CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 01-Dec-2014

Day Change Summary
	Previous	Current
	28-Nov-2014	01-Dec-2014	Change	Change %	Previous Week
Open	0.8575	0.8472	-0.0103	-1.2%	0.8657
High	0.8606	0.8524	-0.0082	-1.0%	0.8687
Low	0.8477	0.8409	-0.0068	-0.8%	0.8469
Close	0.8498	0.8503	0.0005	0.1%	0.8498
Range	0.0129	0.0115	-0.0014	-10.9%	0.0218
ATR	0.0101	0.0102	0.0001	1.0%	0.0000
Volume	126,639	126,156	-483	-0.4%	434,792

Daily Pivots for day following 01-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8824	0.8778	0.8566
R3	0.8709	0.8663	0.8535
R2	0.8594	0.8594	0.8524
R1	0.8548	0.8548	0.8514	0.8571
PP	0.8479	0.8479	0.8479	0.8490
S1	0.8433	0.8433	0.8492	0.8456
S2	0.8364	0.8364	0.8482
S3	0.8249	0.8318	0.8471
S4	0.8134	0.8203	0.8440

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	0.8687	0.8409	0.0278	3.3%	0.0106	1.2%	34%	False	True	112,189
10	0.8778	0.8409	0.0369	4.3%	0.0100	1.2%	25%	False	True	106,730
20	0.8778	0.8409	0.0369	4.3%	0.0104	1.2%	25%	False	True	109,046
40	0.8882	0.8409	0.0473	5.6%	0.0103	1.2%	20%	False	True	109,627
60	0.9310	0.8409	0.0901	10.6%	0.0100	1.2%	10%	False	True	112,611
80	0.9338	0.8409	0.0929	10.9%	0.0086	1.0%	10%	False	True	84,862
100	0.9364	0.8409	0.0955	11.2%	0.0078	0.9%	10%	False	True	67,941
120	0.9394	0.8409	0.0985	11.6%	0.0071	0.8%	10%	False	True	56,631

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	True
Bull Hook	False
Stretch	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9013
2.618	0.8825
1.618	0.8710
1.000	0.8639
0.618	0.8595
HIGH	0.8524
0.618	0.8480
0.500	0.8467
0.382	0.8453
LOW	0.8409
0.618	0.8338
1.000	0.8294
1.618	0.8223
2.618	0.8108
4.250	0.7920

Fisher Pivots for day following 01-Dec-2014
Pivot	1 day	3 day
R1	0.8491	0.8508
PP	0.8479	0.8506
S1	0.8467	0.8505

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

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