CME Australian Dollar Future June 2016

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

Day Change Summary
	Previous	Current
	24-Nov-2015	25-Nov-2015	Change	Change %	Previous Week
Open	0.7177	0.7184	0.0007	0.1%	0.7030
High	0.7177	0.7184	0.0007	0.1%	0.7170
Low	0.7177	0.7184	0.0007	0.1%	0.7020
Close	0.7177	0.7184	0.0007	0.1%	0.7170
Range
ATR	0.0042	0.0040	-0.0003	-6.0%	0.0000
Volume

Daily Pivots for day following 25-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7184	0.7184	0.7184
R3	0.7184	0.7184	0.7184
R2	0.7184	0.7184	0.7184
R1	0.7184	0.7184	0.7184	0.7184
PP	0.7184	0.7184	0.7184	0.7184
S1	0.7184	0.7184	0.7184	0.7184
S2	0.7184	0.7184	0.7184
S3	0.7184	0.7184	0.7184
S4	0.7184	0.7184	0.7184

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7570	0.7520	0.7253
R3	0.7420	0.7370	0.7211
R2	0.7270	0.7270	0.7198
R1	0.7220	0.7220	0.7184	0.7245
PP	0.7120	0.7120	0.7120	0.7133
S1	0.7070	0.7070	0.7156	0.7095
S2	0.6970	0.6970	0.7143
S3	0.6820	0.6920	0.7129
S4	0.6670	0.6770	0.7088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7184	0.7106	0.0078	1.1%	0.0013	0.2%	100%	True	False
10	0.7184	0.7020	0.0164	2.3%	0.0009	0.1%	100%	True	False	1

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	0.7184
2.618	0.7184
1.618	0.7184
1.000	0.7184
0.618	0.7184
HIGH	0.7184
0.618	0.7184
0.500	0.7184
0.382	0.7184
LOW	0.7184
0.618	0.7184
1.000	0.7184
1.618	0.7184
2.618	0.7184
4.250	0.7184

Fisher Pivots for day following 25-Nov-2015
Pivot	1 day	3 day
R1	0.7184	0.7173
PP	0.7184	0.7161
S1	0.7184	0.7150

Download as Excel Spreadsheet

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

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