CME Australian Dollar Future June 2015

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

Day Change Summary
	Previous	Current
	29-May-2015	01-Jun-2015	Change	Change %	Previous Week
Open	0.7645	0.7639	-0.0006	-0.1%	0.7802
High	0.7668	0.7663	-0.0005	-0.1%	0.7832
Low	0.7623	0.7591	-0.0032	-0.4%	0.7611
Close	0.7649	0.7600	-0.0049	-0.6%	0.7649
Range	0.0045	0.0072	0.0027	60.0%	0.0221
ATR	0.0100	0.0098	-0.0002	-2.0%	0.0000
Volume	78,236	78,158	-78	-0.1%	354,704

Daily Pivots for day following 01-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7834	0.7789	0.7640
R3	0.7762	0.7717	0.7620
R2	0.7690	0.7690	0.7613
R1	0.7645	0.7645	0.7607	0.7632
PP	0.7618	0.7618	0.7618	0.7611
S1	0.7573	0.7573	0.7593	0.7560
S2	0.7546	0.7546	0.7587
S3	0.7474	0.7501	0.7580
S4	0.7402	0.7429	0.7560

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8360	0.8226	0.7771
R3	0.8139	0.8005	0.7710
R2	0.7918	0.7918	0.7690
R1	0.7784	0.7784	0.7669	0.7741
PP	0.7697	0.7697	0.7697	0.7676
S1	0.7563	0.7563	0.7629	0.7520
S2	0.7476	0.7476	0.7608
S3	0.7255	0.7342	0.7588
S4	0.7034	0.7121	0.7527

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7832	0.7591	0.0241	3.2%	0.0090	1.2%	4%	False	True	86,572
10	0.8040	0.7591	0.0449	5.9%	0.0087	1.2%	2%	False	True	75,881
20	0.8151	0.7591	0.0560	7.4%	0.0098	1.3%	2%	False	True	83,752
40	0.8151	0.7526	0.0625	8.2%	0.0102	1.3%	12%	False	False	92,317
60	0.8151	0.7504	0.0647	8.5%	0.0105	1.4%	15%	False	False	91,014
80	0.8151	0.7504	0.0647	8.5%	0.0099	1.3%	15%	False	False	68,520
100	0.8208	0.7504	0.0704	9.3%	0.0099	1.3%	14%	False	False	54,879
120	0.8231	0.7504	0.0727	9.6%	0.0090	1.2%	13%	False	False	45,740

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	0.7969
2.618	0.7851
1.618	0.7779
1.000	0.7735
0.618	0.7707
HIGH	0.7663
0.618	0.7635
0.500	0.7627
0.382	0.7619
LOW	0.7591
0.618	0.7547
1.000	0.7519
1.618	0.7475
2.618	0.7403
4.250	0.7285

Fisher Pivots for day following 01-Jun-2015
Pivot	1 day	3 day
R1	0.7627	0.7673
PP	0.7618	0.7649
S1	0.7609	0.7624

Download as Excel Spreadsheet

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

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