CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 01-Apr-2015

Day Change Summary
	Previous	Current
	31-Mar-2015	01-Apr-2015	Change	Change %	Previous Week
Open	0.7619	0.7580	-0.0039	-0.5%	0.7758
High	0.7633	0.7635	0.0002	0.0%	0.7901
Low	0.7558	0.7553	-0.0005	-0.1%	0.7709
Close	0.7581	0.7569	-0.0012	-0.2%	0.7725
Range	0.0075	0.0082	0.0007	9.3%	0.0192
ATR	0.0106	0.0104	-0.0002	-1.6%	0.0000
Volume	95,061	116,148	21,087	22.2%	472,651

Daily Pivots for day following 01-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7832	0.7782	0.7614
R3	0.7750	0.7700	0.7592
R2	0.7668	0.7668	0.7584
R1	0.7618	0.7618	0.7577	0.7602
PP	0.7586	0.7586	0.7586	0.7578
S1	0.7536	0.7536	0.7561	0.7520
S2	0.7504	0.7504	0.7554
S3	0.7422	0.7454	0.7546
S4	0.7340	0.7372	0.7524

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	0.7849	0.7553	0.0296	3.9%	0.0089	1.2%	5%	False	True	93,713
10	0.7901	0.7553	0.0348	4.6%	0.0111	1.5%	5%	False	True	101,033
20	0.7901	0.7517	0.0384	5.1%	0.0112	1.5%	14%	False	False	82,994
40	0.7901	0.7517	0.0384	5.1%	0.0095	1.3%	14%	False	False	41,878
60	0.8208	0.7517	0.0691	9.1%	0.0096	1.3%	8%	False	False	28,017
80	0.8231	0.7517	0.0714	9.4%	0.0082	1.1%	7%	False	False	21,021
100	0.8624	0.7517	0.1107	14.6%	0.0069	0.9%	5%	False	False	16,817
120	0.8746	0.7517	0.1229	16.2%	0.0059	0.8%	4%	False	False	14,015

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7984
2.618	0.7850
1.618	0.7768
1.000	0.7717
0.618	0.7686
HIGH	0.7635
0.618	0.7604
0.500	0.7594
0.382	0.7584
LOW	0.7553
0.618	0.7502
1.000	0.7471
1.618	0.7420
2.618	0.7338
4.250	0.7205

Fisher Pivots for day following 01-Apr-2015
Pivot	1 day	3 day
R1	0.7594	0.7634
PP	0.7586	0.7612
S1	0.7577	0.7591

Download as Excel Spreadsheet

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

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