CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 24-Jul-2015

Day Change Summary
	Previous	Current
	23-Jul-2015	24-Jul-2015	Change	Change %	Previous Week
Open	0.7358	0.7332	-0.0026	-0.4%	0.7352
High	0.7396	0.7341	-0.0055	-0.7%	0.7427
Low	0.7331	0.7240	-0.0091	-1.2%	0.7240
Close	0.7342	0.7263	-0.0079	-1.1%	0.7263
Range	0.0065	0.0101	0.0036	55.4%	0.0187
ATR	0.0091	0.0092	0.0001	0.8%	0.0000
Volume	68,558	93,702	25,144	36.7%	401,054

Daily Pivots for day following 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7584	0.7525	0.7319
R3	0.7483	0.7424	0.7291
R2	0.7382	0.7382	0.7282
R1	0.7323	0.7323	0.7272	0.7302
PP	0.7281	0.7281	0.7281	0.7271
S1	0.7222	0.7222	0.7254	0.7201
S2	0.7180	0.7180	0.7244
S3	0.7079	0.7121	0.7235
S4	0.6978	0.7020	0.7207

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7871	0.7754	0.7366
R3	0.7684	0.7567	0.7314
R2	0.7497	0.7497	0.7297
R1	0.7380	0.7380	0.7280	0.7345
PP	0.7310	0.7310	0.7310	0.7293
S1	0.7193	0.7193	0.7246	0.7158
S2	0.7123	0.7123	0.7229
S3	0.6936	0.7006	0.7212
S4	0.6749	0.6819	0.7160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7427	0.7240	0.0187	2.6%	0.0085	1.2%	12%	False	True	80,210
10	0.7464	0.7240	0.0224	3.1%	0.0087	1.2%	10%	False	True	76,287
20	0.7708	0.7240	0.0468	6.4%	0.0095	1.3%	5%	False	True	84,251
40	0.7814	0.7240	0.0574	7.9%	0.0095	1.3%	4%	False	True	63,837
60	0.8109	0.7240	0.0869	12.0%	0.0096	1.3%	3%	False	True	42,693
80	0.8109	0.7240	0.0869	12.0%	0.0094	1.3%	3%	False	True	32,050
100	0.8109	0.7240	0.0869	12.0%	0.0090	1.2%	3%	False	True	25,648
120	0.8109	0.7240	0.0869	12.0%	0.0077	1.1%	3%	False	True	21,374

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	0.0024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7770
2.618	0.7605
1.618	0.7504
1.000	0.7442
0.618	0.7403
HIGH	0.7341
0.618	0.7302
0.500	0.7291
0.382	0.7279
LOW	0.7240
0.618	0.7178
1.000	0.7139
1.618	0.7077
2.618	0.6976
4.250	0.6811

Fisher Pivots for day following 24-Jul-2015
Pivot	1 day	3 day
R1	0.7291	0.7329
PP	0.7281	0.7307
S1	0.7272	0.7285

Download as Excel Spreadsheet

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

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