CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 10-Sep-2015

Day Change Summary
	Previous	Current
	09-Sep-2015	10-Sep-2015	Change	Change %	Previous Week
Open	0.6984	0.6950	-0.0034	-0.5%	0.7133
High	0.7036	0.7064	0.0028	0.4%	0.7133
Low	0.6971	0.6913	-0.0058	-0.8%	0.6874
Close	0.6984	0.7048	0.0064	0.9%	0.6890
Range	0.0065	0.0151	0.0086	132.3%	0.0259
ATR	0.0092	0.0096	0.0004	4.6%	0.0000
Volume	74,233	96,373	22,140	29.8%	26,977

Daily Pivots for day following 10-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7461	0.7406	0.7131
R3	0.7310	0.7255	0.7090
R2	0.7159	0.7159	0.7076
R1	0.7104	0.7104	0.7062	0.7132
PP	0.7008	0.7008	0.7008	0.7022
S1	0.6953	0.6953	0.7034	0.6981
S2	0.6857	0.6857	0.7020
S3	0.6706	0.6802	0.7006
S4	0.6555	0.6651	0.6965

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	0.7064	0.6874	0.0190	2.7%	0.0105	1.5%	92%	True	False	46,800
10	0.7167	0.6874	0.0293	4.2%	0.0098	1.4%	59%	False	False	24,461
20	0.7361	0.6874	0.0487	6.9%	0.0094	1.3%	36%	False	False	12,621
40	0.7386	0.6874	0.0512	7.3%	0.0085	1.2%	34%	False	False	6,423
60	0.7764	0.6874	0.0890	12.6%	0.0082	1.2%	20%	False	False	4,307
80	0.7830	0.6874	0.0956	13.6%	0.0070	1.0%	18%	False	False	3,232
100	0.8046	0.6874	0.1172	16.6%	0.0062	0.9%	15%	False	False	2,586
120	0.8046	0.6874	0.1172	16.6%	0.0056	0.8%	15%	False	False	2,156

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7706
2.618	0.7459
1.618	0.7308
1.000	0.7215
0.618	0.7157
HIGH	0.7064
0.618	0.7006
0.500	0.6989
0.382	0.6971
LOW	0.6913
0.618	0.6820
1.000	0.6762
1.618	0.6669
2.618	0.6518
4.250	0.6271

Fisher Pivots for day following 10-Sep-2015
Pivot	1 day	3 day
R1	0.7028	0.7022
PP	0.7008	0.6996
S1	0.6989	0.6971

Download as Excel Spreadsheet

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

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