CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 06-Jan-2015

Day Change Summary
	Previous	Current
	05-Jan-2015	06-Jan-2015	Change	Change %	Previous Week
Open	0.8034	0.8047	0.0013	0.2%	0.8072
High	0.8067	0.8117	0.0050	0.6%	0.8173
Low	0.7994	0.8043	0.0049	0.6%	0.8035
Close	0.8051	0.8067	0.0016	0.2%	0.8072
Range	0.0073	0.0074	0.0001	1.4%	0.0138
ATR	0.0079	0.0079	0.0000	-0.5%	0.0000
Volume	70,498	90,176	19,678	27.9%	172,901

Daily Pivots for day following 06-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8298	0.8256	0.8108
R3	0.8224	0.8182	0.8087
R2	0.8150	0.8150	0.8081
R1	0.8108	0.8108	0.8074	0.8129
PP	0.8076	0.8076	0.8076	0.8086
S1	0.8034	0.8034	0.8060	0.8055
S2	0.8002	0.8002	0.8053
S3	0.7928	0.7960	0.8047
S4	0.7854	0.7886	0.8026

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8507	0.8428	0.8148
R3	0.8369	0.8290	0.8110
R2	0.8231	0.8231	0.8097
R1	0.8152	0.8152	0.8085	0.8141
PP	0.8093	0.8093	0.8093	0.8088
S1	0.8014	0.8014	0.8059	0.8003
S2	0.7955	0.7955	0.8047
S3	0.7817	0.7876	0.8034
S4	0.7679	0.7738	0.7996

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8173	0.7994	0.0179	2.2%	0.0079	1.0%	41%	False	False	59,645
10	0.8173	0.7994	0.0179	2.2%	0.0060	0.7%	41%	False	False	44,531
20	0.8320	0.7994	0.0326	4.0%	0.0077	1.0%	22%	False	False	56,023
40	0.8714	0.7994	0.0720	8.9%	0.0086	1.1%	10%	False	False	29,239
60	0.8815	0.7994	0.0821	10.2%	0.0086	1.1%	9%	False	False	19,556
80	0.8979	0.7994	0.0985	12.2%	0.0085	1.1%	7%	False	False	14,701
100	0.9257	0.7994	0.1263	15.7%	0.0073	0.9%	6%	False	False	11,763
120	0.9326	0.7994	0.1332	16.5%	0.0062	0.8%	5%	False	False	9,803

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8432
2.618	0.8311
1.618	0.8237
1.000	0.8191
0.618	0.8163
HIGH	0.8117
0.618	0.8089
0.500	0.8080
0.382	0.8071
LOW	0.8043
0.618	0.7997
1.000	0.7969
1.618	0.7923
2.618	0.7849
4.250	0.7729

Fisher Pivots for day following 06-Jan-2015
Pivot	1 day	3 day
R1	0.8080	0.8069
PP	0.8076	0.8068
S1	0.8071	0.8068

Download as Excel Spreadsheet

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

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