CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 23-Feb-2015

Day Change Summary
	Previous	Current
	20-Feb-2015	23-Feb-2015	Change	Change %	Previous Week
Open	0.7779	0.7831	0.0052	0.7%	0.7751
High	0.7840	0.7837	-0.0003	0.0%	0.7840
Low	0.7779	0.7770	-0.0009	-0.1%	0.7729
Close	0.7833	0.7787	-0.0046	-0.6%	0.7833
Range	0.0061	0.0067	0.0006	9.8%	0.0111
ATR	0.0099	0.0096	-0.0002	-2.3%	0.0000
Volume	76,471	52,721	-23,750	-31.1%	333,650

Daily Pivots for day following 23-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7999	0.7960	0.7824
R3	0.7932	0.7893	0.7805
R2	0.7865	0.7865	0.7799
R1	0.7826	0.7826	0.7793	0.7812
PP	0.7798	0.7798	0.7798	0.7791
S1	0.7759	0.7759	0.7781	0.7745
S2	0.7731	0.7731	0.7775
S3	0.7664	0.7692	0.7769
S4	0.7597	0.7625	0.7750

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8134	0.8094	0.7894
R3	0.8023	0.7983	0.7864
R2	0.7912	0.7912	0.7853
R1	0.7872	0.7872	0.7843	0.7892
PP	0.7801	0.7801	0.7801	0.7811
S1	0.7761	0.7761	0.7823	0.7781
S2	0.7690	0.7690	0.7813
S3	0.7579	0.7650	0.7802
S4	0.7468	0.7539	0.7772

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7840	0.7729	0.0111	1.4%	0.0074	0.9%	52%	False	False	77,274
10	0.7840	0.7630	0.0210	2.7%	0.0086	1.1%	75%	False	False	78,738
20	0.7999	0.7607	0.0392	5.0%	0.0100	1.3%	46%	False	False	90,343
40	0.8261	0.7607	0.0654	8.4%	0.0096	1.2%	28%	False	False	84,767
60	0.8549	0.7607	0.0942	12.1%	0.0094	1.2%	19%	False	False	69,712
80	0.8815	0.7607	0.1208	15.5%	0.0094	1.2%	15%	False	False	52,405
100	0.8815	0.7607	0.1208	15.5%	0.0093	1.2%	15%	False	False	41,956
120	0.9257	0.7607	0.1650	21.2%	0.0088	1.1%	11%	False	False	34,976

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8122
2.618	0.8012
1.618	0.7945
1.000	0.7904
0.618	0.7878
HIGH	0.7837
0.618	0.7811
0.500	0.7804
0.382	0.7796
LOW	0.7770
0.618	0.7729
1.000	0.7703
1.618	0.7662
2.618	0.7595
4.250	0.7485

Fisher Pivots for day following 23-Feb-2015
Pivot	1 day	3 day
R1	0.7804	0.7793
PP	0.7798	0.7791
S1	0.7793	0.7789

Download as Excel Spreadsheet

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

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