CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 24-Nov-2014

Day Change Summary
	Previous	Current
	21-Nov-2014	24-Nov-2014	Change	Change %	Previous Week
Open	0.8605	0.8657	0.0052	0.6%	0.8739
High	0.8709	0.8687	-0.0022	-0.3%	0.8778
Low	0.8592	0.8590	-0.0002	0.0%	0.8552
Close	0.8648	0.8597	-0.0051	-0.6%	0.8648
Range	0.0117	0.0097	-0.0020	-17.1%	0.0226
ATR	0.0100	0.0100	0.0000	-0.2%	0.0000
Volume	122,559	58,552	-64,007	-52.2%	506,352

Daily Pivots for day following 24-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8916	0.8853	0.8650
R3	0.8819	0.8756	0.8624
R2	0.8722	0.8722	0.8615
R1	0.8659	0.8659	0.8606	0.8642
PP	0.8625	0.8625	0.8625	0.8616
S1	0.8562	0.8562	0.8588	0.8545
S2	0.8528	0.8528	0.8579
S3	0.8431	0.8465	0.8570
S4	0.8334	0.8368	0.8544

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	0.8730	0.8552	0.0178	2.1%	0.0094	1.1%	25%	False	False	96,468
10	0.8778	0.8552	0.0226	2.6%	0.0099	1.2%	20%	False	False	96,031
20	0.8882	0.8520	0.0362	4.2%	0.0102	1.2%	21%	False	False	105,662
40	0.8882	0.8520	0.0362	4.2%	0.0102	1.2%	21%	False	False	111,829
60	0.9338	0.8520	0.0818	9.5%	0.0098	1.1%	9%	False	False	104,602
80	0.9338	0.8520	0.0818	9.5%	0.0084	1.0%	9%	False	False	78,603
100	0.9364	0.8520	0.0844	9.8%	0.0075	0.9%	9%	False	False	62,926
120	0.9394	0.8520	0.0874	10.2%	0.0068	0.8%	9%	False	False	52,444

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	0.0029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9099
2.618	0.8941
1.618	0.8844
1.000	0.8784
0.618	0.8747
HIGH	0.8687
0.618	0.8650
0.500	0.8639
0.382	0.8627
LOW	0.8590
0.618	0.8530
1.000	0.8493
1.618	0.8433
2.618	0.8336
4.250	0.8178

Fisher Pivots for day following 24-Nov-2014
Pivot	1 day	3 day
R1	0.8639	0.8631
PP	0.8625	0.8619
S1	0.8611	0.8608

Download as Excel Spreadsheet

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

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