CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 06-Aug-2015

Day Change Summary
	Previous	Current
	05-Aug-2015	06-Aug-2015	Change	Change %	Previous Week
Open	0.7366	0.7336	-0.0030	-0.4%	0.7251
High	0.7380	0.7383	0.0003	0.0%	0.7350
Low	0.7318	0.7301	-0.0017	-0.2%	0.7218
Close	0.7331	0.7324	-0.0007	-0.1%	0.7276
Range	0.0062	0.0082	0.0020	32.3%	0.0132
ATR	0.0091	0.0090	-0.0001	-0.7%	0.0000
Volume	81,316	60,908	-20,408	-25.1%	454,803

Daily Pivots for day following 06-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7582	0.7535	0.7369
R3	0.7500	0.7453	0.7347
R2	0.7418	0.7418	0.7339
R1	0.7371	0.7371	0.7332	0.7354
PP	0.7336	0.7336	0.7336	0.7327
S1	0.7289	0.7289	0.7316	0.7272
S2	0.7254	0.7254	0.7309
S3	0.7172	0.7207	0.7301
S4	0.7090	0.7125	0.7279

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7677	0.7609	0.7349
R3	0.7545	0.7477	0.7312
R2	0.7413	0.7413	0.7300
R1	0.7345	0.7345	0.7288	0.7379
PP	0.7281	0.7281	0.7281	0.7299
S1	0.7213	0.7213	0.7264	0.7247
S2	0.7149	0.7149	0.7252
S3	0.7017	0.7081	0.7240
S4	0.6885	0.6949	0.7203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7413	0.7218	0.0195	2.7%	0.0099	1.4%	54%	False	False	92,031
10	0.7413	0.7218	0.0195	2.7%	0.0088	1.2%	54%	False	False	88,265
20	0.7472	0.7218	0.0254	3.5%	0.0087	1.2%	42%	False	False	82,021
40	0.7814	0.7218	0.0596	8.1%	0.0091	1.2%	18%	False	False	79,464
60	0.8109	0.7218	0.0891	12.2%	0.0094	1.3%	12%	False	False	55,811
80	0.8109	0.7218	0.0891	12.2%	0.0094	1.3%	12%	False	False	41,901
100	0.8109	0.7218	0.0891	12.2%	0.0094	1.3%	12%	False	False	33,535
120	0.8109	0.7218	0.0891	12.2%	0.0083	1.1%	12%	False	False	27,948

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7732
2.618	0.7598
1.618	0.7516
1.000	0.7465
0.618	0.7434
HIGH	0.7383
0.618	0.7352
0.500	0.7342
0.382	0.7332
LOW	0.7301
0.618	0.7250
1.000	0.7219
1.618	0.7168
2.618	0.7086
4.250	0.6953

Fisher Pivots for day following 06-Aug-2015
Pivot	1 day	3 day
R1	0.7342	0.7330
PP	0.7336	0.7328
S1	0.7330	0.7326

Download as Excel Spreadsheet

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

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