CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 13-Nov-2014

Day Change Summary
	Previous	Current
	12-Nov-2014	13-Nov-2014	Change	Change %	Previous Week
Open	0.8670	0.8693	0.0023	0.3%	0.8734
High	0.8725	0.8746	0.0021	0.2%	0.8737
Low	0.8644	0.8653	0.0009	0.1%	0.8520
Close	0.8695	0.8705	0.0010	0.1%	0.8615
Range	0.0081	0.0093	0.0012	14.8%	0.0217
ATR	0.0100	0.0100	-0.0001	-0.5%	0.0000
Volume	92,829	84,984	-7,845	-8.5%	643,620

Daily Pivots for day following 13-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8980	0.8936	0.8756
R3	0.8887	0.8843	0.8731
R2	0.8794	0.8794	0.8722
R1	0.8750	0.8750	0.8714	0.8772
PP	0.8701	0.8701	0.8701	0.8713
S1	0.8657	0.8657	0.8696	0.8679
S2	0.8608	0.8608	0.8688
S3	0.8515	0.8564	0.8679
S4	0.8422	0.8471	0.8654

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	0.8746	0.8520	0.0226	2.6%	0.0099	1.1%	82%	True	False	100,775
10	0.8818	0.8520	0.0298	3.4%	0.0103	1.2%	62%	False	False	114,528
20	0.8882	0.8520	0.0362	4.2%	0.0091	1.0%	51%	False	False	99,516
40	0.8941	0.8520	0.0421	4.8%	0.0099	1.1%	44%	False	False	117,724
60	0.9338	0.8520	0.0818	9.4%	0.0091	1.0%	23%	False	False	93,561
80	0.9361	0.8520	0.0841	9.7%	0.0079	0.9%	22%	False	False	70,255
100	0.9394	0.8520	0.0874	10.0%	0.0071	0.8%	21%	False	False	56,231
120	0.9394	0.8520	0.0874	10.0%	0.0063	0.7%	21%	False	False	46,863

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9141
2.618	0.8989
1.618	0.8896
1.000	0.8839
0.618	0.8803
HIGH	0.8746
0.618	0.8710
0.500	0.8700
0.382	0.8689
LOW	0.8653
0.618	0.8596
1.000	0.8560
1.618	0.8503
2.618	0.8410
4.250	0.8258

Fisher Pivots for day following 13-Nov-2014
Pivot	1 day	3 day
R1	0.8703	0.8689
PP	0.8701	0.8674
S1	0.8700	0.8658

Download as Excel Spreadsheet

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

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