CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 09-Dec-2014

Day Change Summary
	Previous	Current
	08-Dec-2014	09-Dec-2014	Change	Change %	Previous Week
Open	0.8295	0.8293	-0.0002	0.0%	0.8472
High	0.8320	0.8359	0.0039	0.5%	0.8536
Low	0.8256	0.8221	-0.0035	-0.4%	0.8311
Close	0.8293	0.8300	0.0007	0.1%	0.8320
Range	0.0064	0.0138	0.0074	115.6%	0.0225
ATR	0.0096	0.0099	0.0003	3.1%	0.0000
Volume	90,644	161,813	71,169	78.5%	518,035

Daily Pivots for day following 09-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8707	0.8642	0.8376
R3	0.8569	0.8504	0.8338
R2	0.8431	0.8431	0.8325
R1	0.8366	0.8366	0.8313	0.8399
PP	0.8293	0.8293	0.8293	0.8310
S1	0.8228	0.8228	0.8287	0.8261
S2	0.8155	0.8155	0.8275
S3	0.8017	0.8090	0.8262
S4	0.7879	0.7952	0.8224

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	0.8461	0.8221	0.0240	2.9%	0.0088	1.1%	33%	False	True	109,277
10	0.8606	0.8221	0.0385	4.6%	0.0099	1.2%	21%	False	True	114,673
20	0.8778	0.8221	0.0557	6.7%	0.0099	1.2%	14%	False	True	105,352
40	0.8882	0.8221	0.0661	8.0%	0.0098	1.2%	12%	False	True	105,983
60	0.9055	0.8221	0.0834	10.0%	0.0100	1.2%	9%	False	True	115,821
80	0.9338	0.8221	0.1117	13.5%	0.0091	1.1%	7%	False	True	92,890
100	0.9364	0.8221	0.1143	13.8%	0.0081	1.0%	7%	False	True	74,373
120	0.9394	0.8221	0.1173	14.1%	0.0074	0.9%	7%	False	True	61,999

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0034
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.8946
2.618	0.8720
1.618	0.8582
1.000	0.8497
0.618	0.8444
HIGH	0.8359
0.618	0.8306
0.500	0.8290
0.382	0.8274
LOW	0.8221
0.618	0.8136
1.000	0.8083
1.618	0.7998
2.618	0.7860
4.250	0.7635

Fisher Pivots for day following 09-Dec-2014
Pivot	1 day	3 day
R1	0.8297	0.8309
PP	0.8293	0.8306
S1	0.8290	0.8303

Download as Excel Spreadsheet

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

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