CME Australian Dollar Future June 2015

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

Day Change Summary
	Previous	Current
	12-May-2015	13-May-2015	Change	Change %	Previous Week
Open	0.7878	0.7972	0.0094	1.2%	0.7817
High	0.7987	0.8110	0.0123	1.5%	0.8014
Low	0.7872	0.7950	0.0078	1.0%	0.7765
Close	0.7977	0.8087	0.0110	1.4%	0.7902
Range	0.0115	0.0160	0.0045	39.1%	0.0249
ATR	0.0107	0.0111	0.0004	3.5%	0.0000
Volume	78,937	99,296	20,359	25.8%	508,548

Daily Pivots for day following 13-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8529	0.8468	0.8175
R3	0.8369	0.8308	0.8131
R2	0.8209	0.8209	0.8116
R1	0.8148	0.8148	0.8102	0.8179
PP	0.8049	0.8049	0.8049	0.8064
S1	0.7988	0.7988	0.8072	0.8019
S2	0.7889	0.7889	0.8058
S3	0.7729	0.7828	0.8043
S4	0.7569	0.7668	0.7999

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8641	0.8520	0.8039
R3	0.8392	0.8271	0.7970
R2	0.8143	0.8143	0.7948
R1	0.8022	0.8022	0.7925	0.8083
PP	0.7894	0.7894	0.7894	0.7924
S1	0.7773	0.7773	0.7879	0.7834
S2	0.7645	0.7645	0.7856
S3	0.7396	0.7524	0.7834
S4	0.7147	0.7275	0.7765

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8110	0.7848	0.0262	3.2%	0.0111	1.4%	91%	True	False	89,926
10	0.8110	0.7765	0.0345	4.3%	0.0116	1.4%	93%	True	False	97,984
20	0.8110	0.7647	0.0463	5.7%	0.0110	1.4%	95%	True	False	99,482
40	0.8110	0.7504	0.0606	7.5%	0.0112	1.4%	96%	True	False	100,702
60	0.8110	0.7504	0.0606	7.5%	0.0102	1.3%	96%	True	False	75,820
80	0.8153	0.7504	0.0649	8.0%	0.0102	1.3%	90%	False	False	56,956
100	0.8208	0.7504	0.0704	8.7%	0.0093	1.2%	83%	False	False	45,591
120	0.8552	0.7504	0.1048	13.0%	0.0082	1.0%	56%	False	False	37,994

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8790
2.618	0.8529
1.618	0.8369
1.000	0.8270
0.618	0.8209
HIGH	0.8110
0.618	0.8049
0.500	0.8030
0.382	0.8011
LOW	0.7950
0.618	0.7851
1.000	0.7790
1.618	0.7691
2.618	0.7531
4.250	0.7270

Fisher Pivots for day following 13-May-2015
Pivot	1 day	3 day
R1	0.8068	0.8053
PP	0.8049	0.8020
S1	0.8030	0.7986

Download as Excel Spreadsheet

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

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