CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 29-Dec-2014

Day Change Summary
	Previous	Current
	26-Dec-2014	29-Dec-2014	Change	Change %	Previous Week
Open	0.8070	0.8072	0.0002	0.0%	0.8085
High	0.8086	0.8118	0.0032	0.4%	0.8124
Low	0.8059	0.8065	0.0006	0.1%	0.8041
Close	0.8070	0.8084	0.0014	0.2%	0.8070
Range	0.0027	0.0053	0.0026	96.3%	0.0083
ATR	0.0080	0.0078	-0.0002	-2.4%	0.0000
Volume	17,743	35,348	17,605	99.2%	111,742

Daily Pivots for day following 29-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8248	0.8219	0.8113
R3	0.8195	0.8166	0.8099
R2	0.8142	0.8142	0.8094
R1	0.8113	0.8113	0.8089	0.8128
PP	0.8089	0.8089	0.8089	0.8096
S1	0.8060	0.8060	0.8079	0.8075
S2	0.8036	0.8036	0.8074
S3	0.7983	0.8007	0.8069
S4	0.7930	0.7954	0.8055

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8327	0.8282	0.8116
R3	0.8244	0.8199	0.8093
R2	0.8161	0.8161	0.8085
R1	0.8116	0.8116	0.8078	0.8097
PP	0.8078	0.8078	0.8078	0.8069
S1	0.8033	0.8033	0.8062	0.8014
S2	0.7995	0.7995	0.8055
S3	0.7912	0.7950	0.8047
S4	0.7829	0.7867	0.8024

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8124	0.8041	0.0083	1.0%	0.0041	0.5%	52%	False	False	29,418
10	0.8220	0.8041	0.0179	2.2%	0.0064	0.8%	24%	False	False	54,457
20	0.8478	0.8041	0.0437	5.4%	0.0080	1.0%	10%	False	False	42,795
40	0.8752	0.8041	0.0711	8.8%	0.0088	1.1%	6%	False	False	21,822
60	0.8815	0.8041	0.0774	9.6%	0.0090	1.1%	6%	False	False	14,604
80	0.9257	0.8041	0.1216	15.0%	0.0084	1.0%	4%	False	False	10,975
100	0.9257	0.8041	0.1216	15.0%	0.0070	0.9%	4%	False	False	8,781
120	0.9326	0.8041	0.1285	15.9%	0.0059	0.7%	3%	False	False	7,318

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8343
2.618	0.8257
1.618	0.8204
1.000	0.8171
0.618	0.8151
HIGH	0.8118
0.618	0.8098
0.500	0.8092
0.382	0.8085
LOW	0.8065
0.618	0.8032
1.000	0.8012
1.618	0.7979
2.618	0.7926
4.250	0.7840

Fisher Pivots for day following 29-Dec-2014
Pivot	1 day	3 day
R1	0.8092	0.8088
PP	0.8089	0.8086
S1	0.8087	0.8085

Download as Excel Spreadsheet

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

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