CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 20-Apr-2015

Day Change Summary
	Previous	Current
	17-Apr-2015	20-Apr-2015	Change	Change %	Previous Week
Open	0.7772	0.7783	0.0011	0.1%	0.7643
High	0.7817	0.7801	-0.0016	-0.2%	0.7817
Low	0.7734	0.7682	-0.0052	-0.7%	0.7526
Close	0.7754	0.7693	-0.0061	-0.8%	0.7754
Range	0.0083	0.0119	0.0036	43.4%	0.0291
ATR	0.0105	0.0106	0.0001	0.9%	0.0000
Volume	103,387	82,921	-20,466	-19.8%	587,264

Daily Pivots for day following 20-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8082	0.8007	0.7758
R3	0.7963	0.7888	0.7726
R2	0.7844	0.7844	0.7715
R1	0.7769	0.7769	0.7704	0.7747
PP	0.7725	0.7725	0.7725	0.7715
S1	0.7650	0.7650	0.7682	0.7628
S2	0.7606	0.7606	0.7671
S3	0.7487	0.7531	0.7660
S4	0.7368	0.7412	0.7628

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8572	0.8454	0.7914
R3	0.8281	0.8163	0.7834
R2	0.7990	0.7990	0.7807
R1	0.7872	0.7872	0.7781	0.7931
PP	0.7699	0.7699	0.7699	0.7729
S1	0.7581	0.7581	0.7727	0.7640
S2	0.7408	0.7408	0.7701
S3	0.7117	0.7290	0.7674
S4	0.6826	0.6999	0.7594

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7817	0.7528	0.0289	3.8%	0.0115	1.5%	57%	False	False	111,135
10	0.7817	0.7526	0.0291	3.8%	0.0109	1.4%	57%	False	False	105,384
20	0.7901	0.7504	0.0397	5.2%	0.0101	1.3%	48%	False	False	99,722
40	0.7901	0.7504	0.0397	5.2%	0.0102	1.3%	48%	False	False	72,151
60	0.7964	0.7504	0.0460	6.0%	0.0099	1.3%	41%	False	False	48,222
80	0.8208	0.7504	0.0704	9.2%	0.0092	1.2%	27%	False	False	36,210
100	0.8485	0.7504	0.0981	12.8%	0.0079	1.0%	19%	False	False	28,970
120	0.8746	0.7504	0.1242	16.1%	0.0069	0.9%	15%	False	False	24,142

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	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8307
2.618	0.8113
1.618	0.7994
1.000	0.7920
0.618	0.7875
HIGH	0.7801
0.618	0.7756
0.500	0.7742
0.382	0.7727
LOW	0.7682
0.618	0.7608
1.000	0.7563
1.618	0.7489
2.618	0.7370
4.250	0.7176

Fisher Pivots for day following 20-Apr-2015
Pivot	1 day	3 day
R1	0.7742	0.7732
PP	0.7725	0.7719
S1	0.7709	0.7706

Download as Excel Spreadsheet

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

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