CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 27-Mar-2015

Day Change Summary
	Previous	Current
	26-Mar-2015	27-Mar-2015	Change	Change %	Previous Week
Open	0.7810	0.7792	-0.0018	-0.2%	0.7758
High	0.7849	0.7800	-0.0049	-0.6%	0.7901
Low	0.7766	0.7709	-0.0057	-0.7%	0.7709
Close	0.7780	0.7725	-0.0055	-0.7%	0.7725
Range	0.0083	0.0091	0.0008	9.6%	0.0192
ATR	0.0109	0.0107	-0.0001	-1.2%	0.0000
Volume	74,927	87,148	12,221	16.3%	472,651

Daily Pivots for day following 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8018	0.7962	0.7775
R3	0.7927	0.7871	0.7750
R2	0.7836	0.7836	0.7742
R1	0.7780	0.7780	0.7733	0.7763
PP	0.7745	0.7745	0.7745	0.7736
S1	0.7689	0.7689	0.7717	0.7672
S2	0.7654	0.7654	0.7708
S3	0.7563	0.7598	0.7700
S4	0.7472	0.7507	0.7675

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8354	0.8232	0.7831
R3	0.8162	0.8040	0.7778
R2	0.7970	0.7970	0.7760
R1	0.7848	0.7848	0.7743	0.7813
PP	0.7778	0.7778	0.7778	0.7761
S1	0.7656	0.7656	0.7707	0.7621
S2	0.7586	0.7586	0.7690
S3	0.7394	0.7464	0.7672
S4	0.7202	0.7272	0.7619

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7901	0.7709	0.0192	2.5%	0.0097	1.3%	8%	False	True	94,530
10	0.7901	0.7550	0.0351	4.5%	0.0122	1.6%	50%	False	False	99,875
20	0.7901	0.7517	0.0384	5.0%	0.0108	1.4%	54%	False	False	67,994
40	0.7901	0.7517	0.0384	5.0%	0.0097	1.3%	54%	False	False	34,228
60	0.8208	0.7517	0.0691	8.9%	0.0094	1.2%	30%	False	False	22,915
80	0.8352	0.7517	0.0835	10.8%	0.0080	1.0%	25%	False	False	17,190
100	0.8624	0.7517	0.1107	14.3%	0.0067	0.9%	19%	False	False	13,752
120	0.8746	0.7517	0.1229	15.9%	0.0057	0.7%	17%	False	False	11,461

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	0.0029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8187
2.618	0.8038
1.618	0.7947
1.000	0.7891
0.618	0.7856
HIGH	0.7800
0.618	0.7765
0.500	0.7755
0.382	0.7744
LOW	0.7709
0.618	0.7653
1.000	0.7618
1.618	0.7562
2.618	0.7471
4.250	0.7322

Fisher Pivots for day following 27-Mar-2015
Pivot	1 day	3 day
R1	0.7755	0.7789
PP	0.7745	0.7767
S1	0.7735	0.7746

Download as Excel Spreadsheet

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

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