CME Australian Dollar Future June 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	0.7666	0.7658	-0.0008	-0.1%	0.7758
High	0.7694	0.7660	-0.0034	-0.4%	0.7813
Low	0.7639	0.7557	-0.0082	-1.1%	0.7659
Close	0.7667	0.7570	-0.0097	-1.3%	0.7676
Range	0.0055	0.0103	0.0048	87.3%	0.0154
ATR	0.0084	0.0086	0.0002	2.2%	0.0000
Volume	30,555	64,871	34,316	112.3%	26,362

Daily Pivots for day following 10-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7905	0.7840	0.7627
R3	0.7802	0.7737	0.7598
R2	0.7699	0.7699	0.7589
R1	0.7634	0.7634	0.7579	0.7615
PP	0.7596	0.7596	0.7596	0.7586
S1	0.7531	0.7531	0.7561	0.7512
S2	0.7493	0.7493	0.7551
S3	0.7390	0.7428	0.7542
S4	0.7287	0.7325	0.7513

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8178	0.8081	0.7761
R3	0.8024	0.7927	0.7718
R2	0.7870	0.7870	0.7704
R1	0.7773	0.7773	0.7690	0.7745
PP	0.7716	0.7716	0.7716	0.7702
S1	0.7619	0.7619	0.7662	0.7591
S2	0.7562	0.7562	0.7648
S3	0.7408	0.7465	0.7634
S4	0.7254	0.7311	0.7591

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7813	0.7557	0.0256	3.4%	0.0089	1.2%	5%	False	True	23,520
10	0.7865	0.7557	0.0308	4.1%	0.0084	1.1%	4%	False	True	12,534
20	0.7865	0.7557	0.0308	4.1%	0.0081	1.1%	4%	False	True	6,438
40	0.8208	0.7557	0.0651	8.6%	0.0092	1.2%	2%	False	True	3,395
60	0.8225	0.7557	0.0668	8.8%	0.0077	1.0%	2%	False	True	2,285
80	0.8624	0.7557	0.1067	14.1%	0.0061	0.8%	1%	False	True	1,714
100	0.8746	0.7557	0.1189	15.7%	0.0052	0.7%	1%	False	True	1,372
120	0.8834	0.7557	0.1277	16.9%	0.0045	0.6%	1%	False	True	1,143

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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8098
2.618	0.7930
1.618	0.7827
1.000	0.7763
0.618	0.7724
HIGH	0.7660
0.618	0.7621
0.500	0.7609
0.382	0.7596
LOW	0.7557
0.618	0.7493
1.000	0.7454
1.618	0.7390
2.618	0.7287
4.250	0.7119

Fisher Pivots for day following 10-Mar-2015
Pivot	1 day	3 day
R1	0.7609	0.7679
PP	0.7596	0.7642
S1	0.7583	0.7606

Download as Excel Spreadsheet

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

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