CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 24-Jun-2015

Day Change Summary
	Previous	Current
	23-Jun-2015	24-Jun-2015	Change	Change %	Previous Week
Open	0.7693	0.7698	0.0005	0.1%	0.7702
High	0.7714	0.7737	0.0023	0.3%	0.7814
Low	0.7644	0.7648	0.0004	0.1%	0.7610
Close	0.7695	0.7675	-0.0020	-0.3%	0.7731
Range	0.0070	0.0089	0.0019	27.1%	0.0204
ATR	0.0096	0.0095	0.0000	-0.5%	0.0000
Volume	72,676	69,637	-3,039	-4.2%	347,577

Daily Pivots for day following 24-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7954	0.7903	0.7724
R3	0.7865	0.7814	0.7699
R2	0.7776	0.7776	0.7691
R1	0.7725	0.7725	0.7683	0.7706
PP	0.7687	0.7687	0.7687	0.7677
S1	0.7636	0.7636	0.7667	0.7617
S2	0.7598	0.7598	0.7659
S3	0.7509	0.7547	0.7651
S4	0.7420	0.7458	0.7626

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8330	0.8235	0.7843
R3	0.8126	0.8031	0.7787
R2	0.7922	0.7922	0.7768
R1	0.7827	0.7827	0.7750	0.7875
PP	0.7718	0.7718	0.7718	0.7742
S1	0.7623	0.7623	0.7712	0.7671
S2	0.7514	0.7514	0.7694
S3	0.7310	0.7419	0.7675
S4	0.7106	0.7215	0.7619

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7814	0.7644	0.0170	2.2%	0.0091	1.2%	18%	False	False	66,791
10	0.7814	0.7610	0.0204	2.7%	0.0089	1.2%	32%	False	False	64,942
20	0.7814	0.7554	0.0260	3.4%	0.0099	1.3%	47%	False	False	40,719
40	0.8109	0.7554	0.0555	7.2%	0.0098	1.3%	22%	False	False	20,542
60	0.8109	0.7470	0.0639	8.3%	0.0094	1.2%	32%	False	False	13,731
80	0.8109	0.7470	0.0639	8.3%	0.0088	1.1%	32%	False	False	10,307
100	0.8109	0.7470	0.0639	8.3%	0.0075	1.0%	32%	False	False	8,247
120	0.8138	0.7470	0.0668	8.7%	0.0065	0.8%	31%	False	False	6,872

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	0.0028
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8115
2.618	0.7970
1.618	0.7881
1.000	0.7826
0.618	0.7792
HIGH	0.7737
0.618	0.7703
0.500	0.7693
0.382	0.7682
LOW	0.7648
0.618	0.7593
1.000	0.7559
1.618	0.7504
2.618	0.7415
4.250	0.7270

Fisher Pivots for day following 24-Jun-2015
Pivot	1 day	3 day
R1	0.7693	0.7703
PP	0.7687	0.7694
S1	0.7681	0.7684

Download as Excel Spreadsheet

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

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