CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 14-Sep-2015

Day Change Summary
	Previous	Current
	11-Sep-2015	14-Sep-2015	Change	Change %	Previous Week
Open	0.7041	0.7053	0.0012	0.2%	0.6882
High	0.7060	0.7118	0.0058	0.8%	0.7064
Low	0.7002	0.7030	0.0028	0.4%	0.6877
Close	0.7049	0.7103	0.0054	0.8%	0.7049
Range	0.0058	0.0088	0.0030	51.7%	0.0187
ATR	0.0094	0.0093	0.0000	-0.4%	0.0000
Volume	68,178	68,005	-173	-0.3%	283,293

Daily Pivots for day following 14-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7348	0.7313	0.7151
R3	0.7260	0.7225	0.7127
R2	0.7172	0.7172	0.7119
R1	0.7137	0.7137	0.7111	0.7155
PP	0.7084	0.7084	0.7084	0.7092
S1	0.7049	0.7049	0.7095	0.7067
S2	0.6996	0.6996	0.7087
S3	0.6908	0.6961	0.7079
S4	0.6820	0.6873	0.7055

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7558	0.7490	0.7152
R3	0.7371	0.7303	0.7100
R2	0.7184	0.7184	0.7083
R1	0.7116	0.7116	0.7066	0.7150
PP	0.6997	0.6997	0.6997	0.7014
S1	0.6929	0.6929	0.7032	0.6963
S2	0.6810	0.6810	0.7015
S3	0.6623	0.6742	0.6998
S4	0.6436	0.6555	0.6946

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7118	0.6877	0.0241	3.4%	0.0098	1.4%	94%	True	False	70,259
10	0.7133	0.6874	0.0259	3.6%	0.0096	1.4%	88%	False	False	37,827
20	0.7341	0.6874	0.0467	6.6%	0.0095	1.3%	49%	False	False	19,373
40	0.7386	0.6874	0.0512	7.2%	0.0086	1.2%	45%	False	False	9,818
60	0.7724	0.6874	0.0850	12.0%	0.0081	1.1%	27%	False	False	6,575
80	0.7810	0.6874	0.0936	13.2%	0.0072	1.0%	24%	False	False	4,934
100	0.8046	0.6874	0.1172	16.5%	0.0063	0.9%	20%	False	False	3,948
120	0.8046	0.6874	0.1172	16.5%	0.0056	0.8%	20%	False	False	3,291

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7492
2.618	0.7348
1.618	0.7260
1.000	0.7206
0.618	0.7172
HIGH	0.7118
0.618	0.7084
0.500	0.7074
0.382	0.7064
LOW	0.7030
0.618	0.6976
1.000	0.6942
1.618	0.6888
2.618	0.6800
4.250	0.6656

Fisher Pivots for day following 14-Sep-2015
Pivot	1 day	3 day
R1	0.7093	0.7074
PP	0.7084	0.7045
S1	0.7074	0.7016

Download as Excel Spreadsheet

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

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