CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 29-Jun-2015

Day Change Summary
	Previous	Current
	26-Jun-2015	29-Jun-2015	Change	Change %	Previous Week
Open	0.7552	0.7602	0.0050	0.7%	0.7623
High	0.7552	0.7602	0.0050	0.7%	0.7639
Low	0.7552	0.7602	0.0050	0.7%	0.7552
Close	0.7552	0.7602	0.0050	0.7%	0.7552
Range
ATR	0.0028	0.0029	0.0002	5.7%	0.0000
Volume

Daily Pivots for day following 29-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7602	0.7602	0.7602
R3	0.7602	0.7602	0.7602
R2	0.7602	0.7602	0.7602
R1	0.7602	0.7602	0.7602	0.7602
PP	0.7602	0.7602	0.7602	0.7602
S1	0.7602	0.7602	0.7602	0.7602
S2	0.7602	0.7602	0.7602
S3	0.7602	0.7602	0.7602
S4	0.7602	0.7602	0.7602

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7842	0.7784	0.7600
R3	0.7755	0.7697	0.7576
R2	0.7668	0.7668	0.7568
R1	0.7610	0.7610	0.7560	0.7596
PP	0.7581	0.7581	0.7581	0.7574
S1	0.7523	0.7523	0.7544	0.7509
S2	0.7494	0.7494	0.7536
S3	0.7407	0.7436	0.7528
S4	0.7320	0.7349	0.7504

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7639	0.7552	0.0087	1.1%	0.0000	0.0%	57%	False	False
10	0.7690	0.7552	0.0138	1.8%	0.0000	0.0%	36%	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	0.7602
2.618	0.7602
1.618	0.7602
1.000	0.7602
0.618	0.7602
HIGH	0.7602
0.618	0.7602
0.500	0.7602
0.382	0.7602
LOW	0.7602
0.618	0.7602
1.000	0.7602
1.618	0.7602
2.618	0.7602
4.250	0.7602

Fisher Pivots for day following 29-Jun-2015
Pivot	1 day	3 day
R1	0.7602	0.7600
PP	0.7602	0.7598
S1	0.7602	0.7596

Download as Excel Spreadsheet

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

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