CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 03-Mar-2015

Day Change Summary
	Previous	Current
	02-Mar-2015	03-Mar-2015	Change	Change %	Previous Week
Open	0.7800	0.7754	-0.0046	-0.6%	0.7831
High	0.7802	0.7850	0.0048	0.6%	0.7905
Low	0.7750	0.7746	-0.0004	-0.1%	0.7731
Close	0.7766	0.7815	0.0049	0.6%	0.7804
Range	0.0052	0.0104	0.0052	100.0%	0.0174
ATR	0.0092	0.0093	0.0001	1.0%	0.0000
Volume	60,142	100,497	40,355	67.1%	406,418

Daily Pivots for day following 03-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8116	0.8069	0.7872
R3	0.8012	0.7965	0.7844
R2	0.7908	0.7908	0.7834
R1	0.7861	0.7861	0.7825	0.7885
PP	0.7804	0.7804	0.7804	0.7815
S1	0.7757	0.7757	0.7805	0.7781
S2	0.7700	0.7700	0.7796
S3	0.7596	0.7653	0.7786
S4	0.7492	0.7549	0.7758

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8335	0.8244	0.7900
R3	0.8161	0.8070	0.7852
R2	0.7987	0.7987	0.7836
R1	0.7896	0.7896	0.7820	0.7855
PP	0.7813	0.7813	0.7813	0.7793
S1	0.7722	0.7722	0.7788	0.7681
S2	0.7639	0.7639	0.7772
S3	0.7465	0.7548	0.7756
S4	0.7291	0.7374	0.7708

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7905	0.7746	0.0159	2.0%	0.0084	1.1%	43%	False	True	84,656
10	0.7905	0.7731	0.0174	2.2%	0.0080	1.0%	48%	False	False	79,501
20	0.7905	0.7607	0.0298	3.8%	0.0095	1.2%	70%	False	False	89,497
40	0.8261	0.7607	0.0654	8.4%	0.0100	1.3%	32%	False	False	92,397
60	0.8368	0.7607	0.0761	9.7%	0.0092	1.2%	27%	False	False	77,794
80	0.8714	0.7607	0.1107	14.2%	0.0094	1.2%	19%	False	False	58,819
100	0.8815	0.7607	0.1208	15.5%	0.0092	1.2%	17%	False	False	47,091
120	0.9097	0.7607	0.1490	19.1%	0.0090	1.2%	14%	False	False	39,261

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8292
2.618	0.8122
1.618	0.8018
1.000	0.7954
0.618	0.7914
HIGH	0.7850
0.618	0.7810
0.500	0.7798
0.382	0.7786
LOW	0.7746
0.618	0.7682
1.000	0.7642
1.618	0.7578
2.618	0.7474
4.250	0.7304

Fisher Pivots for day following 03-Mar-2015
Pivot	1 day	3 day
R1	0.7809	0.7809
PP	0.7804	0.7804
S1	0.7798	0.7798

Download as Excel Spreadsheet

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

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