CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 26-Mar-2015

Day Change Summary
	Previous	Current
	25-Mar-2015	26-Mar-2015	Change	Change %	Previous Week
Open	0.7809	0.7755	-0.0054	-0.7%	0.7586
High	0.7822	0.7804	-0.0018	-0.2%	0.7732
Low	0.7764	0.7740	-0.0024	-0.3%	0.7520
Close	0.7767	0.7744	-0.0023	-0.3%	0.7699
Range	0.0058	0.0064	0.0006	10.3%	0.0212
ATR	0.0083	0.0081	-0.0001	-1.6%	0.0000
Volume	36	19	-17	-47.2%	147

Daily Pivots for day following 26-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7955	0.7913	0.7779
R3	0.7891	0.7849	0.7762
R2	0.7827	0.7827	0.7756
R1	0.7785	0.7785	0.7750	0.7774
PP	0.7763	0.7763	0.7763	0.7757
S1	0.7721	0.7721	0.7738	0.7710
S2	0.7699	0.7699	0.7732
S3	0.7635	0.7657	0.7726
S4	0.7571	0.7593	0.7709

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	0.7855	0.7582	0.0273	3.5%	0.0092	1.2%	59%	False	False	40
10	0.7855	0.7520	0.0335	4.3%	0.0098	1.3%	67%	False	False	30
20	0.7855	0.7495	0.0360	4.6%	0.0064	0.8%	69%	False	False	22
40	0.7855	0.7495	0.0360	4.6%	0.0043	0.6%	69%	False	False	14
60	0.8138	0.7495	0.0643	8.3%	0.0033	0.4%	39%	False	False	9
80	0.8342	0.7495	0.0847	10.9%	0.0026	0.3%	29%	False	False	7
100	0.8603	0.7495	0.1108	14.3%	0.0022	0.3%	22%	False	False	6

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8076
2.618	0.7972
1.618	0.7908
1.000	0.7868
0.618	0.7844
HIGH	0.7804
0.618	0.7780
0.500	0.7772
0.382	0.7764
LOW	0.7740
0.618	0.7700
1.000	0.7676
1.618	0.7636
2.618	0.7572
4.250	0.7468

Fisher Pivots for day following 26-Mar-2015
Pivot	1 day	3 day
R1	0.7772	0.7798
PP	0.7763	0.7780
S1	0.7753	0.7762

Download as Excel Spreadsheet

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

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