CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 01-Jul-2015

Day Change Summary
	Previous	Current
	30-Jun-2015	01-Jul-2015	Change	Change %	Previous Week
Open	0.7649	0.7672	0.0023	0.3%	0.7730
High	0.7693	0.7708	0.0015	0.2%	0.7762
Low	0.7628	0.7607	-0.0021	-0.3%	0.7597
Close	0.7685	0.7614	-0.0071	-0.9%	0.7621
Range	0.0065	0.0101	0.0036	55.4%	0.0165
ATR	0.0094	0.0095	0.0000	0.5%	0.0000
Volume	78,625	64,228	-14,397	-18.3%	328,499

Daily Pivots for day following 01-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7946	0.7881	0.7670
R3	0.7845	0.7780	0.7642
R2	0.7744	0.7744	0.7633
R1	0.7679	0.7679	0.7623	0.7661
PP	0.7643	0.7643	0.7643	0.7634
S1	0.7578	0.7578	0.7605	0.7560
S2	0.7542	0.7542	0.7595
S3	0.7441	0.7477	0.7586
S4	0.7340	0.7376	0.7558

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8155	0.8053	0.7712
R3	0.7990	0.7888	0.7666
R2	0.7825	0.7825	0.7651
R1	0.7723	0.7723	0.7636	0.7692
PP	0.7660	0.7660	0.7660	0.7644
S1	0.7558	0.7558	0.7606	0.7527
S2	0.7495	0.7495	0.7591
S3	0.7330	0.7393	0.7576
S4	0.7165	0.7228	0.7530

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7720	0.7555	0.0165	2.2%	0.0092	1.2%	36%	False	False	72,995
10	0.7814	0.7555	0.0259	3.4%	0.0092	1.2%	23%	False	False	69,893
20	0.7814	0.7555	0.0259	3.4%	0.0097	1.3%	23%	False	False	58,025
40	0.8109	0.7554	0.0555	7.3%	0.0096	1.3%	11%	False	False	29,635
60	0.8109	0.7499	0.0610	8.0%	0.0094	1.2%	19%	False	False	19,807
80	0.8109	0.7470	0.0639	8.4%	0.0093	1.2%	23%	False	False	14,869
100	0.8109	0.7470	0.0639	8.4%	0.0077	1.0%	23%	False	False	11,896
120	0.8138	0.7470	0.0668	8.8%	0.0069	0.9%	22%	False	False	9,914

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8137
2.618	0.7972
1.618	0.7871
1.000	0.7809
0.618	0.7770
HIGH	0.7708
0.618	0.7669
0.500	0.7658
0.382	0.7646
LOW	0.7607
0.618	0.7545
1.000	0.7506
1.618	0.7444
2.618	0.7343
4.250	0.7178

Fisher Pivots for day following 01-Jul-2015
Pivot	1 day	3 day
R1	0.7658	0.7632
PP	0.7643	0.7626
S1	0.7629	0.7620

Download as Excel Spreadsheet

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

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