CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 26-Nov-2014

Day Change Summary
	Previous	Current
	25-Nov-2014	26-Nov-2014	Change	Change %	Previous Week
Open	0.8601	0.8522	-0.0079	-0.9%	0.8739
High	0.8606	0.8554	-0.0052	-0.6%	0.8778
Low	0.8502	0.8469	-0.0033	-0.4%	0.8552
Close	0.8509	0.8542	0.0033	0.4%	0.8648
Range	0.0104	0.0085	-0.0019	-18.3%	0.0226
ATR	0.0100	0.0099	-0.0001	-1.1%	0.0000
Volume	128,602	120,999	-7,603	-5.9%	506,352

Daily Pivots for day following 26-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8777	0.8744	0.8589
R3	0.8692	0.8659	0.8565
R2	0.8607	0.8607	0.8558
R1	0.8574	0.8574	0.8550	0.8591
PP	0.8522	0.8522	0.8522	0.8530
S1	0.8489	0.8489	0.8534	0.8506
S2	0.8437	0.8437	0.8526
S3	0.8352	0.8404	0.8519
S4	0.8267	0.8319	0.8495

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	0.8469	0.0240	2.8%	0.0096	1.1%	30%	False	True	107,408
10	0.8778	0.8469	0.0309	3.6%	0.0097	1.1%	24%	False	True	100,434
20	0.8818	0.8469	0.0349	4.1%	0.0100	1.2%	21%	False	True	108,464
40	0.8882	0.8469	0.0413	4.8%	0.0103	1.2%	18%	False	True	110,687
60	0.9338	0.8469	0.0869	10.2%	0.0098	1.1%	8%	False	True	108,608
80	0.9338	0.8469	0.0869	10.2%	0.0086	1.0%	8%	False	True	81,715
100	0.9364	0.8469	0.0895	10.5%	0.0077	0.9%	8%	False	True	65,417
120	0.9394	0.8469	0.0925	10.8%	0.0069	0.8%	8%	False	True	54,524

Crabel Price Patterns
NR	True
NR4	True
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	0.0028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8915
2.618	0.8777
1.618	0.8692
1.000	0.8639
0.618	0.8607
HIGH	0.8554
0.618	0.8522
0.500	0.8512
0.382	0.8501
LOW	0.8469
0.618	0.8416
1.000	0.8384
1.618	0.8331
2.618	0.8246
4.250	0.8108

Fisher Pivots for day following 26-Nov-2014
Pivot	1 day	3 day
R1	0.8532	0.8578
PP	0.8522	0.8566
S1	0.8512	0.8554

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

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