CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 22-Apr-2015

Day Change Summary
	Previous	Current
	21-Apr-2015	22-Apr-2015	Change	Change %	Previous Week
Open	0.7663	0.7650	-0.0013	-0.2%	0.7599
High	0.7683	0.7738	0.0055	0.7%	0.7775
Low	0.7624	0.7650	0.0026	0.3%	0.7499
Close	0.7645	0.7710	0.0065	0.9%	0.7716
Range	0.0059	0.0088	0.0029	49.2%	0.0276
ATR	0.0087	0.0087	0.0000	0.5%	0.0000
Volume	62	88	26	41.9%	481

Daily Pivots for day following 22-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7963	0.7925	0.7758
R3	0.7875	0.7837	0.7734
R2	0.7787	0.7787	0.7726
R1	0.7749	0.7749	0.7718	0.7768
PP	0.7699	0.7699	0.7699	0.7709
S1	0.7661	0.7661	0.7702	0.7680
S2	0.7611	0.7611	0.7694
S3	0.7523	0.7573	0.7686
S4	0.7435	0.7485	0.7662

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8491	0.8380	0.7868
R3	0.8215	0.8104	0.7792
R2	0.7939	0.7939	0.7767
R1	0.7828	0.7828	0.7741	0.7884
PP	0.7663	0.7663	0.7663	0.7691
S1	0.7552	0.7552	0.7691	0.7608
S2	0.7387	0.7387	0.7665
S3	0.7111	0.7276	0.7640
S4	0.6835	0.7000	0.7564

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7775	0.7624	0.0151	2.0%	0.0089	1.1%	57%	False	False	95
10	0.7775	0.7499	0.0276	3.6%	0.0086	1.1%	76%	False	False	87
20	0.7804	0.7470	0.0334	4.3%	0.0081	1.0%	72%	False	False	89
40	0.7855	0.7470	0.0385	5.0%	0.0071	0.9%	62%	False	False	55
60	0.7855	0.7470	0.0385	5.0%	0.0054	0.7%	62%	False	False	38
80	0.8138	0.7470	0.0668	8.7%	0.0044	0.6%	36%	False	False	29
100	0.8342	0.7470	0.0872	11.3%	0.0037	0.5%	28%	False	False	23
120	0.8636	0.7470	0.1166	15.1%	0.0031	0.4%	21%	False	False	20

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8112
2.618	0.7968
1.618	0.7880
1.000	0.7826
0.618	0.7792
HIGH	0.7738
0.618	0.7704
0.500	0.7694
0.382	0.7684
LOW	0.7650
0.618	0.7596
1.000	0.7562
1.618	0.7508
2.618	0.7420
4.250	0.7276

Fisher Pivots for day following 22-Apr-2015
Pivot	1 day	3 day
R1	0.7705	0.7704
PP	0.7699	0.7698
S1	0.7694	0.7692

Download as Excel Spreadsheet

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

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