CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 26-Mar-2015

Day Change Summary
	Previous	Current
	25-Mar-2015	26-Mar-2015	Change	Change %	Previous Week
Open	0.7837	0.7810	-0.0027	-0.3%	0.7587
High	0.7868	0.7849	-0.0019	-0.2%	0.7806
Low	0.7793	0.7766	-0.0027	-0.3%	0.7550
Close	0.7803	0.7780	-0.0023	-0.3%	0.7736
Range	0.0075	0.0083	0.0008	10.7%	0.0256
ATR	0.0111	0.0109	-0.0002	-1.8%	0.0000
Volume	72,969	74,927	1,958	2.7%	526,108

Daily Pivots for day following 26-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8047	0.7997	0.7826
R3	0.7964	0.7914	0.7803
R2	0.7881	0.7881	0.7795
R1	0.7831	0.7831	0.7788	0.7815
PP	0.7798	0.7798	0.7798	0.7790
S1	0.7748	0.7748	0.7772	0.7732
S2	0.7715	0.7715	0.7765
S3	0.7632	0.7665	0.7757
S4	0.7549	0.7582	0.7734

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8465	0.8357	0.7877
R3	0.8209	0.8101	0.7806
R2	0.7953	0.7953	0.7783
R1	0.7845	0.7845	0.7759	0.7899
PP	0.7697	0.7697	0.7697	0.7725
S1	0.7589	0.7589	0.7713	0.7643
S2	0.7441	0.7441	0.7689
S3	0.7185	0.7333	0.7666
S4	0.6929	0.7077	0.7595

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7901	0.7606	0.0295	3.8%	0.0111	1.4%	59%	False	False	98,628
10	0.7901	0.7550	0.0351	4.5%	0.0123	1.6%	66%	False	False	101,424
20	0.7901	0.7517	0.0384	4.9%	0.0106	1.4%	68%	False	False	63,717
40	0.7901	0.7517	0.0384	4.9%	0.0098	1.3%	68%	False	False	32,079
60	0.8208	0.7517	0.0691	8.9%	0.0094	1.2%	38%	False	False	21,463
80	0.8394	0.7517	0.0877	11.3%	0.0079	1.0%	30%	False	False	16,101
100	0.8656	0.7517	0.1139	14.6%	0.0066	0.8%	23%	False	False	12,881
120	0.8746	0.7517	0.1229	15.8%	0.0056	0.7%	21%	False	False	10,734

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	0.0028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8202
2.618	0.8066
1.618	0.7983
1.000	0.7932
0.618	0.7900
HIGH	0.7849
0.618	0.7817
0.500	0.7808
0.382	0.7798
LOW	0.7766
0.618	0.7715
1.000	0.7683
1.618	0.7632
2.618	0.7549
4.250	0.7413

Fisher Pivots for day following 26-Mar-2015
Pivot	1 day	3 day
R1	0.7808	0.7834
PP	0.7798	0.7816
S1	0.7789	0.7798

Download as Excel Spreadsheet

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

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