CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 25-Jun-2015

Day Change Summary
	Previous	Current
	24-Jun-2015	25-Jun-2015	Change	Change %	Previous Week
Open	0.7606	0.7639	0.0033	0.4%	0.7657
High	0.7606	0.7639	0.0033	0.4%	0.7690
Low	0.7606	0.7639	0.0033	0.4%	0.7640
Close	0.7606	0.7639	0.0033	0.4%	0.7662
Range
ATR	0.0000	0.0023	0.0023		0.0000
Volume

Daily Pivots for day following 25-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7639	0.7639	0.7639
R3	0.7639	0.7639	0.7639
R2	0.7639	0.7639	0.7639
R1	0.7639	0.7639	0.7639	0.7639
PP	0.7639	0.7639	0.7639	0.7639
S1	0.7639	0.7639	0.7639	0.7639
S2	0.7639	0.7639	0.7639
S3	0.7639	0.7639	0.7639
S4	0.7639	0.7639	0.7639

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	0.7662	0.7606	0.0056	0.7%	0.0000	0.0%	59%	False	False
10	0.7690	0.7606	0.0084	1.1%	0.0000	0.0%	39%	False	False

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	0.7639
2.618	0.7639
1.618	0.7639
1.000	0.7639
0.618	0.7639
HIGH	0.7639
0.618	0.7639
0.500	0.7639
0.382	0.7639
LOW	0.7639
0.618	0.7639
1.000	0.7639
1.618	0.7639
2.618	0.7639
4.250	0.7639

Fisher Pivots for day following 25-Jun-2015
Pivot	1 day	3 day
R1	0.7639	0.7634
PP	0.7639	0.7628
S1	0.7639	0.7623

Download as Excel Spreadsheet

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

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