CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 20-Jul-2015

Day Change Summary
	Previous	Current
	17-Jul-2015	20-Jul-2015	Change	Change %	Previous Week
Open	0.7383	0.7352	-0.0031	-0.4%	0.7397
High	0.7395	0.7375	-0.0020	-0.3%	0.7464
Low	0.7344	0.7305	-0.0039	-0.5%	0.7326
Close	0.7355	0.7351	-0.0004	-0.1%	0.7355
Range	0.0051	0.0070	0.0019	37.3%	0.0138
ATR	0.0095	0.0093	-0.0002	-1.9%	0.0000
Volume	46,863	67,086	20,223	43.2%	361,824

Daily Pivots for day following 20-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7554	0.7522	0.7390
R3	0.7484	0.7452	0.7370
R2	0.7414	0.7414	0.7364
R1	0.7382	0.7382	0.7357	0.7363
PP	0.7344	0.7344	0.7344	0.7334
S1	0.7312	0.7312	0.7345	0.7293
S2	0.7274	0.7274	0.7338
S3	0.7204	0.7242	0.7332
S4	0.7134	0.7172	0.7313

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7796	0.7713	0.7431
R3	0.7658	0.7575	0.7393
R2	0.7520	0.7520	0.7380
R1	0.7437	0.7437	0.7368	0.7410
PP	0.7382	0.7382	0.7382	0.7368
S1	0.7299	0.7299	0.7342	0.7272
S2	0.7244	0.7244	0.7330
S3	0.7106	0.7161	0.7317
S4	0.6968	0.7023	0.7279

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7464	0.7305	0.0159	2.2%	0.0087	1.2%	29%	False	True	69,676
10	0.7473	0.7305	0.0168	2.3%	0.0090	1.2%	27%	False	True	82,147
20	0.7762	0.7305	0.0457	6.2%	0.0092	1.3%	10%	False	True	79,969
40	0.7880	0.7305	0.0575	7.8%	0.0097	1.3%	8%	False	True	55,565
60	0.8109	0.7305	0.0804	10.9%	0.0097	1.3%	6%	False	True	37,141
80	0.8109	0.7305	0.0804	10.9%	0.0093	1.3%	6%	False	True	27,879
100	0.8109	0.7305	0.0804	10.9%	0.0087	1.2%	6%	False	True	22,308
120	0.8109	0.7305	0.0804	10.9%	0.0076	1.0%	6%	False	True	18,591

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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7673
2.618	0.7558
1.618	0.7488
1.000	0.7445
0.618	0.7418
HIGH	0.7375
0.618	0.7348
0.500	0.7340
0.382	0.7332
LOW	0.7305
0.618	0.7262
1.000	0.7235
1.618	0.7192
2.618	0.7122
4.250	0.7008

Fisher Pivots for day following 20-Jul-2015
Pivot	1 day	3 day
R1	0.7347	0.7360
PP	0.7344	0.7357
S1	0.7340	0.7354

Download as Excel Spreadsheet

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

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