CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 30-Apr-2015

Day Change Summary
	Previous	Current
	29-Apr-2015	30-Apr-2015	Change	Change %	Previous Week
Open	0.7938	0.7938	0.0000	0.0%	0.7756
High	0.8012	0.7942	-0.0070	-0.9%	0.7774
Low	0.7916	0.7809	-0.0107	-1.4%	0.7624
Close	0.7975	0.7858	-0.0117	-1.5%	0.7764
Range	0.0096	0.0133	0.0037	38.5%	0.0150
ATR	0.0089	0.0094	0.0006	6.2%	0.0000
Volume	283	362	79	27.9%	755

Daily Pivots for day following 30-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8269	0.8196	0.7931
R3	0.8136	0.8063	0.7895
R2	0.8003	0.8003	0.7882
R1	0.7930	0.7930	0.7870	0.7900
PP	0.7870	0.7870	0.7870	0.7855
S1	0.7797	0.7797	0.7846	0.7767
S2	0.7737	0.7737	0.7834
S3	0.7604	0.7664	0.7821
S4	0.7471	0.7531	0.7785

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8171	0.8117	0.7847
R3	0.8021	0.7967	0.7805
R2	0.7871	0.7871	0.7792
R1	0.7817	0.7817	0.7778	0.7844
PP	0.7721	0.7721	0.7721	0.7734
S1	0.7667	0.7667	0.7750	0.7694
S2	0.7571	0.7571	0.7737
S3	0.7421	0.7517	0.7723
S4	0.7271	0.7367	0.7682

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8012	0.7709	0.0303	3.9%	0.0100	1.3%	49%	False	False	246
10	0.8012	0.7624	0.0388	4.9%	0.0090	1.1%	60%	False	False	176
20	0.8012	0.7499	0.0513	6.5%	0.0090	1.1%	70%	False	False	134
40	0.8012	0.7470	0.0542	6.9%	0.0084	1.1%	72%	False	False	88
60	0.8012	0.7470	0.0542	6.9%	0.0060	0.8%	72%	False	False	60
80	0.8138	0.7470	0.0668	8.5%	0.0051	0.7%	58%	False	False	46
100	0.8180	0.7470	0.0710	9.0%	0.0042	0.5%	55%	False	False	37
120	0.8569	0.7470	0.1099	14.0%	0.0036	0.5%	35%	False	False	31

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8507
2.618	0.8290
1.618	0.8157
1.000	0.8075
0.618	0.8024
HIGH	0.7942
0.618	0.7891
0.500	0.7876
0.382	0.7860
LOW	0.7809
0.618	0.7727
1.000	0.7676
1.618	0.7594
2.618	0.7461
4.250	0.7244

Fisher Pivots for day following 30-Apr-2015
Pivot	1 day	3 day
R1	0.7876	0.7910
PP	0.7870	0.7893
S1	0.7864	0.7875

Download as Excel Spreadsheet

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

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