CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 28-Aug-2015

Day Change Summary
	Previous	Current
	27-Aug-2015	28-Aug-2015	Change	Change %	Previous Week
Open	0.7121	0.7165	0.0044	0.6%	0.7299
High	0.7175	0.7201	0.0026	0.4%	0.7305
Low	0.7093	0.7115	0.0022	0.3%	0.7033
Close	0.7162	0.7161	-0.0001	0.0%	0.7161
Range	0.0082	0.0086	0.0004	4.9%	0.0272
ATR	0.0100	0.0099	-0.0001	-1.0%	0.0000
Volume	90,134	67,107	-23,027	-25.5%	574,450

Daily Pivots for day following 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7417	0.7375	0.7208
R3	0.7331	0.7289	0.7185
R2	0.7245	0.7245	0.7177
R1	0.7203	0.7203	0.7169	0.7181
PP	0.7159	0.7159	0.7159	0.7148
S1	0.7117	0.7117	0.7153	0.7095
S2	0.7073	0.7073	0.7145
S3	0.6987	0.7031	0.7137
S4	0.6901	0.6945	0.7114

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7982	0.7844	0.7311
R3	0.7710	0.7572	0.7236
R2	0.7438	0.7438	0.7211
R1	0.7300	0.7300	0.7186	0.7233
PP	0.7166	0.7166	0.7166	0.7133
S1	0.7028	0.7028	0.7136	0.6961
S2	0.6894	0.6894	0.7111
S3	0.6622	0.6756	0.7086
S4	0.6350	0.6484	0.7011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7305	0.7033	0.0272	3.8%	0.0130	1.8%	47%	False	False	114,890
10	0.7379	0.7033	0.0346	4.8%	0.0099	1.4%	37%	False	False	96,968
20	0.7426	0.7033	0.0393	5.5%	0.0099	1.4%	33%	False	False	98,089
40	0.7619	0.7033	0.0586	8.2%	0.0096	1.3%	22%	False	False	92,779
60	0.7814	0.7033	0.0781	10.9%	0.0095	1.3%	16%	False	False	82,417
80	0.8109	0.7033	0.1076	15.0%	0.0095	1.3%	12%	False	False	62,211
100	0.8109	0.7033	0.1076	15.0%	0.0095	1.3%	12%	False	False	49,800
120	0.8109	0.7033	0.1076	15.0%	0.0094	1.3%	12%	False	False	41,511

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	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7567
2.618	0.7426
1.618	0.7340
1.000	0.7287
0.618	0.7254
HIGH	0.7201
0.618	0.7168
0.500	0.7158
0.382	0.7148
LOW	0.7115
0.618	0.7062
1.000	0.7029
1.618	0.6976
2.618	0.6890
4.250	0.6750

Fisher Pivots for day following 28-Aug-2015
Pivot	1 day	3 day
R1	0.7160	0.7151
PP	0.7159	0.7142
S1	0.7158	0.7132

Download as Excel Spreadsheet

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

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