CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 20-Nov-2014

Day Change Summary
	Previous	Current
	19-Nov-2014	20-Nov-2014	Change	Change %	Previous Week
Open	0.8436	0.8455	0.0019	0.2%	0.8427
High	0.8436	0.8455	0.0019	0.2%	0.8569
Low	0.8436	0.8455	0.0019	0.2%	0.8427
Close	0.8436	0.8455	0.0019	0.2%	0.8569
Range
ATR	0.0050	0.0048	-0.0002	-4.4%	0.0000
Volume	1	1	0	0.0%	15

Daily Pivots for day following 20-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8455	0.8455	0.8455
R3	0.8455	0.8455	0.8455
R2	0.8455	0.8455	0.8455
R1	0.8455	0.8455	0.8455	0.8455
PP	0.8455	0.8455	0.8455	0.8455
S1	0.8455	0.8455	0.8455	0.8455
S2	0.8455	0.8455	0.8455
S3	0.8455	0.8455	0.8455
S4	0.8455	0.8455	0.8455

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8948	0.8900	0.8647
R3	0.8806	0.8758	0.8608
R2	0.8664	0.8664	0.8595
R1	0.8616	0.8616	0.8582	0.8640
PP	0.8522	0.8522	0.8522	0.8534
S1	0.8474	0.8474	0.8556	0.8498
S2	0.8380	0.8380	0.8543
S3	0.8238	0.8332	0.8530
S4	0.8096	0.8190	0.8491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8569	0.8436	0.0133	1.6%	0.0014	0.2%	14%	False	False	1
10	0.8569	0.8427	0.0142	1.7%	0.0007	0.1%	20%	False	False	2

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	0.8455
2.618	0.8455
1.618	0.8455
1.000	0.8455
0.618	0.8455
HIGH	0.8455
0.618	0.8455
0.500	0.8455
0.382	0.8455
LOW	0.8455
0.618	0.8455
1.000	0.8455
1.618	0.8455
2.618	0.8455
4.250	0.8455

Fisher Pivots for day following 20-Nov-2014
Pivot	1 day	3 day
R1	0.8455	0.8490
PP	0.8455	0.8478
S1	0.8455	0.8467

Download as Excel Spreadsheet

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

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