CME Australian Dollar Future September 2015

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

Day Change Summary
	Previous	Current
	31-Mar-2015	01-Apr-2015	Change	Change %	Previous Week
Open	0.7575	0.7553	-0.0022	-0.3%	0.7721
High	0.7578	0.7589	0.0011	0.1%	0.7855
Low	0.7528	0.7520	-0.0008	-0.1%	0.7680
Close	0.7547	0.7535	-0.0012	-0.2%	0.7689
Range	0.0050	0.0069	0.0019	38.0%	0.0175
ATR	0.0081	0.0080	-0.0001	-1.1%	0.0000
Volume	83	80	-3	-3.6%	233

Daily Pivots for day following 01-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7755	0.7714	0.7573
R3	0.7686	0.7645	0.7554
R2	0.7617	0.7617	0.7548
R1	0.7576	0.7576	0.7541	0.7562
PP	0.7548	0.7548	0.7548	0.7541
S1	0.7507	0.7507	0.7529	0.7493
S2	0.7479	0.7479	0.7522
S3	0.7410	0.7438	0.7516
S4	0.7341	0.7369	0.7497

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8266	0.8153	0.7785
R3	0.8091	0.7978	0.7737
R2	0.7916	0.7916	0.7721
R1	0.7803	0.7803	0.7705	0.7772
PP	0.7741	0.7741	0.7741	0.7726
S1	0.7628	0.7628	0.7673	0.7597
S2	0.7566	0.7566	0.7657
S3	0.7391	0.7453	0.7641
S4	0.7216	0.7278	0.7593

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7804	0.7520	0.0284	3.8%	0.0066	0.9%	5%	False	True	72
10	0.7855	0.7520	0.0335	4.4%	0.0090	1.2%	4%	False	True	57
20	0.7855	0.7495	0.0360	4.8%	0.0075	1.0%	11%	False	False	39
40	0.7855	0.7495	0.0360	4.8%	0.0044	0.6%	11%	False	False	22
60	0.8138	0.7495	0.0643	8.5%	0.0038	0.5%	6%	False	False	15
80	0.8180	0.7495	0.0685	9.1%	0.0030	0.4%	6%	False	False	11
100	0.8569	0.7495	0.1074	14.3%	0.0025	0.3%	4%	False	False	9

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7882
2.618	0.7770
1.618	0.7701
1.000	0.7658
0.618	0.7632
HIGH	0.7589
0.618	0.7563
0.500	0.7555
0.382	0.7546
LOW	0.7520
0.618	0.7477
1.000	0.7451
1.618	0.7408
2.618	0.7339
4.250	0.7227

Fisher Pivots for day following 01-Apr-2015
Pivot	1 day	3 day
R1	0.7555	0.7592
PP	0.7548	0.7573
S1	0.7542	0.7554

Download as Excel Spreadsheet

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

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