CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 24-Jun-2015

Day Change Summary
	Previous	Current
	23-Jun-2015	24-Jun-2015	Change	Change %	Previous Week
Open	0.7626	0.7606	-0.0020	-0.3%	0.7657
High	0.7626	0.7606	-0.0020	-0.3%	0.7690
Low	0.7626	0.7606	-0.0020	-0.3%	0.7640
Close	0.7626	0.7606	-0.0020	-0.3%	0.7662
Range
ATR
Volume

Daily Pivots for day following 24-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7606	0.7606	0.7606
R3	0.7606	0.7606	0.7606
R2	0.7606	0.7606	0.7606
R1	0.7606	0.7606	0.7606	0.7606
PP	0.7606	0.7606	0.7606	0.7606
S1	0.7606	0.7606	0.7606	0.7606
S2	0.7606	0.7606	0.7606
S3	0.7606	0.7606	0.7606
S4	0.7606	0.7606	0.7606

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7814	0.7788	0.7690
R3	0.7764	0.7738	0.7676
R2	0.7714	0.7714	0.7671
R1	0.7688	0.7688	0.7667	0.7701
PP	0.7664	0.7664	0.7664	0.7671
S1	0.7638	0.7638	0.7657	0.7651
S2	0.7614	0.7614	0.7653
S3	0.7564	0.7588	0.7648
S4	0.7514	0.7538	0.7635

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7690	0.7606	0.0084	1.1%	0.0000	0.0%	0%	False	True
10	0.7690	0.7606	0.0084	1.1%	0.0000	0.0%	0%	False	True

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.7606
2.618	0.7606
1.618	0.7606
1.000	0.7606
0.618	0.7606
HIGH	0.7606
0.618	0.7606
0.500	0.7606
0.382	0.7606
LOW	0.7606
0.618	0.7606
1.000	0.7606
1.618	0.7606
2.618	0.7606
4.250	0.7606

Fisher Pivots for day following 24-Jun-2015
Pivot	1 day	3 day
R1	0.7606	0.7616
PP	0.7606	0.7613
S1	0.7606	0.7609

Download as Excel Spreadsheet

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

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