CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 23-Dec-2014

Day Change Summary
	Previous	Current
	22-Dec-2014	23-Dec-2014	Change	Change %	Previous Week
Open	0.8085	0.8075	-0.0010	-0.1%	0.8194
High	0.8124	0.8097	-0.0027	-0.3%	0.8220
Low	0.8077	0.8041	-0.0036	-0.4%	0.8056
Close	0.8088	0.8048	-0.0040	-0.5%	0.8095
Range	0.0047	0.0056	0.0009	19.1%	0.0164
ATR	0.0091	0.0088	-0.0002	-2.7%	0.0000
Volume	35,408	40,103	4,695	13.3%	397,489

Daily Pivots for day following 23-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8230	0.8195	0.8079
R3	0.8174	0.8139	0.8063
R2	0.8118	0.8118	0.8058
R1	0.8083	0.8083	0.8053	0.8073
PP	0.8062	0.8062	0.8062	0.8057
S1	0.8027	0.8027	0.8043	0.8017
S2	0.8006	0.8006	0.8038
S3	0.7950	0.7971	0.8033
S4	0.7894	0.7915	0.8017

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8616	0.8519	0.8185
R3	0.8452	0.8355	0.8140
R2	0.8288	0.8288	0.8125
R1	0.8191	0.8191	0.8110	0.8158
PP	0.8124	0.8124	0.8124	0.8107
S1	0.8027	0.8027	0.8080	0.7994
S2	0.7960	0.7960	0.8065
S3	0.7796	0.7863	0.8050
S4	0.7632	0.7699	0.8005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8189	0.8041	0.0148	1.8%	0.0078	1.0%	5%	False	True	63,173
10	0.8320	0.8041	0.0279	3.5%	0.0085	1.1%	3%	False	True	68,423
20	0.8549	0.8041	0.0508	6.3%	0.0091	1.1%	1%	False	True	39,602
40	0.8815	0.8041	0.0774	9.6%	0.0092	1.1%	1%	False	True	20,044
60	0.8815	0.8041	0.0774	9.6%	0.0092	1.1%	1%	False	True	13,416
80	0.9257	0.8041	0.1216	15.1%	0.0084	1.0%	1%	False	True	10,081
100	0.9257	0.8041	0.1216	15.1%	0.0069	0.9%	1%	False	True	8,065
120	0.9326	0.8041	0.1285	16.0%	0.0058	0.7%	1%	False	True	6,721

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8335
2.618	0.8244
1.618	0.8188
1.000	0.8153
0.618	0.8132
HIGH	0.8097
0.618	0.8076
0.500	0.8069
0.382	0.8062
LOW	0.8041
0.618	0.8006
1.000	0.7985
1.618	0.7950
2.618	0.7894
4.250	0.7803

Fisher Pivots for day following 23-Dec-2014
Pivot	1 day	3 day
R1	0.8069	0.8092
PP	0.8062	0.8077
S1	0.8055	0.8063

Download as Excel Spreadsheet

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

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