CME Australian Dollar Future September 2015

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

Day Change Summary
	Previous	Current
	19-Mar-2015	20-Mar-2015	Change	Change %	Previous Week
Open	0.7700	0.7582	-0.0118	-1.5%	0.7586
High	0.7716	0.7722	0.0006	0.1%	0.7732
Low	0.7539	0.7582	0.0043	0.6%	0.7520
Close	0.7549	0.7699	0.0150	2.0%	0.7699
Range	0.0177	0.0140	-0.0037	-20.9%	0.0212
ATR	0.0075	0.0082	0.0007	9.3%	0.0000
Volume	31	62	31	100.0%	147

Daily Pivots for day following 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8088	0.8033	0.7776
R3	0.7948	0.7893	0.7738
R2	0.7808	0.7808	0.7725
R1	0.7753	0.7753	0.7712	0.7781
PP	0.7668	0.7668	0.7668	0.7681
S1	0.7613	0.7613	0.7686	0.7641
S2	0.7528	0.7528	0.7673
S3	0.7388	0.7473	0.7661
S4	0.7248	0.7333	0.7622

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8286	0.8205	0.7816
R3	0.8074	0.7993	0.7757
R2	0.7862	0.7862	0.7738
R1	0.7781	0.7781	0.7718	0.7822
PP	0.7650	0.7650	0.7650	0.7671
S1	0.7569	0.7569	0.7680	0.7610
S2	0.7438	0.7438	0.7660
S3	0.7226	0.7357	0.7641
S4	0.7014	0.7145	0.7582

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7732	0.7520	0.0212	2.8%	0.0125	1.6%	84%	False	False	29
10	0.7732	0.7495	0.0237	3.1%	0.0088	1.1%	86%	False	False	29
20	0.7803	0.7495	0.0308	4.0%	0.0054	0.7%	66%	False	False	15
40	0.7839	0.7495	0.0344	4.5%	0.0035	0.5%	59%	False	False	10
60	0.8138	0.7495	0.0643	8.4%	0.0028	0.4%	32%	False	False	7
80	0.8432	0.7495	0.0937	12.2%	0.0022	0.3%	22%	False	False	5
100	0.8658	0.7495	0.1163	15.1%	0.0019	0.2%	18%	False	False	5

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8317
2.618	0.8089
1.618	0.7949
1.000	0.7862
0.618	0.7809
HIGH	0.7722
0.618	0.7669
0.500	0.7652
0.382	0.7635
LOW	0.7582
0.618	0.7495
1.000	0.7442
1.618	0.7355
2.618	0.7215
4.250	0.6987

Fisher Pivots for day following 20-Mar-2015
Pivot	1 day	3 day
R1	0.7683	0.7675
PP	0.7668	0.7650
S1	0.7652	0.7626

Download as Excel Spreadsheet

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

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