CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 12-Dec-2014

Day Change Summary
	Previous	Current
	11-Dec-2014	12-Dec-2014	Change	Change %	Previous Week
Open	0.8316	0.8265	-0.0051	-0.6%	0.8295
High	0.8375	0.8297	-0.0078	-0.9%	0.8375
Low	0.8214	0.8228	0.0014	0.2%	0.8214
Close	0.8253	0.8248	-0.0005	-0.1%	0.8248
Range	0.0161	0.0069	-0.0092	-57.1%	0.0161
ATR	0.0102	0.0100	-0.0002	-2.3%	0.0000
Volume	135,523	19,061	-116,462	-85.9%	537,640

Daily Pivots for day following 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8465	0.8425	0.8286
R3	0.8396	0.8356	0.8267
R2	0.8327	0.8327	0.8261
R1	0.8287	0.8287	0.8254	0.8273
PP	0.8258	0.8258	0.8258	0.8250
S1	0.8218	0.8218	0.8242	0.8204
S2	0.8189	0.8189	0.8235
S3	0.8120	0.8149	0.8229
S4	0.8051	0.8080	0.8210

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8762	0.8666	0.8337
R3	0.8601	0.8505	0.8292
R2	0.8440	0.8440	0.8278
R1	0.8344	0.8344	0.8263	0.8312
PP	0.8279	0.8279	0.8279	0.8263
S1	0.8183	0.8183	0.8233	0.8151
S2	0.8118	0.8118	0.8218
S3	0.7957	0.8022	0.8204
S4	0.7796	0.7861	0.8159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8375	0.8214	0.0161	2.0%	0.0103	1.3%	21%	False	False	107,528
10	0.8536	0.8214	0.0322	3.9%	0.0098	1.2%	11%	False	False	105,567
20	0.8778	0.8214	0.0564	6.8%	0.0100	1.2%	6%	False	False	105,083
40	0.8882	0.8214	0.0668	8.1%	0.0095	1.2%	5%	False	False	102,300
60	0.8941	0.8214	0.0727	8.8%	0.0099	1.2%	5%	False	False	113,510
80	0.9338	0.8214	0.1124	13.6%	0.0093	1.1%	3%	False	False	96,442
100	0.9361	0.8214	0.1147	13.9%	0.0083	1.0%	3%	False	False	77,220
120	0.9394	0.8214	0.1180	14.3%	0.0076	0.9%	3%	False	False	64,373

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0039
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8590
2.618	0.8478
1.618	0.8409
1.000	0.8366
0.618	0.8340
HIGH	0.8297
0.618	0.8271
0.500	0.8263
0.382	0.8254
LOW	0.8228
0.618	0.8185
1.000	0.8159
1.618	0.8116
2.618	0.8047
4.250	0.7935

Fisher Pivots for day following 12-Dec-2014
Pivot	1 day	3 day
R1	0.8263	0.8295
PP	0.8258	0.8279
S1	0.8253	0.8264

Download as Excel Spreadsheet

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

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