CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 13-Nov-2014

Day Change Summary
	Previous	Current
	12-Nov-2014	13-Nov-2014	Change	Change %	Previous Week
Open	0.8526	0.8534	0.0008	0.1%	0.8497
High	0.8526	0.8534	0.0008	0.1%	0.8552
Low	0.8526	0.8534	0.0008	0.1%	0.8386
Close	0.8526	0.8534	0.0008	0.1%	0.8449
Range
ATR	0.0049	0.0046	-0.0003	-6.0%	0.0000
Volume	3	3	0	0.0%	15

Daily Pivots for day following 13-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8534	0.8534	0.8534
R3	0.8534	0.8534	0.8534
R2	0.8534	0.8534	0.8534
R1	0.8534	0.8534	0.8534	0.8534
PP	0.8534	0.8534	0.8534	0.8534
S1	0.8534	0.8534	0.8534	0.8534
S2	0.8534	0.8534	0.8534
S3	0.8534	0.8534	0.8534
S4	0.8534	0.8534	0.8534

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	0.8534	0.8427	0.0107	1.3%	0.0000	0.0%	100%	True	False	3
10	0.8603	0.8386	0.0217	2.5%	0.0000	0.0%	68%	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	0.8534
2.618	0.8534
1.618	0.8534
1.000	0.8534
0.618	0.8534
HIGH	0.8534
0.618	0.8534
0.500	0.8534
0.382	0.8534
LOW	0.8534
0.618	0.8534
1.000	0.8534
1.618	0.8534
2.618	0.8534
4.250	0.8534

Fisher Pivots for day following 13-Nov-2014
Pivot	1 day	3 day
R1	0.8534	0.8525
PP	0.8534	0.8517
S1	0.8534	0.8508

Download as Excel Spreadsheet

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

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