CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 10-Feb-2015

Day Change Summary
	Previous	Current
	09-Feb-2015	10-Feb-2015	Change	Change %	Previous Week
Open	0.7751	0.7781	0.0030	0.4%	0.7746
High	0.7818	0.7825	0.0007	0.1%	0.7859
Low	0.7731	0.7731	0.0000	0.0%	0.7607
Close	0.7794	0.7755	-0.0039	-0.5%	0.7776
Range	0.0087	0.0094	0.0007	8.0%	0.0252
ATR	0.0109	0.0108	-0.0001	-1.0%	0.0000
Volume	56,979	79,856	22,877	40.1%	565,646

Daily Pivots for day following 10-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8052	0.7998	0.7807
R3	0.7958	0.7904	0.7781
R2	0.7864	0.7864	0.7772
R1	0.7810	0.7810	0.7764	0.7790
PP	0.7770	0.7770	0.7770	0.7761
S1	0.7716	0.7716	0.7746	0.7696
S2	0.7676	0.7676	0.7738
S3	0.7582	0.7622	0.7729
S4	0.7488	0.7528	0.7703

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8503	0.8392	0.7915
R3	0.8251	0.8140	0.7845
R2	0.7999	0.7999	0.7822
R1	0.7888	0.7888	0.7799	0.7944
PP	0.7747	0.7747	0.7747	0.7775
S1	0.7636	0.7636	0.7753	0.7692
S2	0.7495	0.7495	0.7730
S3	0.7243	0.7384	0.7707
S4	0.6991	0.7132	0.7637

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7859	0.7716	0.0143	1.8%	0.0096	1.2%	27%	False	False	90,630
10	0.7999	0.7607	0.0392	5.1%	0.0117	1.5%	38%	False	False	101,679
20	0.8261	0.7607	0.0654	8.4%	0.0116	1.5%	23%	False	False	101,760
40	0.8261	0.7607	0.0654	8.4%	0.0094	1.2%	23%	False	False	82,237
60	0.8714	0.7607	0.1107	14.3%	0.0095	1.2%	13%	False	False	58,974
80	0.8815	0.7607	0.1208	15.6%	0.0092	1.2%	12%	False	False	44,287
100	0.8880	0.7607	0.1273	16.4%	0.0092	1.2%	12%	False	False	35,460
120	0.9257	0.7607	0.1650	21.3%	0.0083	1.1%	9%	False	False	29,555

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8225
2.618	0.8071
1.618	0.7977
1.000	0.7919
0.618	0.7883
HIGH	0.7825
0.618	0.7789
0.500	0.7778
0.382	0.7767
LOW	0.7731
0.618	0.7673
1.000	0.7637
1.618	0.7579
2.618	0.7485
4.250	0.7332

Fisher Pivots for day following 10-Feb-2015
Pivot	1 day	3 day
R1	0.7778	0.7795
PP	0.7770	0.7782
S1	0.7763	0.7768

Download as Excel Spreadsheet

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

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