CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 19-Aug-2014

Day Change Summary
	Previous	Current
	18-Aug-2014	19-Aug-2014	Change	Change %	Previous Week
Open	0.9138	0.9123	-0.0015	-0.2%	0.9073
High	0.9138	0.9123	-0.0015	-0.2%	0.9137
Low	0.9138	0.9123	-0.0015	-0.2%	0.9073
Close	0.9138	0.9123	-0.0015	-0.2%	0.9137
Range
ATR	0.0000	0.0024	0.0024		0.0000
Volume	11	11	0	0.0%	5

Daily Pivots for day following 19-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9123	0.9123	0.9123
R3	0.9123	0.9123	0.9123
R2	0.9123	0.9123	0.9123
R1	0.9123	0.9123	0.9123	0.9123
PP	0.9123	0.9123	0.9123	0.9123
S1	0.9123	0.9123	0.9123	0.9123
S2	0.9123	0.9123	0.9123
S3	0.9123	0.9123	0.9123
S4	0.9123	0.9123	0.9123

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9308	0.9286	0.9172
R3	0.9244	0.9222	0.9155
R2	0.9180	0.9180	0.9149
R1	0.9158	0.9158	0.9143	0.9169
PP	0.9116	0.9116	0.9116	0.9121
S1	0.9094	0.9094	0.9131	0.9105
S2	0.9052	0.9052	0.9125
S3	0.8988	0.9030	0.9119
S4	0.8924	0.8966	0.9102

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9138	0.9113	0.0025	0.3%	0.0003	0.0%	40%	False	False	5
10	0.9155	0.9071	0.0084	0.9%	0.0004	0.0%	62%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.9123
2.618	0.9123
1.618	0.9123
1.000	0.9123
0.618	0.9123
HIGH	0.9123
0.618	0.9123
0.500	0.9123
0.382	0.9123
LOW	0.9123
0.618	0.9123
1.000	0.9123
1.618	0.9123
2.618	0.9123
4.250	0.9123

Fisher Pivots for day following 19-Aug-2014
Pivot	1 day	3 day
R1	0.9123	0.9130
PP	0.9123	0.9127
S1	0.9123	0.9125

Download as Excel Spreadsheet

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

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