CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 11-Nov-2014

Day Change Summary
	Previous	Current
	10-Nov-2014	11-Nov-2014	Change	Change %	Previous Week
Open	0.8427	0.8482	0.0055	0.7%	0.8497
High	0.8427	0.8482	0.0055	0.7%	0.8552
Low	0.8427	0.8482	0.0055	0.7%	0.8386
Close	0.8427	0.8482	0.0055	0.7%	0.8449
Range
ATR
Volume	3	3	0	0.0%	15

Daily Pivots for day following 11-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8482	0.8482	0.8482
R3	0.8482	0.8482	0.8482
R2	0.8482	0.8482	0.8482
R1	0.8482	0.8482	0.8482	0.8482
PP	0.8482	0.8482	0.8482	0.8482
S1	0.8482	0.8482	0.8482	0.8482
S2	0.8482	0.8482	0.8482
S3	0.8482	0.8482	0.8482
S4	0.8482	0.8482	0.8482

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8960	0.8871	0.8540
R3	0.8794	0.8705	0.8495
R2	0.8628	0.8628	0.8479
R1	0.8539	0.8539	0.8464	0.8501
PP	0.8462	0.8462	0.8462	0.8443
S1	0.8373	0.8373	0.8434	0.8335
S2	0.8296	0.8296	0.8419
S3	0.8130	0.8207	0.8403
S4	0.7964	0.8041	0.8358

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8482	0.8386	0.0096	1.1%	0.0000	0.0%	100%	True	False	3
10	0.8636	0.8386	0.0250	2.9%	0.0000	0.0%	38%	False	False	3

Crabel Price Patterns
NR	False
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	False
Bull Hook	False
Stretch	0.0000

Fibonacci Retracements and Extensions
4.250	0.8482
2.618	0.8482
1.618	0.8482
1.000	0.8482
0.618	0.8482
HIGH	0.8482
0.618	0.8482
0.500	0.8482
0.382	0.8482
LOW	0.8482
0.618	0.8482
1.000	0.8482
1.618	0.8482
2.618	0.8482
4.250	0.8482

Fisher Pivots for day following 11-Nov-2014
Pivot	1 day	3 day
R1	0.8482	0.8473
PP	0.8482	0.8464
S1	0.8482	0.8455

Download as Excel Spreadsheet

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

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