CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 30-Jun-2015

Day Change Summary
	Previous	Current
	29-Jun-2015	30-Jun-2015	Change	Change %	Previous Week
Open	0.7563	0.7611	0.0048	0.6%	0.7713
High	0.7636	0.7656	0.0020	0.3%	0.7719
Low	0.7555	0.7611	0.0056	0.7%	0.7564
Close	0.7636	0.7649	0.0013	0.2%	0.7584
Range	0.0081	0.0045	-0.0036	-44.4%	0.0155
ATR	0.0067	0.0066	-0.0002	-2.4%	0.0000
Volume	51	32	-19	-37.3%	135

Daily Pivots for day following 30-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7774	0.7756	0.7674
R3	0.7729	0.7711	0.7661
R2	0.7684	0.7684	0.7657
R1	0.7666	0.7666	0.7653	0.7675
PP	0.7639	0.7639	0.7639	0.7643
S1	0.7621	0.7621	0.7645	0.7630
S2	0.7594	0.7594	0.7641
S3	0.7549	0.7576	0.7637
S4	0.7504	0.7531	0.7624

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8087	0.7991	0.7669
R3	0.7932	0.7836	0.7627
R2	0.7777	0.7777	0.7612
R1	0.7681	0.7681	0.7598	0.7652
PP	0.7622	0.7622	0.7622	0.7608
S1	0.7526	0.7526	0.7570	0.7497
S2	0.7467	0.7467	0.7556
S3	0.7312	0.7371	0.7541
S4	0.7157	0.7216	0.7499

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7698	0.7555	0.0143	1.9%	0.0065	0.9%	66%	False	False	32
10	0.7764	0.7555	0.0209	2.7%	0.0070	0.9%	45%	False	False	37
20	0.7764	0.7536	0.0228	3.0%	0.0061	0.8%	50%	False	False	23
40	0.8046	0.7529	0.0517	6.8%	0.0041	0.5%	23%	False	False	13
60	0.8046	0.7486	0.0560	7.3%	0.0036	0.5%	29%	False	False	10
80	0.8046	0.7448	0.0598	7.8%	0.0036	0.5%	34%	False	False	9
100	0.8046	0.7448	0.0598	7.8%	0.0030	0.4%	34%	False	False	8

Crabel Price Patterns
NR	True
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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7847
2.618	0.7774
1.618	0.7729
1.000	0.7701
0.618	0.7684
HIGH	0.7656
0.618	0.7639
0.500	0.7634
0.382	0.7628
LOW	0.7611
0.618	0.7583
1.000	0.7566
1.618	0.7538
2.618	0.7493
4.250	0.7420

Fisher Pivots for day following 30-Jun-2015
Pivot	1 day	3 day
R1	0.7644	0.7635
PP	0.7639	0.7620
S1	0.7634	0.7606

Download as Excel Spreadsheet

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

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