CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 10-Jun-2015

Day Change Summary
	Previous	Current
	09-Jun-2015	10-Jun-2015	Change	Change %	Previous Week
Open	0.7694	0.7687	-0.0007	-0.1%	0.7639
High	0.7721	0.7784	0.0063	0.8%	0.7819
Low	0.7643	0.7633	-0.0010	-0.1%	0.7591
Close	0.7679	0.7757	0.0078	1.0%	0.7616
Range	0.0078	0.0151	0.0073	93.6%	0.0228
ATR	0.0105	0.0108	0.0003	3.1%	0.0000
Volume	99,357	140,242	40,885	41.1%	464,213

Daily Pivots for day following 10-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8178	0.8118	0.7840
R3	0.8027	0.7967	0.7799
R2	0.7876	0.7876	0.7785
R1	0.7816	0.7816	0.7771	0.7846
PP	0.7725	0.7725	0.7725	0.7740
S1	0.7665	0.7665	0.7743	0.7695
S2	0.7574	0.7574	0.7729
S3	0.7423	0.7514	0.7715
S4	0.7272	0.7363	0.7674

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8359	0.8216	0.7741
R3	0.8131	0.7988	0.7679
R2	0.7903	0.7903	0.7658
R1	0.7760	0.7760	0.7637	0.7718
PP	0.7675	0.7675	0.7675	0.7654
S1	0.7532	0.7532	0.7595	0.7490
S2	0.7447	0.7447	0.7574
S3	0.7219	0.7304	0.7553
S4	0.6991	0.7076	0.7491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7784	0.7596	0.0188	2.4%	0.0123	1.6%	86%	True	False	101,992
10	0.7819	0.7591	0.0228	2.9%	0.0113	1.5%	73%	False	False	98,571
20	0.8151	0.7591	0.0560	7.2%	0.0105	1.4%	30%	False	False	87,192
40	0.8151	0.7545	0.0606	7.8%	0.0107	1.4%	35%	False	False	93,858
60	0.8151	0.7504	0.0647	8.3%	0.0108	1.4%	39%	False	False	95,864
80	0.8151	0.7504	0.0647	8.3%	0.0102	1.3%	39%	False	False	77,424
100	0.8162	0.7504	0.0658	8.5%	0.0102	1.3%	38%	False	False	62,019
120	0.8208	0.7504	0.0704	9.1%	0.0095	1.2%	36%	False	False	51,698

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	0.0028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8426
2.618	0.8179
1.618	0.8028
1.000	0.7935
0.618	0.7877
HIGH	0.7784
0.618	0.7726
0.500	0.7709
0.382	0.7691
LOW	0.7633
0.618	0.7540
1.000	0.7482
1.618	0.7389
2.618	0.7238
4.250	0.6991

Fisher Pivots for day following 10-Jun-2015
Pivot	1 day	3 day
R1	0.7741	0.7735
PP	0.7725	0.7713
S1	0.7709	0.7692

Download as Excel Spreadsheet

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

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