CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 21-Jan-2015

Day Change Summary
	Previous	Current
	20-Jan-2015	21-Jan-2015	Change	Change %	Previous Week
Open	0.8142	0.8083	-0.0059	-0.7%	0.8133
High	0.8153	0.8140	-0.0013	-0.2%	0.8208
Low	0.8080	0.8000	-0.0080	-1.0%	0.7984
Close	0.8089	0.8008	-0.0081	-1.0%	0.8145
Range	0.0073	0.0140	0.0067	91.8%	0.0224
ATR	0.0069	0.0074	0.0005	7.4%	0.0000
Volume	154	356	202	131.2%	1,497

Daily Pivots for day following 21-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8469	0.8379	0.8085
R3	0.8329	0.8239	0.8047
R2	0.8189	0.8189	0.8034
R1	0.8099	0.8099	0.8021	0.8074
PP	0.8049	0.8049	0.8049	0.8037
S1	0.7959	0.7959	0.7995	0.7934
S2	0.7909	0.7909	0.7982
S3	0.7769	0.7819	0.7970
S4	0.7629	0.7679	0.7931

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8784	0.8689	0.8268
R3	0.8560	0.8465	0.8207
R2	0.8336	0.8336	0.8186
R1	0.8241	0.8241	0.8166	0.8289
PP	0.8112	0.8112	0.8112	0.8136
S1	0.8017	0.8017	0.8124	0.8065
S2	0.7888	0.7888	0.8104
S3	0.7664	0.7793	0.8083
S4	0.7440	0.7569	0.8022

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8208	0.7984	0.0224	2.8%	0.0107	1.3%	11%	False	False	330
10	0.8208	0.7952	0.0256	3.2%	0.0088	1.1%	22%	False	False	240
20	0.8208	0.7952	0.0256	3.2%	0.0063	0.8%	22%	False	False	157
40	0.8552	0.7952	0.0600	7.5%	0.0047	0.6%	9%	False	False	83
60	0.8746	0.7952	0.0794	9.9%	0.0036	0.4%	7%	False	False	56
80	0.8746	0.7952	0.0794	9.9%	0.0029	0.4%	7%	False	False	42
100	0.9200	0.7952	0.1248	15.6%	0.0025	0.3%	4%	False	False	34

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	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8735
2.618	0.8507
1.618	0.8367
1.000	0.8280
0.618	0.8227
HIGH	0.8140
0.618	0.8087
0.500	0.8070
0.382	0.8053
LOW	0.8000
0.618	0.7913
1.000	0.7860
1.618	0.7773
2.618	0.7633
4.250	0.7405

Fisher Pivots for day following 21-Jan-2015
Pivot	1 day	3 day
R1	0.8070	0.8081
PP	0.8049	0.8057
S1	0.8029	0.8032

Download as Excel Spreadsheet

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

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