CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 13-Apr-2015

Day Change Summary
	Previous	Current
	10-Apr-2015	13-Apr-2015	Change	Change %	Previous Week
Open	0.7665	0.7643	-0.0022	-0.3%	0.7609
High	0.7693	0.7650	-0.0043	-0.6%	0.7709
Low	0.7609	0.7526	-0.0083	-1.1%	0.7548
Close	0.7655	0.7559	-0.0096	-1.3%	0.7655
Range	0.0084	0.0124	0.0040	47.6%	0.0161
ATR	0.0100	0.0102	0.0002	2.1%	0.0000
Volume	83,357	114,508	31,151	37.4%	430,689

Daily Pivots for day following 13-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7950	0.7879	0.7627
R3	0.7826	0.7755	0.7593
R2	0.7702	0.7702	0.7582
R1	0.7631	0.7631	0.7570	0.7605
PP	0.7578	0.7578	0.7578	0.7565
S1	0.7507	0.7507	0.7548	0.7481
S2	0.7454	0.7454	0.7536
S3	0.7330	0.7383	0.7525
S4	0.7206	0.7259	0.7491

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8120	0.8049	0.7744
R3	0.7959	0.7888	0.7699
R2	0.7798	0.7798	0.7685
R1	0.7727	0.7727	0.7670	0.7763
PP	0.7637	0.7637	0.7637	0.7655
S1	0.7566	0.7566	0.7640	0.7602
S2	0.7476	0.7476	0.7625
S3	0.7315	0.7405	0.7611
S4	0.7154	0.7244	0.7566

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7709	0.7526	0.0183	2.4%	0.0103	1.4%	18%	False	True	99,632
10	0.7714	0.7504	0.0210	2.8%	0.0095	1.3%	26%	False	False	96,612
20	0.7901	0.7504	0.0397	5.3%	0.0109	1.4%	14%	False	False	98,244
40	0.7901	0.7504	0.0397	5.3%	0.0096	1.3%	14%	False	False	58,307
60	0.8208	0.7504	0.0704	9.3%	0.0099	1.3%	8%	False	False	38,994
80	0.8208	0.7504	0.0704	9.3%	0.0088	1.2%	8%	False	False	29,266
100	0.8605	0.7504	0.1101	14.6%	0.0074	1.0%	5%	False	False	23,414
120	0.8746	0.7504	0.1242	16.4%	0.0064	0.8%	4%	False	False	19,511

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8177
2.618	0.7975
1.618	0.7851
1.000	0.7774
0.618	0.7727
HIGH	0.7650
0.618	0.7603
0.500	0.7588
0.382	0.7573
LOW	0.7526
0.618	0.7449
1.000	0.7402
1.618	0.7325
2.618	0.7201
4.250	0.6999

Fisher Pivots for day following 13-Apr-2015
Pivot	1 day	3 day
R1	0.7588	0.7618
PP	0.7578	0.7598
S1	0.7569	0.7579

Download as Excel Spreadsheet

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

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