CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 13-Feb-2015

Day Change Summary
	Previous	Current
	12-Feb-2015	13-Feb-2015	Change	Change %	Previous Week
Open	0.7633	0.7641	0.0008	0.1%	0.7700
High	0.7633	0.7641	0.0008	0.1%	0.7700
Low	0.7633	0.7641	0.0008	0.1%	0.7588
Close	0.7633	0.7641	0.0008	0.1%	0.7641
Range
ATR
Volume	4	4	0	0.0%	22

Daily Pivots for day following 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7641	0.7641	0.7641
R3	0.7641	0.7641	0.7641
R2	0.7641	0.7641	0.7641
R1	0.7641	0.7641	0.7641	0.7641
PP	0.7641	0.7641	0.7641	0.7641
S1	0.7641	0.7641	0.7641	0.7641
S2	0.7641	0.7641	0.7641
S3	0.7641	0.7641	0.7641
S4	0.7641	0.7641	0.7641

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7979	0.7922	0.7703
R3	0.7867	0.7810	0.7672
R2	0.7755	0.7755	0.7662
R1	0.7698	0.7698	0.7651	0.7671
PP	0.7643	0.7643	0.7643	0.7629
S1	0.7586	0.7586	0.7631	0.7559
S2	0.7531	0.7531	0.7620
S3	0.7419	0.7474	0.7610
S4	0.7307	0.7362	0.7579

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7700	0.7588	0.0112	1.5%	0.0011	0.1%	47%	False	False	4
10	0.7700	0.7575	0.0125	1.6%	0.0014	0.2%	53%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.7641
2.618	0.7641
1.618	0.7641
1.000	0.7641
0.618	0.7641
HIGH	0.7641
0.618	0.7641
0.500	0.7641
0.382	0.7641
LOW	0.7641
0.618	0.7641
1.000	0.7641
1.618	0.7641
2.618	0.7641
4.250	0.7641

Fisher Pivots for day following 13-Feb-2015
Pivot	1 day	3 day
R1	0.7641	0.7632
PP	0.7641	0.7623
S1	0.7641	0.7615

Download as Excel Spreadsheet

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

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