CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 28-Nov-2014

Day Change Summary
	Previous	Current
	26-Nov-2014	28-Nov-2014	Change	Change %	Previous Week
Open	0.8522	0.8575	0.0053	0.6%	0.8657
High	0.8554	0.8606	0.0052	0.6%	0.8687
Low	0.8469	0.8477	0.0008	0.1%	0.8469
Close	0.8542	0.8498	-0.0044	-0.5%	0.8498
Range	0.0085	0.0129	0.0044	51.8%	0.0218
ATR	0.0099	0.0101	0.0002	2.2%	0.0000
Volume	120,999	126,639	5,640	4.7%	434,792

Daily Pivots for day following 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8914	0.8835	0.8569
R3	0.8785	0.8706	0.8533
R2	0.8656	0.8656	0.8522
R1	0.8577	0.8577	0.8510	0.8552
PP	0.8527	0.8527	0.8527	0.8515
S1	0.8448	0.8448	0.8486	0.8423
S2	0.8398	0.8398	0.8474
S3	0.8269	0.8319	0.8463
S4	0.8140	0.8190	0.8427

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9205	0.9070	0.8618
R3	0.8987	0.8852	0.8558
R2	0.8769	0.8769	0.8538
R1	0.8634	0.8634	0.8518	0.8593
PP	0.8551	0.8551	0.8551	0.8531
S1	0.8416	0.8416	0.8478	0.8375
S2	0.8333	0.8333	0.8458
S3	0.8115	0.8198	0.8438
S4	0.7897	0.7980	0.8378

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%	0.0106	1.3%	12%	False	False	111,470
10	0.8778	0.8469	0.0309	3.6%	0.0101	1.2%	9%	False	False	104,600
20	0.8818	0.8469	0.0349	4.1%	0.0102	1.2%	8%	False	False	109,564
40	0.8882	0.8469	0.0413	4.9%	0.0104	1.2%	7%	False	False	110,065
60	0.9338	0.8469	0.0869	10.2%	0.0099	1.2%	3%	False	False	110,632
80	0.9338	0.8469	0.0869	10.2%	0.0086	1.0%	3%	False	False	83,294
100	0.9364	0.8469	0.0895	10.5%	0.0078	0.9%	3%	False	False	66,680
120	0.9394	0.8469	0.0925	10.9%	0.0070	0.8%	3%	False	False	55,580

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 16 trading days

Fibonacci Retracements and Extensions
4.250	0.9154
2.618	0.8944
1.618	0.8815
1.000	0.8735
0.618	0.8686
HIGH	0.8606
0.618	0.8557
0.500	0.8542
0.382	0.8526
LOW	0.8477
0.618	0.8397
1.000	0.8348
1.618	0.8268
2.618	0.8139
4.250	0.7929

Fisher Pivots for day following 28-Nov-2014
Pivot	1 day	3 day
R1	0.8542	0.8538
PP	0.8527	0.8524
S1	0.8513	0.8511

Download as Excel Spreadsheet

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

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