.8%	0.8734
High	0.8698	0.8725	0.0027	0.3%	0.8737
Low	0.8570	0.8644	0.0074	0.9%	0.8520
Close	0.8651	0.8695	0.0044	0.5%	0.8615
Range	0.0128	0.0081	-0.0047	-36.7%	0.0217
ATR	0.0102	0.0100	-0.0001	-1.5%	0.0000
Volume	112,737	92,829	-19,908	-17.7%	643,620

Daily Pivots for day following 12-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8931	0.8894	0.8740
R3	0.8850	0.8813	0.8717
R2	0.8769	0.8769	0.8710
R1	0.8732	0.8732	0.8702	0.8751
PP	0.8688	0.8688	0.8688	0.8697
S1	0.8651	0.8651	0.8688	0.8670
S2	0.8607	0.8607	0.8680
S3	0.8526	0.8570	0.8673
S4	0.8445	0.8489	0.8650

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	0.8725	0.8520	0.0205	2.4%	0.0095	1.1%	85%	True	False	108,388
10	0.8818	0.8520	0.0298	3.4%	0.0103	1.2%	59%	False	False	116,493
20	0.8882	0.8520	0.0362	4.2%	0.0093	1.1%	48%	False	False	102,372
40	0.8942	0.8520	0.0422	4.9%	0.0099	1.1%	41%	False	False	118,740
60	0.9338	0.8520	0.0818	9.4%	0.0090	1.0%	21%	False	False	92,153
80	0.9364	0.8520	0.0844	9.7%	0.0079	0.9%	21%	False	False	69,196
100	0.9394	0.8520	0.0874	10.1%	0.0071	0.8%	20%	False	False	55,382
120	0.9394	0.8520	0.0874	10.1%	0.0062	0.7%	20%	False	False	46,155

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9069
2.618	0.8937
1.618	0.8856
1.000	0.8806
0.618	0.8775
HIGH	0.8725
0.618	0.8694
0.500	0.8685
0.382	0.8675
LOW	0.8644
0.618	0.8594
1.000	0.8563
1.618	0.8513
2.618	0.8432
4.250	0.8300

Fisher Pivots for day following 12-Nov-2014
Pivot	1 day	3 day
R1	0.8692	0.8679
PP	0.8688	0.8663
S1	0.8685	0.8648

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

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