CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 05-Dec-2014

Day Change Summary
	Previous	Current
	04-Dec-2014	05-Dec-2014	Change	Change %	Previous Week
Open	0.8383	0.8376	-0.0007	-0.1%	0.8472
High	0.8425	0.8396	-0.0029	-0.3%	0.8536
Low	0.8350	0.8311	-0.0039	-0.5%	0.8311
Close	0.8376	0.8320	-0.0056	-0.7%	0.8320
Range	0.0075	0.0085	0.0010	13.3%	0.0225
ATR	0.0099	0.0098	-0.0001	-1.0%	0.0000
Volume	104,860	84,760	-20,100	-19.2%	518,035

Daily Pivots for day following 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8597	0.8544	0.8367
R3	0.8512	0.8459	0.8343
R2	0.8427	0.8427	0.8336
R1	0.8374	0.8374	0.8328	0.8358
PP	0.8342	0.8342	0.8342	0.8335
S1	0.8289	0.8289	0.8312	0.8273
S2	0.8257	0.8257	0.8304
S3	0.8172	0.8204	0.8297
S4	0.8087	0.8119	0.8273

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9064	0.8917	0.8444
R3	0.8839	0.8692	0.8382
R2	0.8614	0.8614	0.8361
R1	0.8467	0.8467	0.8341	0.8428
PP	0.8389	0.8389	0.8389	0.8370
S1	0.8242	0.8242	0.8299	0.8203
S2	0.8164	0.8164	0.8279
S3	0.7939	0.8017	0.8258
S4	0.7714	0.7792	0.8196

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8536	0.8311	0.0225	2.7%	0.0093	1.1%	4%	False	True	103,607
10	0.8709	0.8311	0.0398	4.8%	0.0100	1.2%	2%	False	True	107,538
20	0.8778	0.8311	0.0467	5.6%	0.0098	1.2%	2%	False	True	103,395
40	0.8882	0.8311	0.0571	6.9%	0.0099	1.2%	2%	False	True	105,242
60	0.9055	0.8311	0.0744	8.9%	0.0099	1.2%	1%	False	True	115,408
80	0.9338	0.8311	0.1027	12.3%	0.0089	1.1%	1%	False	True	89,745
100	0.9364	0.8311	0.1053	12.7%	0.0081	1.0%	1%	False	True	71,851
120	0.9394	0.8311	0.1083	13.0%	0.0073	0.9%	1%	False	True	59,896

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	0.0029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8757
2.618	0.8619
1.618	0.8534
1.000	0.8481
0.618	0.8449
HIGH	0.8396
0.618	0.8364
0.500	0.8354
0.382	0.8343
LOW	0.8311
0.618	0.8258
1.000	0.8226
1.618	0.8173
2.618	0.8088
4.250	0.7950

Fisher Pivots for day following 05-Dec-2014
Pivot	1 day	3 day
R1	0.8354	0.8386
PP	0.8342	0.8364
S1	0.8331	0.8342

Download as Excel Spreadsheet

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

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