CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 08-Sep-2015

Day Change Summary
	Previous	Current
	04-Sep-2015	08-Sep-2015	Change	Change %	Previous Week
Open	0.6981	0.6882	-0.0099	-1.4%	0.7133
High	0.6985	0.7004	0.0019	0.3%	0.7133
Low	0.6874	0.6877	0.0003	0.0%	0.6874
Close	0.6890	0.6993	0.0103	1.5%	0.6890
Range	0.0111	0.0127	0.0016	14.4%	0.0259
ATR	0.0092	0.0094	0.0003	2.8%	0.0000
Volume	13,892	44,509	30,617	220.4%	26,977

Daily Pivots for day following 08-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7339	0.7293	0.7063
R3	0.7212	0.7166	0.7028
R2	0.7085	0.7085	0.7016
R1	0.7039	0.7039	0.7005	0.7062
PP	0.6958	0.6958	0.6958	0.6970
S1	0.6912	0.6912	0.6981	0.6935
S2	0.6831	0.6831	0.6970
S3	0.6704	0.6785	0.6958
S4	0.6577	0.6658	0.6923

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7743	0.7575	0.7032
R3	0.7484	0.7316	0.6961
R2	0.7225	0.7225	0.6937
R1	0.7057	0.7057	0.6914	0.7012
PP	0.6966	0.6966	0.6966	0.6943
S1	0.6798	0.6798	0.6866	0.6753
S2	0.6707	0.6707	0.6843
S3	0.6448	0.6539	0.6819
S4	0.6189	0.6280	0.6748

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7116	0.6874	0.0242	3.5%	0.0102	1.5%	49%	False	False	13,742
10	0.7209	0.6874	0.0335	4.8%	0.0097	1.4%	36%	False	False	7,830
20	0.7370	0.6874	0.0496	7.1%	0.0098	1.4%	24%	False	False	4,126
40	0.7422	0.6874	0.0548	7.8%	0.0085	1.2%	22%	False	False	2,169
60	0.7764	0.6874	0.0890	12.7%	0.0078	1.1%	13%	False	False	1,464
80	0.7959	0.6874	0.1085	15.5%	0.0067	1.0%	11%	False	False	1,099
100	0.8046	0.6874	0.1172	16.8%	0.0060	0.9%	10%	False	False	880
120	0.8046	0.6874	0.1172	16.8%	0.0055	0.8%	10%	False	False	734

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7544
2.618	0.7336
1.618	0.7209
1.000	0.7131
0.618	0.7082
HIGH	0.7004
0.618	0.6955
0.500	0.6941
0.382	0.6926
LOW	0.6877
0.618	0.6799
1.000	0.6750
1.618	0.6672
2.618	0.6545
4.250	0.6337

Fisher Pivots for day following 08-Sep-2015
Pivot	1 day	3 day
R1	0.6976	0.6979
PP	0.6958	0.6965
S1	0.6941	0.6951

Download as Excel Spreadsheet

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

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