CME Australian Dollar Future December 2015

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

Day Change Summary
	Previous	Current
	19-Feb-2015	20-Feb-2015	Change	Change %	Previous Week
Open	0.7670	0.7725	0.0055	0.7%	0.7670
High	0.7670	0.7725	0.0055	0.7%	0.7725
Low	0.7670	0.7725	0.0055	0.7%	0.7670
Close	0.7670	0.7725	0.0055	0.7%	0.7725
Range
ATR	0.0042	0.0043	0.0001	2.2%	0.0000
Volume	6	6	0	0.0%	20

Daily Pivots for day following 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7725	0.7725	0.7725
R3	0.7725	0.7725	0.7725
R2	0.7725	0.7725	0.7725
R1	0.7725	0.7725	0.7725	0.7725
PP	0.7725	0.7725	0.7725	0.7725
S1	0.7725	0.7725	0.7725	0.7725
S2	0.7725	0.7725	0.7725
S3	0.7725	0.7725	0.7725
S4	0.7725	0.7725	0.7725

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7872	0.7853	0.7755
R3	0.7817	0.7798	0.7740
R2	0.7762	0.7762	0.7735
R1	0.7743	0.7743	0.7730	0.7753
PP	0.7707	0.7707	0.7707	0.7711
S1	0.7688	0.7688	0.7720	0.7698
S2	0.7652	0.7652	0.7715
S3	0.7597	0.7633	0.7710
S4	0.7542	0.7578	0.7695

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7725	0.7641	0.0084	1.1%	0.0009	0.1%	100%	True	False	4
10	0.7725	0.7588	0.0137	1.8%	0.0010	0.1%	100%	True	False	4

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	0.7725
2.618	0.7725
1.618	0.7725
1.000	0.7725
0.618	0.7725
HIGH	0.7725
0.618	0.7725
0.500	0.7725
0.382	0.7725
LOW	0.7725
0.618	0.7725
1.000	0.7725
1.618	0.7725
2.618	0.7725
4.250	0.7725

Fisher Pivots for day following 20-Feb-2015
Pivot	1 day	3 day
R1	0.7725	0.7716
PP	0.7725	0.7707
S1	0.7725	0.7698

Download as Excel Spreadsheet

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

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