CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 13-Apr-2015

Day Change Summary
	Previous	Current
	10-Apr-2015	13-Apr-2015	Change	Change %	Previous Week
Open	0.7647	0.7599	-0.0048	-0.6%	0.7585
High	0.7647	0.7600	-0.0047	-0.6%	0.7670
Low	0.7580	0.7499	-0.0081	-1.1%	0.7523
Close	0.7618	0.7523	-0.0095	-1.2%	0.7618
Range	0.0067	0.0101	0.0034	50.7%	0.0147
ATR	0.0080	0.0083	0.0003	3.4%	0.0000
Volume	27	88	61	225.9%	460

Daily Pivots for day following 13-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7844	0.7784	0.7579
R3	0.7743	0.7683	0.7551
R2	0.7642	0.7642	0.7542
R1	0.7582	0.7582	0.7532	0.7562
PP	0.7541	0.7541	0.7541	0.7530
S1	0.7481	0.7481	0.7514	0.7461
S2	0.7440	0.7440	0.7504
S3	0.7339	0.7380	0.7495
S4	0.7238	0.7279	0.7467

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8045	0.7978	0.7699
R3	0.7898	0.7831	0.7658
R2	0.7751	0.7751	0.7645
R1	0.7684	0.7684	0.7631	0.7718
PP	0.7604	0.7604	0.7604	0.7620
S1	0.7537	0.7537	0.7605	0.7571
S2	0.7457	0.7457	0.7591
S3	0.7310	0.7390	0.7578
S4	0.7163	0.7243	0.7537

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7670	0.7499	0.0171	2.3%	0.0086	1.1%	14%	False	True	100
10	0.7670	0.7470	0.0200	2.7%	0.0078	1.0%	27%	False	False	94
20	0.7855	0.7470	0.0385	5.1%	0.0091	1.2%	14%	False	False	70
40	0.7855	0.7470	0.0385	5.1%	0.0060	0.8%	14%	False	False	39
60	0.8138	0.7470	0.0668	8.9%	0.0047	0.6%	8%	False	False	28
80	0.8138	0.7470	0.0668	8.9%	0.0037	0.5%	8%	False	False	21
100	0.8543	0.7470	0.1073	14.3%	0.0030	0.4%	5%	False	False	17

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8029
2.618	0.7864
1.618	0.7763
1.000	0.7701
0.618	0.7662
HIGH	0.7600
0.618	0.7561
0.500	0.7550
0.382	0.7538
LOW	0.7499
0.618	0.7437
1.000	0.7398
1.618	0.7336
2.618	0.7235
4.250	0.7070

Fisher Pivots for day following 13-Apr-2015
Pivot	1 day	3 day
R1	0.7550	0.7585
PP	0.7541	0.7564
S1	0.7532	0.7544

Download as Excel Spreadsheet

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

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