CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 14-Jan-2015

Day Change Summary
	Previous	Current
	13-Jan-2015	14-Jan-2015	Change	Change %	Previous Week
Open	0.8048	0.8076	0.0028	0.3%	0.7981
High	0.8100	0.8092	-0.0008	-0.1%	0.8117
Low	0.8048	0.7984	-0.0064	-0.8%	0.7952
Close	0.8066	0.8060	-0.0006	-0.1%	0.8111
Range	0.0052	0.0108	0.0056	107.7%	0.0165
ATR	0.0059	0.0062	0.0004	6.0%	0.0000
Volume	169	51	-118	-69.8%	865

Daily Pivots for day following 14-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8369	0.8323	0.8119
R3	0.8261	0.8215	0.8090
R2	0.8153	0.8153	0.8080
R1	0.8107	0.8107	0.8070	0.8076
PP	0.8045	0.8045	0.8045	0.8030
S1	0.7999	0.7999	0.8050	0.7968
S2	0.7937	0.7937	0.8040
S3	0.7829	0.7891	0.8030
S4	0.7721	0.7783	0.8001

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8555	0.8498	0.8202
R3	0.8390	0.8333	0.8156
R2	0.8225	0.8225	0.8141
R1	0.8168	0.8168	0.8126	0.8197
PP	0.8060	0.8060	0.8060	0.8074
S1	0.8003	0.8003	0.8096	0.8032
S2	0.7895	0.7895	0.8081
S3	0.7730	0.7838	0.8066
S4	0.7565	0.7673	0.8020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8158	0.7984	0.0174	2.2%	0.0081	1.0%	44%	False	True	123
10	0.8158	0.7952	0.0206	2.6%	0.0066	0.8%	52%	False	False	139
20	0.8158	0.7952	0.0206	2.6%	0.0055	0.7%	52%	False	False	83
40	0.8605	0.7952	0.0653	8.1%	0.0036	0.5%	17%	False	False	43
60	0.8746	0.7952	0.0794	9.9%	0.0029	0.4%	14%	False	False	29
80	0.8746	0.7952	0.0794	9.9%	0.0024	0.3%	14%	False	False	22
100	0.9200	0.7952	0.1248	15.5%	0.0021	0.3%	9%	False	False	19

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8551
2.618	0.8375
1.618	0.8267
1.000	0.8200
0.618	0.8159
HIGH	0.8092
0.618	0.8051
0.500	0.8038
0.382	0.8025
LOW	0.7984
0.618	0.7917
1.000	0.7876
1.618	0.7809
2.618	0.7701
4.250	0.7525

Fisher Pivots for day following 14-Jan-2015
Pivot	1 day	3 day
R1	0.8053	0.8071
PP	0.8045	0.8067
S1	0.8038	0.8064

Download as Excel Spreadsheet

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

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