CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 21-Nov-2014

Day Change Summary
	Previous	Current
	20-Nov-2014	21-Nov-2014	Change	Change %	Previous Week
Open	0.8588	0.8605	0.0017	0.2%	0.8739
High	0.8627	0.8709	0.0082	1.0%	0.8778
Low	0.8552	0.8592	0.0040	0.5%	0.8552
Close	0.8622	0.8648	0.0026	0.3%	0.8648
Range	0.0075	0.0117	0.0042	56.0%	0.0226
ATR	0.0099	0.0100	0.0001	1.3%	0.0000
Volume	106,328	122,559	16,231	15.3%	506,352

Daily Pivots for day following 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9001	0.8941	0.8712
R3	0.8884	0.8824	0.8680
R2	0.8767	0.8767	0.8669
R1	0.8707	0.8707	0.8659	0.8737
PP	0.8650	0.8650	0.8650	0.8665
S1	0.8590	0.8590	0.8637	0.8620
S2	0.8533	0.8533	0.8627
S3	0.8416	0.8473	0.8616
S4	0.8299	0.8356	0.8584

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9337	0.9219	0.8772
R3	0.9111	0.8993	0.8710
R2	0.8885	0.8885	0.8689
R1	0.8767	0.8767	0.8669	0.8713
PP	0.8659	0.8659	0.8659	0.8633
S1	0.8541	0.8541	0.8627	0.8487
S2	0.8433	0.8433	0.8607
S3	0.8207	0.8315	0.8586
S4	0.7981	0.8089	0.8524

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%	42%	False	False	101,270
10	0.8778	0.8552	0.0226	2.6%	0.0097	1.1%	42%	False	False	97,635
20	0.8882	0.8520	0.0362	4.2%	0.0099	1.1%	35%	False	False	105,404
40	0.8882	0.8520	0.0362	4.2%	0.0102	1.2%	35%	False	False	113,533
60	0.9338	0.8520	0.0818	9.5%	0.0097	1.1%	16%	False	False	103,649
80	0.9338	0.8520	0.0818	9.5%	0.0084	1.0%	16%	False	False	77,876
100	0.9364	0.8520	0.0844	9.8%	0.0075	0.9%	15%	False	False	62,341
120	0.9394	0.8520	0.0874	10.1%	0.0067	0.8%	15%	False	False	51,957

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	0.0030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9206
2.618	0.9015
1.618	0.8898
1.000	0.8826
0.618	0.8781
HIGH	0.8709
0.618	0.8664
0.500	0.8651
0.382	0.8637
LOW	0.8592
0.618	0.8520
1.000	0.8475
1.618	0.8403
2.618	0.8286
4.250	0.8095

Fisher Pivots for day following 21-Nov-2014
Pivot	1 day	3 day
R1	0.8651	0.8642
PP	0.8650	0.8636
S1	0.8649	0.8631

Download as Excel Spreadsheet

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

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