CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 19-Feb-2015

Day Change Summary
	Previous	Current
	18-Feb-2015	19-Feb-2015	Change	Change %	Previous Week
Open	0.7802	0.7800	-0.0002	0.0%	0.7751
High	0.7827	0.7833	0.0006	0.1%	0.7825
Low	0.7761	0.7746	-0.0015	-0.2%	0.7630
Close	0.7805	0.7778	-0.0027	-0.3%	0.7749
Range	0.0066	0.0087	0.0021	31.8%	0.0195
ATR	0.0103	0.0102	-0.0001	-1.1%	0.0000
Volume	85,135	66,349	-18,786	-22.1%	401,010

Daily Pivots for day following 19-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8047	0.7999	0.7826
R3	0.7960	0.7912	0.7802
R2	0.7873	0.7873	0.7794
R1	0.7825	0.7825	0.7786	0.7806
PP	0.7786	0.7786	0.7786	0.7776
S1	0.7738	0.7738	0.7770	0.7719
S2	0.7699	0.7699	0.7762
S3	0.7612	0.7651	0.7754
S4	0.7525	0.7564	0.7730

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8320	0.8229	0.7856
R3	0.8125	0.8034	0.7803
R2	0.7930	0.7930	0.7785
R1	0.7839	0.7839	0.7767	0.7787
PP	0.7735	0.7735	0.7735	0.7709
S1	0.7644	0.7644	0.7731	0.7592
S2	0.7540	0.7540	0.7713
S3	0.7345	0.7449	0.7695
S4	0.7150	0.7254	0.7642

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7833	0.7630	0.0203	2.6%	0.0089	1.1%	73%	True	False	89,199
10	0.7859	0.7630	0.0229	2.9%	0.0092	1.2%	65%	False	False	86,000
20	0.8109	0.7607	0.0502	6.5%	0.0109	1.4%	34%	False	False	95,231
40	0.8261	0.7607	0.0654	8.4%	0.0095	1.2%	26%	False	False	83,425
60	0.8653	0.7607	0.1046	13.4%	0.0096	1.2%	16%	False	False	67,602
80	0.8815	0.7607	0.1208	15.5%	0.0094	1.2%	14%	False	False	50,793
100	0.8815	0.7607	0.1208	15.5%	0.0093	1.2%	14%	False	False	40,666
120	0.9257	0.7607	0.1650	21.2%	0.0087	1.1%	10%	False	False	33,899

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8203
2.618	0.8061
1.618	0.7974
1.000	0.7920
0.618	0.7887
HIGH	0.7833
0.618	0.7800
0.500	0.7790
0.382	0.7779
LOW	0.7746
0.618	0.7692
1.000	0.7659
1.618	0.7605
2.618	0.7518
4.250	0.7376

Fisher Pivots for day following 19-Feb-2015
Pivot	1 day	3 day
R1	0.7790	0.7781
PP	0.7786	0.7780
S1	0.7782	0.7779

Download as Excel Spreadsheet

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

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