CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 19-Nov-2014

Day Change Summary
	Previous	Current
	18-Nov-2014	19-Nov-2014	Change	Change %	Previous Week
Open	0.8685	0.8700	0.0015	0.2%	0.8623
High	0.8730	0.8703	-0.0027	-0.3%	0.8750
Low	0.8665	0.8586	-0.0079	-0.9%	0.8570
Close	0.8712	0.8601	-0.0111	-1.3%	0.8739
Range	0.0065	0.0117	0.0052	80.0%	0.0180
ATR	0.0098	0.0100	0.0002	2.0%	0.0000
Volume	83,359	111,545	28,186	33.8%	470,006

Daily Pivots for day following 19-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8981	0.8908	0.8665
R3	0.8864	0.8791	0.8633
R2	0.8747	0.8747	0.8622
R1	0.8674	0.8674	0.8612	0.8652
PP	0.8630	0.8630	0.8630	0.8619
S1	0.8557	0.8557	0.8590	0.8535
S2	0.8513	0.8513	0.8580
S3	0.8396	0.8440	0.8569
S4	0.8279	0.8323	0.8537

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	0.8586	0.0192	2.2%	0.0099	1.1%	8%	False	True	93,461
10	0.8778	0.8520	0.0258	3.0%	0.0097	1.1%	31%	False	False	100,925
20	0.8882	0.8520	0.0362	4.2%	0.0097	1.1%	22%	False	False	102,741
40	0.8882	0.8520	0.0362	4.2%	0.0101	1.2%	22%	False	False	114,616
60	0.9338	0.8520	0.0818	9.5%	0.0095	1.1%	10%	False	False	99,870
80	0.9338	0.8520	0.0818	9.5%	0.0083	1.0%	10%	False	False	75,027
100	0.9394	0.8520	0.0874	10.2%	0.0074	0.9%	9%	False	False	60,054
120	0.9394	0.8520	0.0874	10.2%	0.0066	0.8%	9%	False	False	50,049

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	0.0029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9200
2.618	0.9009
1.618	0.8892
1.000	0.8820
0.618	0.8775
HIGH	0.8703
0.618	0.8658
0.500	0.8645
0.382	0.8631
LOW	0.8586
0.618	0.8514
1.000	0.8469
1.618	0.8397
2.618	0.8280
4.250	0.8089

Fisher Pivots for day following 19-Nov-2014
Pivot	1 day	3 day
R1	0.8645	0.8682
PP	0.8630	0.8655
S1	0.8616	0.8628

Download as Excel Spreadsheet

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

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