CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 17-Nov-2014

Day Change Summary
	Previous	Current
	14-Nov-2014	17-Nov-2014	Change	Change %	Previous Week
Open	0.8693	0.8739	0.0046	0.5%	0.8623
High	0.8750	0.8778	0.0028	0.3%	0.8750
Low	0.8631	0.8678	0.0047	0.5%	0.8570
Close	0.8739	0.8692	-0.0047	-0.5%	0.8739
Range	0.0119	0.0100	-0.0019	-16.0%	0.0180
ATR	0.0101	0.0101	0.0000	-0.1%	0.0000
Volume	104,860	82,561	-22,299	-21.3%	470,006

Daily Pivots for day following 17-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9016	0.8954	0.8747
R3	0.8916	0.8854	0.8720
R2	0.8816	0.8816	0.8710
R1	0.8754	0.8754	0.8701	0.8735
PP	0.8716	0.8716	0.8716	0.8707
S1	0.8654	0.8654	0.8683	0.8635
S2	0.8616	0.8616	0.8674
S3	0.8516	0.8554	0.8665
S4	0.8416	0.8454	0.8637

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	0.8778	0.8570	0.0208	2.4%	0.0104	1.2%	59%	True	False	95,594
10	0.8778	0.8520	0.0258	3.0%	0.0109	1.3%	67%	True	False	108,369
20	0.8882	0.8520	0.0362	4.2%	0.0095	1.1%	48%	False	False	101,803
40	0.8882	0.8520	0.0362	4.2%	0.0100	1.2%	48%	False	False	116,182
60	0.9338	0.8520	0.0818	9.4%	0.0093	1.1%	21%	False	False	96,647
80	0.9338	0.8520	0.0818	9.4%	0.0081	0.9%	21%	False	False	72,593
100	0.9394	0.8520	0.0874	10.1%	0.0073	0.8%	20%	False	False	58,105
120	0.9394	0.8520	0.0874	10.1%	0.0064	0.7%	20%	False	False	48,425

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	0.0032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9203
2.618	0.9040
1.618	0.8940
1.000	0.8878
0.618	0.8840
HIGH	0.8778
0.618	0.8740
0.500	0.8728
0.382	0.8716
LOW	0.8678
0.618	0.8616
1.000	0.8578
1.618	0.8516
2.618	0.8416
4.250	0.8253

Fisher Pivots for day following 17-Nov-2014
Pivot	1 day	3 day
R1	0.8728	0.8705
PP	0.8716	0.8700
S1	0.8704	0.8696

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

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