CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 14-Nov-2014

Day Change Summary
	Previous	Current
	13-Nov-2014	14-Nov-2014	Change	Change %	Previous Week
Open	0.8693	0.8693	0.0000	0.0%	0.8623
High	0.8746	0.8750	0.0004	0.0%	0.8750
Low	0.8653	0.8631	-0.0022	-0.3%	0.8570
Close	0.8705	0.8739	0.0034	0.4%	0.8739
Range	0.0093	0.0119	0.0026	28.0%	0.0180
ATR	0.0100	0.0101	0.0001	1.4%	0.0000
Volume	84,984	104,860	19,876	23.4%	470,006

Daily Pivots for day following 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9064	0.9020	0.8804
R3	0.8945	0.8901	0.8772
R2	0.8826	0.8826	0.8761
R1	0.8782	0.8782	0.8750	0.8804
PP	0.8707	0.8707	0.8707	0.8718
S1	0.8663	0.8663	0.8728	0.8685
S2	0.8588	0.8588	0.8717
S3	0.8469	0.8544	0.8706
S4	0.8350	0.8425	0.8674

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9226	0.9163	0.8838
R3	0.9046	0.8983	0.8789
R2	0.8866	0.8866	0.8772
R1	0.8803	0.8803	0.8756	0.8835
PP	0.8686	0.8686	0.8686	0.8702
S1	0.8623	0.8623	0.8723	0.8655
S2	0.8506	0.8506	0.8706
S3	0.8326	0.8443	0.8690
S4	0.8146	0.8263	0.8640

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8750	0.8570	0.0180	2.1%	0.0099	1.1%	94%	True	False	94,001
10	0.8750	0.8520	0.0230	2.6%	0.0107	1.2%	95%	True	False	111,362
20	0.8882	0.8520	0.0362	4.1%	0.0093	1.1%	60%	False	False	100,263
40	0.8897	0.8520	0.0377	4.3%	0.0100	1.1%	58%	False	False	117,063
60	0.9338	0.8520	0.0818	9.4%	0.0092	1.1%	27%	False	False	95,293
80	0.9338	0.8520	0.0818	9.4%	0.0080	0.9%	27%	False	False	71,562
100	0.9394	0.8520	0.0874	10.0%	0.0072	0.8%	25%	False	False	57,280
120	0.9394	0.8520	0.0874	10.0%	0.0064	0.7%	25%	False	False	47,737

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	0.0028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9256
2.618	0.9062
1.618	0.8943
1.000	0.8869
0.618	0.8824
HIGH	0.8750
0.618	0.8705
0.500	0.8691
0.382	0.8676
LOW	0.8631
0.618	0.8557
1.000	0.8512
1.618	0.8438
2.618	0.8319
4.250	0.8125

Fisher Pivots for day following 14-Nov-2014
Pivot	1 day	3 day
R1	0.8723	0.8723
PP	0.8707	0.8707
S1	0.8691	0.8691

Download as Excel Spreadsheet

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

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