CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 10-Jun-2015

Day Change Summary
	Previous	Current
	09-Jun-2015	10-Jun-2015	Change	Change %	Previous Week
Open	0.7655	0.7646	-0.0009	-0.1%	0.7600
High	0.7683	0.7745	0.0062	0.8%	0.7776
Low	0.7605	0.7595	-0.0010	-0.1%	0.7554
Close	0.7641	0.7718	0.0077	1.0%	0.7578
Range	0.0078	0.0150	0.0072	92.3%	0.0222
ATR	0.0099	0.0103	0.0004	3.7%	0.0000
Volume	36,433	71,432	34,999	96.1%	28,408

Daily Pivots for day following 10-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8136	0.8077	0.7801
R3	0.7986	0.7927	0.7759
R2	0.7836	0.7836	0.7746
R1	0.7777	0.7777	0.7732	0.7807
PP	0.7686	0.7686	0.7686	0.7701
S1	0.7627	0.7627	0.7704	0.7657
S2	0.7536	0.7536	0.7691
S3	0.7386	0.7477	0.7677
S4	0.7236	0.7327	0.7636

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8302	0.8162	0.7700
R3	0.8080	0.7940	0.7639
R2	0.7858	0.7858	0.7619
R1	0.7718	0.7718	0.7598	0.7677
PP	0.7636	0.7636	0.7636	0.7616
S1	0.7496	0.7496	0.7558	0.7455
S2	0.7414	0.7414	0.7537
S3	0.7192	0.7274	0.7517
S4	0.6970	0.7052	0.7456

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7745	0.7558	0.0187	2.4%	0.0119	1.5%	86%	True	False	29,222
10	0.7776	0.7554	0.0222	2.9%	0.0109	1.4%	74%	False	False	16,495
20	0.8109	0.7554	0.0555	7.2%	0.0100	1.3%	30%	False	False	8,505
40	0.8109	0.7522	0.0587	7.6%	0.0098	1.3%	33%	False	False	4,339
60	0.8109	0.7470	0.0639	8.3%	0.0096	1.2%	39%	False	False	2,916
80	0.8109	0.7470	0.0639	8.3%	0.0080	1.0%	39%	False	False	2,190
100	0.8138	0.7470	0.0668	8.7%	0.0068	0.9%	37%	False	False	1,753
120	0.8138	0.7470	0.0668	8.7%	0.0058	0.7%	37%	False	False	1,461

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8383
2.618	0.8138
1.618	0.7988
1.000	0.7895
0.618	0.7838
HIGH	0.7745
0.618	0.7688
0.500	0.7670
0.382	0.7652
LOW	0.7595
0.618	0.7502
1.000	0.7445
1.618	0.7352
2.618	0.7202
4.250	0.6958

Fisher Pivots for day following 10-Jun-2015
Pivot	1 day	3 day
R1	0.7702	0.7697
PP	0.7686	0.7675
S1	0.7670	0.7654

Download as Excel Spreadsheet

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

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