CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 20-Nov-2014

Day Change Summary
	Previous	Current
	19-Nov-2014	20-Nov-2014	Change	Change %	Previous Week
Open	0.8700	0.8588	-0.0112	-1.3%	0.8623
High	0.8703	0.8627	-0.0076	-0.9%	0.8750
Low	0.8586	0.8552	-0.0034	-0.4%	0.8570
Close	0.8601	0.8622	0.0021	0.2%	0.8739
Range	0.0117	0.0075	-0.0042	-35.9%	0.0180
ATR	0.0100	0.0099	-0.0002	-1.8%	0.0000
Volume	111,545	106,328	-5,217	-4.7%	470,006

Daily Pivots for day following 20-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8825	0.8799	0.8663
R3	0.8750	0.8724	0.8643
R2	0.8675	0.8675	0.8636
R1	0.8649	0.8649	0.8629	0.8662
PP	0.8600	0.8600	0.8600	0.8607
S1	0.8574	0.8574	0.8615	0.8587
S2	0.8525	0.8525	0.8608
S3	0.8450	0.8499	0.8601
S4	0.8375	0.8424	0.8581

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	0.8552	0.0226	2.6%	0.0095	1.1%	31%	False	True	97,730
10	0.8778	0.8520	0.0258	3.0%	0.0097	1.1%	40%	False	False	99,253
20	0.8882	0.8520	0.0362	4.2%	0.0098	1.1%	28%	False	False	103,556
40	0.8882	0.8520	0.0362	4.2%	0.0100	1.2%	28%	False	False	113,478
60	0.9338	0.8520	0.0818	9.5%	0.0095	1.1%	12%	False	False	101,622
80	0.9338	0.8520	0.0818	9.5%	0.0083	1.0%	12%	False	False	76,354
100	0.9376	0.8520	0.0856	9.9%	0.0074	0.9%	12%	False	False	61,117
120	0.9394	0.8520	0.0874	10.1%	0.0066	0.8%	12%	False	False	50,935

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	0.0030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8946
2.618	0.8823
1.618	0.8748
1.000	0.8702
0.618	0.8673
HIGH	0.8627
0.618	0.8598
0.500	0.8590
0.382	0.8581
LOW	0.8552
0.618	0.8506
1.000	0.8477
1.618	0.8431
2.618	0.8356
4.250	0.8233

Fisher Pivots for day following 20-Nov-2014
Pivot	1 day	3 day
R1	0.8611	0.8641
PP	0.8600	0.8635
S1	0.8590	0.8628

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

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