CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 21-Jan-2015

Day Change Summary
	Previous	Current
	20-Jan-2015	21-Jan-2015	Change	Change %	Previous Week
Open	0.8191	0.8133	-0.0058	-0.7%	0.8183
High	0.8210	0.8203	-0.0007	-0.1%	0.8261
Low	0.8126	0.8047	-0.0079	-1.0%	0.8032
Close	0.8140	0.8057	-0.0083	-1.0%	0.8197
Range	0.0084	0.0156	0.0072	85.7%	0.0229
ATR	0.0089	0.0094	0.0005	5.4%	0.0000
Volume	103,229	113,678	10,449	10.1%	517,174

Daily Pivots for day following 21-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8570	0.8470	0.8143
R3	0.8414	0.8314	0.8100
R2	0.8258	0.8258	0.8086
R1	0.8158	0.8158	0.8071	0.8130
PP	0.8102	0.8102	0.8102	0.8089
S1	0.8002	0.8002	0.8043	0.7974
S2	0.7946	0.7946	0.8028
S3	0.7790	0.7846	0.8014
S4	0.7634	0.7690	0.7971

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8850	0.8753	0.8323
R3	0.8621	0.8524	0.8260
R2	0.8392	0.8392	0.8239
R1	0.8295	0.8295	0.8218	0.8344
PP	0.8163	0.8163	0.8163	0.8188
S1	0.8066	0.8066	0.8176	0.8115
S2	0.7934	0.7934	0.8155
S3	0.7705	0.7837	0.8134
S4	0.7476	0.7608	0.8071

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8261	0.8032	0.0229	2.8%	0.0122	1.5%	11%	False	False	116,056
10	0.8261	0.7993	0.0268	3.3%	0.0102	1.3%	24%	False	False	98,704
20	0.8261	0.7993	0.0268	3.3%	0.0081	1.0%	24%	False	False	71,618
40	0.8653	0.7993	0.0660	8.2%	0.0089	1.1%	10%	False	False	53,788
60	0.8815	0.7993	0.0822	10.2%	0.0089	1.1%	8%	False	False	35,980
80	0.8815	0.7993	0.0822	10.2%	0.0089	1.1%	8%	False	False	27,025
100	0.9257	0.7993	0.1264	15.7%	0.0083	1.0%	5%	False	False	21,633
120	0.9257	0.7993	0.1264	15.7%	0.0070	0.9%	5%	False	False	18,028

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	0.0025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8866
2.618	0.8611
1.618	0.8455
1.000	0.8359
0.618	0.8299
HIGH	0.8203
0.618	0.8143
0.500	0.8125
0.382	0.8107
LOW	0.8047
0.618	0.7951
1.000	0.7891
1.618	0.7795
2.618	0.7639
4.250	0.7384

Fisher Pivots for day following 21-Jan-2015
Pivot	1 day	3 day
R1	0.8125	0.8135
PP	0.8102	0.8109
S1	0.8080	0.8083

Download as Excel Spreadsheet

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

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