CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 15-Apr-2015

Day Change Summary
	Previous	Current
	14-Apr-2015	15-Apr-2015	Change	Change %	Previous Week
Open	0.7545	0.7545	0.0000	0.0%	0.7585
High	0.7581	0.7632	0.0051	0.7%	0.7670
Low	0.7505	0.7522	0.0017	0.2%	0.7523
Close	0.7570	0.7621	0.0051	0.7%	0.7618
Range	0.0076	0.0110	0.0034	44.7%	0.0147
ATR	0.0083	0.0085	0.0002	2.4%	0.0000
Volume	65	105	40	61.5%	460

Daily Pivots for day following 15-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7922	0.7881	0.7682
R3	0.7812	0.7771	0.7651
R2	0.7702	0.7702	0.7641
R1	0.7661	0.7661	0.7631	0.7682
PP	0.7592	0.7592	0.7592	0.7602
S1	0.7551	0.7551	0.7611	0.7572
S2	0.7482	0.7482	0.7601
S3	0.7372	0.7441	0.7591
S4	0.7262	0.7331	0.7561

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	2.2%	0.0084	1.1%	71%	False	False	79
10	0.7670	0.7470	0.0200	2.6%	0.0085	1.1%	76%	False	False	94
20	0.7855	0.7470	0.0385	5.1%	0.0087	1.1%	39%	False	False	76
40	0.7855	0.7470	0.0385	5.1%	0.0064	0.8%	39%	False	False	43
60	0.8008	0.7470	0.0538	7.1%	0.0049	0.6%	28%	False	False	30
80	0.8138	0.7470	0.0668	8.8%	0.0039	0.5%	23%	False	False	23
100	0.8481	0.7470	0.1011	13.3%	0.0032	0.4%	15%	False	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8100
2.618	0.7920
1.618	0.7810
1.000	0.7742
0.618	0.7700
HIGH	0.7632
0.618	0.7590
0.500	0.7577
0.382	0.7564
LOW	0.7522
0.618	0.7454
1.000	0.7412
1.618	0.7344
2.618	0.7234
4.250	0.7055

Fisher Pivots for day following 15-Apr-2015
Pivot	1 day	3 day
R1	0.7606	0.7603
PP	0.7592	0.7584
S1	0.7577	0.7566

Download as Excel Spreadsheet

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

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