CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 09-Jul-2015

Day Change Summary
	Previous	Current
	08-Jul-2015	09-Jul-2015	Change	Change %	Previous Week
Open	0.7391	0.7348	-0.0043	-0.6%	0.7563
High	0.7391	0.7424	0.0033	0.4%	0.7660
Low	0.7320	0.7348	0.0028	0.4%	0.7528
Close	0.7359	0.7383	0.0024	0.3%	0.7558
Range	0.0071	0.0076	0.0005	7.0%	0.0132
ATR	0.0072	0.0073	0.0000	0.4%	0.0000
Volume	65	19	-46	-70.8%	152

Daily Pivots for day following 09-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7613	0.7574	0.7425
R3	0.7537	0.7498	0.7404
R2	0.7461	0.7461	0.7397
R1	0.7422	0.7422	0.7390	0.7442
PP	0.7385	0.7385	0.7385	0.7395
S1	0.7346	0.7346	0.7376	0.7366
S2	0.7309	0.7309	0.7369
S3	0.7233	0.7270	0.7362
S4	0.7157	0.7194	0.7341

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7978	0.7900	0.7631
R3	0.7846	0.7768	0.7594
R2	0.7714	0.7714	0.7582
R1	0.7636	0.7636	0.7570	0.7609
PP	0.7582	0.7582	0.7582	0.7569
S1	0.7504	0.7504	0.7546	0.7477
S2	0.7450	0.7450	0.7534
S3	0.7318	0.7372	0.7522
S4	0.7186	0.7240	0.7485

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7586	0.7320	0.0266	3.6%	0.0073	1.0%	24%	False	False	42
10	0.7676	0.7320	0.0356	4.8%	0.0069	0.9%	18%	False	False	38
20	0.7764	0.7320	0.0444	6.0%	0.0065	0.9%	14%	False	False	32
40	0.8046	0.7320	0.0726	9.8%	0.0048	0.7%	9%	False	False	19
60	0.8046	0.7320	0.0726	9.8%	0.0043	0.6%	9%	False	False	13
80	0.8046	0.7320	0.0726	9.8%	0.0041	0.5%	9%	False	False	12
100	0.8046	0.7320	0.0726	9.8%	0.0034	0.5%	9%	False	False	11

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	0.0002
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7747
2.618	0.7623
1.618	0.7547
1.000	0.7500
0.618	0.7471
HIGH	0.7424
0.618	0.7395
0.500	0.7386
0.382	0.7377
LOW	0.7348
0.618	0.7301
1.000	0.7272
1.618	0.7225
2.618	0.7149
4.250	0.7025

Fisher Pivots for day following 09-Jul-2015
Pivot	1 day	3 day
R1	0.7386	0.7379
PP	0.7385	0.7376
S1	0.7384	0.7372

Download as Excel Spreadsheet

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

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