CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 27-Aug-2014

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	0.9124	0.9157	0.0033	0.4%	0.9138
High	0.9124	0.9157	0.0033	0.4%	0.9138
Low	0.9124	0.9157	0.0033	0.4%	0.9103
Close	0.9124	0.9157	0.0033	0.4%	0.9131
Range
ATR	0.0021	0.0022	0.0001	4.3%	0.0000
Volume	11	11	0	0.0%	55

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9157	0.9157	0.9157
R3	0.9157	0.9157	0.9157
R2	0.9157	0.9157	0.9157
R1	0.9157	0.9157	0.9157	0.9157
PP	0.9157	0.9157	0.9157	0.9157
S1	0.9157	0.9157	0.9157	0.9157
S2	0.9157	0.9157	0.9157
S3	0.9157	0.9157	0.9157
S4	0.9157	0.9157	0.9157

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9229	0.9215	0.9150
R3	0.9194	0.9180	0.9141
R2	0.9159	0.9159	0.9137
R1	0.9145	0.9145	0.9134	0.9135
PP	0.9124	0.9124	0.9124	0.9119
S1	0.9110	0.9110	0.9128	0.9100
S2	0.9089	0.9089	0.9125
S3	0.9054	0.9075	0.9121
S4	0.9019	0.9040	0.9112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9157	0.9115	0.0042	0.5%	0.0000	0.0%	100%	True	False	11
10	0.9157	0.9103	0.0054	0.6%	0.0002	0.0%	100%	True	False	9

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	0.9157
2.618	0.9157
1.618	0.9157
1.000	0.9157
0.618	0.9157
HIGH	0.9157
0.618	0.9157
0.500	0.9157
0.382	0.9157
LOW	0.9157
0.618	0.9157
1.000	0.9157
1.618	0.9157
2.618	0.9157
4.250	0.9157

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	0.9157	0.9150
PP	0.9157	0.9143
S1	0.9157	0.9136

Download as Excel Spreadsheet

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

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