CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 10-Apr-2015

Day Change Summary
	Previous	Current
	09-Apr-2015	10-Apr-2015	Change	Change %	Previous Week
Open	0.7657	0.7665	0.0008	0.1%	0.7609
High	0.7709	0.7693	-0.0016	-0.2%	0.7709
Low	0.7630	0.7609	-0.0021	-0.3%	0.7548
Close	0.7659	0.7655	-0.0004	-0.1%	0.7655
Range	0.0079	0.0084	0.0005	6.3%	0.0161
ATR	0.0101	0.0100	-0.0001	-1.2%	0.0000
Volume	91,328	83,357	-7,971	-8.7%	430,689

Daily Pivots for day following 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7904	0.7864	0.7701
R3	0.7820	0.7780	0.7678
R2	0.7736	0.7736	0.7670
R1	0.7696	0.7696	0.7663	0.7674
PP	0.7652	0.7652	0.7652	0.7642
S1	0.7612	0.7612	0.7647	0.7590
S2	0.7568	0.7568	0.7640
S3	0.7484	0.7528	0.7632
S4	0.7400	0.7444	0.7609

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8120	0.8049	0.7744
R3	0.7959	0.7888	0.7699
R2	0.7798	0.7798	0.7685
R1	0.7727	0.7727	0.7670	0.7763
PP	0.7637	0.7637	0.7637	0.7655
S1	0.7566	0.7566	0.7640	0.7602
S2	0.7476	0.7476	0.7625
S3	0.7315	0.7405	0.7611
S4	0.7154	0.7244	0.7566

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7709	0.7548	0.0161	2.1%	0.0095	1.2%	66%	False	False	86,137
10	0.7800	0.7504	0.0296	3.9%	0.0092	1.2%	51%	False	False	93,876
20	0.7901	0.7504	0.0397	5.2%	0.0108	1.4%	38%	False	False	97,650
40	0.7901	0.7504	0.0397	5.2%	0.0096	1.3%	38%	False	False	55,451
60	0.8208	0.7504	0.0704	9.2%	0.0099	1.3%	21%	False	False	37,086
80	0.8208	0.7504	0.0704	9.2%	0.0087	1.1%	21%	False	False	27,835
100	0.8624	0.7504	0.1120	14.6%	0.0073	0.9%	13%	False	False	22,269
120	0.8746	0.7504	0.1242	16.2%	0.0063	0.8%	12%	False	False	18,557

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8050
2.618	0.7913
1.618	0.7829
1.000	0.7777
0.618	0.7745
HIGH	0.7693
0.618	0.7661
0.500	0.7651
0.382	0.7641
LOW	0.7609
0.618	0.7557
1.000	0.7525
1.618	0.7473
2.618	0.7389
4.250	0.7252

Fisher Pivots for day following 10-Apr-2015
Pivot	1 day	3 day
R1	0.7654	0.7656
PP	0.7652	0.7656
S1	0.7651	0.7655

Download as Excel Spreadsheet

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

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