CME Australian Dollar Future March 2015

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

Day Change Summary
	Previous	Current
	09-Mar-2015	10-Mar-2015	Change	Change %	Previous Week
Open	0.7706	0.7700	-0.0006	-0.1%	0.7800
High	0.7737	0.7704	-0.0033	-0.4%	0.7856
Low	0.7681	0.7601	-0.0080	-1.0%	0.7703
Close	0.7710	0.7612	-0.0098	-1.3%	0.7718
Range	0.0056	0.0103	0.0047	83.9%	0.0153
ATR	0.0091	0.0093	0.0001	1.4%	0.0000
Volume	85,654	158,891	73,237	85.5%	477,354

Daily Pivots for day following 10-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7948	0.7883	0.7669
R3	0.7845	0.7780	0.7640
R2	0.7742	0.7742	0.7631
R1	0.7677	0.7677	0.7621	0.7658
PP	0.7639	0.7639	0.7639	0.7630
S1	0.7574	0.7574	0.7603	0.7555
S2	0.7536	0.7536	0.7593
S3	0.7433	0.7471	0.7584
S4	0.7330	0.7368	0.7555

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8218	0.8121	0.7802
R3	0.8065	0.7968	0.7760
R2	0.7912	0.7912	0.7746
R1	0.7815	0.7815	0.7732	0.7787
PP	0.7759	0.7759	0.7759	0.7745
S1	0.7662	0.7662	0.7704	0.7634
S2	0.7606	0.7606	0.7690
S3	0.7453	0.7509	0.7676
S4	0.7300	0.7356	0.7634

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7856	0.7601	0.0255	3.3%	0.0091	1.2%	4%	False	True	112,252
10	0.7905	0.7601	0.0304	4.0%	0.0087	1.1%	4%	False	True	98,454
20	0.7905	0.7601	0.0304	4.0%	0.0087	1.1%	4%	False	True	90,299
40	0.8261	0.7601	0.0660	8.7%	0.0102	1.3%	2%	False	True	96,087
60	0.8320	0.7601	0.0719	9.4%	0.0093	1.2%	2%	False	True	84,701
80	0.8714	0.7601	0.1113	14.6%	0.0093	1.2%	1%	False	True	65,811
100	0.8815	0.7601	0.1214	15.9%	0.0092	1.2%	1%	False	True	52,694
120	0.8963	0.7601	0.1362	17.9%	0.0091	1.2%	1%	False	True	43,935

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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8142
2.618	0.7974
1.618	0.7871
1.000	0.7807
0.618	0.7768
HIGH	0.7704
0.618	0.7665
0.500	0.7653
0.382	0.7640
LOW	0.7601
0.618	0.7537
1.000	0.7498
1.618	0.7434
2.618	0.7331
4.250	0.7163

Fisher Pivots for day following 10-Mar-2015
Pivot	1 day	3 day
R1	0.7653	0.7722
PP	0.7639	0.7685
S1	0.7626	0.7649

Download as Excel Spreadsheet

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

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