CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 25-Nov-2014

Day Change Summary
	Previous	Current
	24-Nov-2014	25-Nov-2014	Change	Change %	Previous Week
Open	0.8657	0.8601	-0.0056	-0.6%	0.8739
High	0.8687	0.8606	-0.0081	-0.9%	0.8778
Low	0.8590	0.8502	-0.0088	-1.0%	0.8552
Close	0.8597	0.8509	-0.0088	-1.0%	0.8648
Range	0.0097	0.0104	0.0007	7.2%	0.0226
ATR	0.0100	0.0100	0.0000	0.3%	0.0000
Volume	58,552	128,602	70,050	119.6%	506,352

Daily Pivots for day following 25-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8851	0.8784	0.8566
R3	0.8747	0.8680	0.8538
R2	0.8643	0.8643	0.8528
R1	0.8576	0.8576	0.8519	0.8558
PP	0.8539	0.8539	0.8539	0.8530
S1	0.8472	0.8472	0.8499	0.8454
S2	0.8435	0.8435	0.8490
S3	0.8331	0.8368	0.8480
S4	0.8227	0.8264	0.8452

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	0.8709	0.8502	0.0207	2.4%	0.0102	1.2%	3%	False	True	105,517
10	0.8778	0.8502	0.0276	3.2%	0.0097	1.1%	3%	False	True	97,617
20	0.8882	0.8502	0.0380	4.5%	0.0102	1.2%	2%	False	True	108,260
40	0.8882	0.8502	0.0380	4.5%	0.0103	1.2%	2%	False	True	111,542
60	0.9338	0.8502	0.0836	9.8%	0.0098	1.2%	1%	False	True	106,686
80	0.9338	0.8502	0.0836	9.8%	0.0085	1.0%	1%	False	True	80,204
100	0.9364	0.8502	0.0862	10.1%	0.0076	0.9%	1%	False	True	64,209
120	0.9394	0.8502	0.0892	10.5%	0.0069	0.8%	1%	False	True	53,516

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	0.0027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9048
2.618	0.8878
1.618	0.8774
1.000	0.8710
0.618	0.8670
HIGH	0.8606
0.618	0.8566
0.500	0.8554
0.382	0.8542
LOW	0.8502
0.618	0.8438
1.000	0.8398
1.618	0.8334
2.618	0.8230
4.250	0.8060

Fisher Pivots for day following 25-Nov-2014
Pivot	1 day	3 day
R1	0.8554	0.8606
PP	0.8539	0.8573
S1	0.8524	0.8541

Download as Excel Spreadsheet

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

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