CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 03-Nov-2014

Day Change Summary
	Previous	Current
	31-Oct-2014	03-Nov-2014	Change	Change %	Previous Week
Open	0.8744	0.8679	-0.0065	-0.7%	0.8732
High	0.8752	0.8679	-0.0073	-0.8%	0.8815
Low	0.8685	0.8598	-0.0087	-1.0%	0.8678
Close	0.8712	0.8605	-0.0107	-1.2%	0.8712
Range	0.0067	0.0081	0.0014	20.9%	0.0137
ATR	0.0081	0.0083	0.0002	2.9%	0.0000
Volume	265	186	-79	-29.8%	827

Daily Pivots for day following 03-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8870	0.8819	0.8650
R3	0.8789	0.8738	0.8627
R2	0.8708	0.8708	0.8620
R1	0.8657	0.8657	0.8612	0.8642
PP	0.8627	0.8627	0.8627	0.8620
S1	0.8576	0.8576	0.8598	0.8561
S2	0.8546	0.8546	0.8590
S3	0.8465	0.8495	0.8583
S4	0.8384	0.8414	0.8560

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9146	0.9066	0.8787
R3	0.9009	0.8929	0.8750
R2	0.8872	0.8872	0.8737
R1	0.8792	0.8792	0.8725	0.8764
PP	0.8735	0.8735	0.8735	0.8721
S1	0.8655	0.8655	0.8699	0.8627
S2	0.8598	0.8598	0.8687
S3	0.8461	0.8518	0.8674
S4	0.8324	0.8381	0.8637

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8815	0.8598	0.0217	2.5%	0.0086	1.0%	3%	False	True	176
10	0.8815	0.8598	0.0217	2.5%	0.0072	0.8%	3%	False	True	141
20	0.8815	0.8566	0.0249	2.9%	0.0087	1.0%	16%	False	False	174
40	0.9146	0.8544	0.0602	7.0%	0.0083	1.0%	10%	False	False	138
60	0.9257	0.8544	0.0713	8.3%	0.0061	0.7%	9%	False	False	94
80	0.9326	0.8544	0.0782	9.1%	0.0046	0.5%	8%	False	False	71

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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9023
2.618	0.8891
1.618	0.8810
1.000	0.8760
0.618	0.8729
HIGH	0.8679
0.618	0.8648
0.500	0.8639
0.382	0.8629
LOW	0.8598
0.618	0.8548
1.000	0.8517
1.618	0.8467
2.618	0.8386
4.250	0.8254

Fisher Pivots for day following 03-Nov-2014
Pivot	1 day	3 day
R1	0.8639	0.8677
PP	0.8627	0.8653
S1	0.8616	0.8629

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

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