CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 22-Sep-2015

Day Change Summary
	Previous	Current
	21-Sep-2015	22-Sep-2015	Change	Change %	Previous Week
Open	0.7150	0.7100	-0.0050	-0.7%	0.7053
High	0.7165	0.7127	-0.0038	-0.5%	0.7246
Low	0.7089	0.7025	-0.0064	-0.9%	0.7030
Close	0.7104	0.7056	-0.0048	-0.7%	0.7186
Range	0.0076	0.0102	0.0026	34.2%	0.0216
ATR	0.0096	0.0096	0.0000	0.5%	0.0000
Volume	60,711	64,927	4,216	6.9%	406,537

Daily Pivots for day following 22-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7375	0.7318	0.7112
R3	0.7273	0.7216	0.7084
R2	0.7171	0.7171	0.7075
R1	0.7114	0.7114	0.7065	0.7092
PP	0.7069	0.7069	0.7069	0.7058
S1	0.7012	0.7012	0.7047	0.6990
S2	0.6967	0.6967	0.7037
S3	0.6865	0.6910	0.7028
S4	0.6763	0.6808	0.7000

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7802	0.7710	0.7305
R3	0.7586	0.7494	0.7245
R2	0.7370	0.7370	0.7226
R1	0.7278	0.7278	0.7206	0.7324
PP	0.7154	0.7154	0.7154	0.7177
S1	0.7062	0.7062	0.7166	0.7108
S2	0.6938	0.6938	0.7146
S3	0.6722	0.6846	0.7127
S4	0.6506	0.6630	0.7067

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7246	0.7025	0.0221	3.1%	0.0101	1.4%	14%	False	True	80,917
10	0.7246	0.6913	0.0333	4.7%	0.0095	1.3%	43%	False	False	77,095
20	0.7246	0.6874	0.0372	5.3%	0.0096	1.4%	49%	False	False	42,463
40	0.7376	0.6874	0.0502	7.1%	0.0091	1.3%	36%	False	False	21,399
60	0.7660	0.6874	0.0786	11.1%	0.0084	1.2%	23%	False	False	14,308
80	0.7764	0.6874	0.0890	12.6%	0.0077	1.1%	20%	False	False	10,736
100	0.8046	0.6874	0.1172	16.6%	0.0066	0.9%	16%	False	False	8,589
120	0.8046	0.6874	0.1172	16.6%	0.0060	0.8%	16%	False	False	7,159

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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7561
2.618	0.7394
1.618	0.7292
1.000	0.7229
0.618	0.7190
HIGH	0.7127
0.618	0.7088
0.500	0.7076
0.382	0.7064
LOW	0.7025
0.618	0.6962
1.000	0.6923
1.618	0.6860
2.618	0.6758
4.250	0.6592

Fisher Pivots for day following 22-Sep-2015
Pivot	1 day	3 day
R1	0.7076	0.7136
PP	0.7069	0.7109
S1	0.7063	0.7083

Download as Excel Spreadsheet

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

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