CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 18-Nov-2014

Day Change Summary
	Previous	Current
	17-Nov-2014	18-Nov-2014	Change	Change %	Previous Week
Open	0.8739	0.8685	-0.0054	-0.6%	0.8623
High	0.8778	0.8730	-0.0048	-0.5%	0.8750
Low	0.8678	0.8665	-0.0013	-0.1%	0.8570
Close	0.8692	0.8712	0.0020	0.2%	0.8739
Range	0.0100	0.0065	-0.0035	-35.0%	0.0180
ATR	0.0101	0.0098	-0.0003	-2.5%	0.0000
Volume	82,561	83,359	798	1.0%	470,006

Daily Pivots for day following 18-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8897	0.8870	0.8748
R3	0.8832	0.8805	0.8730
R2	0.8767	0.8767	0.8724
R1	0.8740	0.8740	0.8718	0.8754
PP	0.8702	0.8702	0.8702	0.8709
S1	0.8675	0.8675	0.8706	0.8689
S2	0.8637	0.8637	0.8700
S3	0.8572	0.8610	0.8694
S4	0.8507	0.8545	0.8676

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	0.8631	0.0147	1.7%	0.0092	1.1%	55%	False	False	89,718
10	0.8778	0.8520	0.0258	3.0%	0.0105	1.2%	74%	False	False	105,197
20	0.8882	0.8520	0.0362	4.2%	0.0095	1.1%	53%	False	False	101,244
40	0.8882	0.8520	0.0362	4.2%	0.0100	1.1%	53%	False	False	114,699
60	0.9338	0.8520	0.0818	9.4%	0.0094	1.1%	23%	False	False	98,024
80	0.9338	0.8520	0.0818	9.4%	0.0082	0.9%	23%	False	False	73,633
100	0.9394	0.8520	0.0874	10.0%	0.0073	0.8%	22%	False	False	58,938
120	0.9394	0.8520	0.0874	10.0%	0.0065	0.7%	22%	False	False	49,120

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0029
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.9006
2.618	0.8900
1.618	0.8835
1.000	0.8795
0.618	0.8770
HIGH	0.8730
0.618	0.8705
0.500	0.8698
0.382	0.8690
LOW	0.8665
0.618	0.8625
1.000	0.8600
1.618	0.8560
2.618	0.8495
4.250	0.8389

Fisher Pivots for day following 18-Nov-2014
Pivot	1 day	3 day
R1	0.8707	0.8710
PP	0.8702	0.8707
S1	0.8698	0.8705

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

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